MINDTREE Options
Date: 28May2015 Expiry date: 28May2015
Underlying Price: 724.45 Trading Days to Expiry: 1.0 Risk Free Interest Rate: 7%
Click here to understand option greeks.Call Options
| Strike Price | Option Price | Implied Volatility | Open Interest | Number of Contracts | Delta | Theta | Gamma | Vega | Rho | Black Scholes Price |
|---|---|---|---|---|---|---|---|---|---|---|
| 1300.0 | 115.0 | 31.3193552889 | 2500.0 | 1.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1350.0 | 76.0 | 31.3193552889 | 1500.0 | 5.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1400.0 | 50.0 | 31.3193552889 | 750.0 | 3.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1450.0 | 0.15 | 31.3193552889 | 3500.0 | 6.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1500.0 | 3.9 | 31.3193552889 | 2250.0 | 2.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Put Options
| Strike Price | Option Price | Implied Volatility | Open Interest | Number of Contracts | Delta | Theta | Gamma | Vega | Rho | Black Scholes Price |
|---|---|---|---|---|---|---|---|---|---|---|
| 1300.0 | 0.1 | 31.3193552889 | 2750.0 | 1.0 | -1.0 | 0.36 | 0.0 | 0.0 | -5.16 | 575.19 |
| 1350.0 | 0.1 | 31.3193552889 | 1500.0 | 1.0 | -1.0 | 0.37 | 0.0 | 0.0 | -5.36 | 625.18 |
| 1500.0 | 73.1 | 31.3193552889 | 750.0 | 1.0 | -1.0 | 0.42 | 0.0 | 0.0 | -5.95 | 775.13 |
| 1550.0 | 106.45 | 31.3193552889 | 1000.0 | 2.0 | -1.0 | 0.43 | 0.0 | 0.0 | -6.15 | 825.12 |
