MINDTREE Options

Date: 28Nov2019 Expiry date: 28Nov2019

Underlying Price: 703.35 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
540.0 163.2 17.0 0.0 0.0 1.0 -0.15 0.0 0.0 2.14 163.5
560.0 146.65 17.0 0.0 0.0 1.0 -0.16 0.0 0.0 2.22 143.51
570.0 138.65 17.0 0.0 0.0 1.0 -0.16 0.0 0.0 2.26 133.51
580.0 130.9 59.0 0.0 0.0 1.0 -0.16 0.0 0.0 2.3 123.51
590.0 123.4 16.0158525753 0.0 0.0 1.0 -0.16 0.0 0.0 2.34 113.51
600.0 116.15 16.0158525753 0.0 0.0 1.0 -0.17 0.0 0.0 2.38 103.52
610.0 109.15 16.0158525753 0.0 0.0 1.0 -0.17 0.0 0.0 2.42 93.52
620.0 102.35 49.75 0.0 0.0 1.0 -0.17 0.0 0.0 2.46 83.52
630.0 95.9 16.0158525753 0.0 0.0 1.0 -0.17 0.0 0.0 2.5 73.52
640.0 89.65 68.5 0.0 0.0 1.0 -0.18 0.0 0.0 2.54 63.53
650.0 83.75 16.0158525753 0.0 0.0 1.0 -0.18 0.0 0.0 2.58 53.53
660.0 78.05 16.0158525753 0.0 0.0 1.0 -0.18 0.0 0.0 2.62 43.53
670.0 72.7 16.0158525753 0.0 0.0 1.0 -0.19 0.0 0.0 2.66 33.54
680.0 38.0 16.0158525753 0.0 0.0 1.0 -0.19 0.00019 0.059 2.7 23.54
690.0 9.0 16.0158525753 4800.0 1.0 0.973 -0.41 0.0087 2.735 2.66 13.61
700.0 4.55 14.0 3600.0 4.0 0.693 -1.38 0.04948 15.556 1.92 4.94
710.0 0.6 15.0 4800.0 118.0 0.184 -0.98 0.0375 11.79 0.51 0.71
720.0 0.2 22.0 30600.0 89.0 0.011 -0.11 0.00412 1.295 0.03 0.03
730.0 0.05 26.0 15600.0 15.0 0.0 -0.0 7e-05 0.022 0.0 0.0
740.0 0.05 34.0 16200.0 21.0 0.0 -0.0 0.0 0.0 0.0 0.0
750.0 0.1 46.0 9600.0 11.0 0.0 -0.0 0.0 0.0 0.0 0.0
760.0 0.95 79.0 3600.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
770.0 32.9 16.0158525753 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
780.0 4.35 16.0158525753 600.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
790.0 1.0 16.0158525753 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
800.0 0.5 16.0158525753 10200.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
810.0 23.15 16.0158525753 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
820.0 21.15 16.0158525753 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
830.0 19.25 16.0158525753 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
840.0 17.55 16.0158525753 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
850.0 15.95 16.0158525753 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
860.0 14.5 16.0158525753 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
870.0 13.2 16.0158525753 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
880.0 11.95 16.0158525753 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
890.0 10.85 16.0158525753 0.0 0.0 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
540.0 7.4 16.0158525753 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
560.0 10.5 16.0158525753 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
570.0 12.4 16.0158525753 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
580.0 14.5 16.0158525753 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
590.0 16.85 16.0158525753 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
600.0 19.45 16.0158525753 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
610.0 2.25 16.0158525753 600.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
620.0 25.35 16.0158525753 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
630.0 28.7 16.0158525753 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
640.0 32.35 16.0158525753 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
650.0 36.25 16.0158525753 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 -0.0
660.0 4.55 16.0158525753 600.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
670.0 0.15 39.0 16800.0 34.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
680.0 0.25 32.0 4800.0 1.0 -0.0 -0.0 0.00019 0.059 -0.0 0.0
690.0 0.35 22.0 6000.0 9.0 -0.027 -0.21 0.0087 2.735 -0.07 0.07
700.0 2.85 25.0 6000.0 9.0 -0.307 -1.19 0.04948 15.556 -0.86 1.4
710.0 7.35 17.0 600.0 7.0 -0.816 -0.78 0.0375 11.79 -2.31 7.16
720.0 21.0 54.0 3000.0 2.0 -0.989 0.09 0.00412 1.295 -2.83 16.48
730.0 25.1 16.0158525753 0.0 0.0 -1.0 0.2 7e-05 0.022 -2.9 26.45
740.0 83.45 16.0158525753 0.0 0.0 -1.0 0.21 0.0 0.0 -2.94 36.44
750.0 89.95 16.0158525753 0.0 0.0 -1.0 0.21 0.0 0.0 -2.98 46.44
760.0 96.65 16.0158525753 0.0 0.0 -1.0 0.21 0.0 0.0 -3.02 56.44
770.0 103.55 16.0158525753 0.0 0.0 -1.0 0.21 0.0 0.0 -3.05 66.44
780.0 110.65 16.0158525753 0.0 0.0 -1.0 0.22 0.0 0.0 -3.09 76.43
790.0 118.0 16.0158525753 0.0 0.0 -1.0 0.22 0.0 0.0 -3.13 86.43
800.0 105.0 72.0 0.0 1.0 -1.0 0.22 0.0 0.0 -3.17 96.43
810.0 133.2 16.0158525753 0.0 0.0 -1.0 0.22 0.0 0.0 -3.21 106.43
820.0 141.05 74.5 0.0 0.0 -1.0 0.23 0.0 0.0 -3.25 116.42
830.0 149.0 16.0158525753 0.0 0.0 -1.0 0.23 0.0 0.0 -3.29 126.42
840.0 157.15 16.0158525753 0.0 0.0 -1.0 0.23 0.0 0.0 -3.33 136.42
850.0 150.0 17.0 0.0 1.0 -1.0 0.24 0.0 0.0 -3.37 146.41
860.0 173.8 43.009765625 0.0 0.0 -1.0 0.24 0.0 0.0 -3.41 156.41
870.0 182.35 80.5 0.0 0.0 -1.0 0.24 0.0 0.0 -3.45 166.41
880.0 190.95 81.0 0.0 0.0 -1.0 0.24 0.0 0.0 -3.49 176.41
890.0 192.0 17.0 1800.0 4.0 -1.0 0.25 0.0 0.0 -3.53 186.4

Get Clearnifty's Android App.

Get clearnifty on Google Play
Get clearnifty on Google Play