MINDTREE Options

Date: 28May2015 Expiry date: 28May2015

Underlying Price: 724.45 Trading Days to Expiry: 1.0 Risk Free Interest Rate: 7%

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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

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