MINDTREE Options
Date: 29Aug2019 Expiry date: 29Aug2019
Underlying Price: 687.55 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 570.0 | 140.0 | 32.1912581567 | 0.0 | 0.0 | 1.0 | -0.16 | 0.0 | 0.0 | 2.26 | 117.71 |
| 580.0 | 410.15 | 32.1912581567 | 0.0 | 0.0 | 1.0 | -0.16 | 0.0 | 0.0 | 2.3 | 107.71 |
| 590.0 | 192.15 | 32.1912581567 | 0.0 | 0.0 | 1.0 | -0.16 | 0.0 | 0.0 | 2.34 | 97.71 |
| 600.0 | 76.9 | 32.1912581567 | 0.0 | 0.0 | 1.0 | -0.17 | 0.0 | 0.0 | 2.38 | 87.72 |
| 610.0 | 175.15 | 32.1912581567 | 0.0 | 0.0 | 1.0 | -0.17 | 0.0 | 0.0 | 2.42 | 77.72 |
| 620.0 | 370.85 | 32.1912581567 | 0.0 | 0.0 | 1.0 | -0.17 | 0.0 | 0.0 | 2.46 | 67.72 |
| 630.0 | 158.85 | 32.1912581567 | 0.0 | 0.0 | 1.0 | -0.18 | 0.0 | 0.001 | 2.5 | 57.72 |
| 640.0 | 351.2 | 32.1912581567 | 0.0 | 0.0 | 1.0 | -0.18 | 5e-05 | 0.031 | 2.54 | 47.73 |
| 650.0 | 143.35 | 32.1912581567 | 0.0 | 0.0 | 0.997 | -0.24 | 0.00058 | 0.349 | 2.57 | 37.74 |
| 660.0 | 331.55 | 32.1912581567 | 0.0 | 0.0 | 0.979 | -0.53 | 0.00357 | 2.155 | 2.56 | 27.84 |
| 670.0 | 25.0 | 77.0 | 1200.0 | 0.0 | 0.903 | -1.36 | 0.01231 | 7.434 | 2.39 | 18.38 |
| 680.0 | 14.45 | 55.0 | 2400.0 | 43.0 | 0.715 | -2.5 | 0.02435 | 14.704 | 1.91 | 10.24 |
| 690.0 | 3.0 | 24.0 | 2400.0 | 111.0 | 0.44 | -2.83 | 0.02829 | 17.084 | 1.18 | 4.51 |
| 700.0 | 0.45 | 22.0 | 12600.0 | 60.0 | 0.195 | -1.96 | 0.01975 | 11.928 | 0.52 | 1.49 |
| 710.0 | 0.1 | 25.5 | 6600.0 | 8.0 | 0.059 | -0.83 | 0.00847 | 5.113 | 0.16 | 0.35 |
| 720.0 | 0.05 | 31.5 | 13800.0 | 32.0 | 0.012 | -0.22 | 0.00228 | 1.374 | 0.03 | 0.06 |
| 730.0 | 0.05 | 39.5 | 11400.0 | 13.0 | 0.002 | -0.04 | 0.00039 | 0.236 | 0.0 | 0.01 |
| 740.0 | 0.05 | 47.5 | 13800.0 | 15.0 | 0.0 | -0.0 | 4e-05 | 0.026 | 0.0 | 0.0 |
| 750.0 | 0.05 | 55.0 | 5400.0 | 4.0 | 0.0 | -0.0 | 0.0 | 0.002 | 0.0 | 0.0 |
| 760.0 | 0.05 | 62.5 | 12000.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 770.0 | 0.05 | 69.5 | 3600.0 | 2.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 780.0 | 0.05 | 76.5 | 15000.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 790.0 | 0.2 | 98.0 | 2400.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 800.0 | 0.05 | 90.0 | 18000.0 | 1.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 810.0 | 0.75 | 32.1912581567 | 1200.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 820.0 | 2.55 | 32.1912581567 | 2400.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 830.0 | 125.25 | 32.1912581567 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 840.0 | 154.7 | 32.1912581567 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 850.0 | 1.95 | 32.1912581567 | 2400.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 860.0 | 135.05 | 32.1912581567 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 870.0 | 86.65 | 32.1912581567 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 880.0 | 115.55 | 32.1912581567 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 890.0 | 68.4 | 32.1912581567 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 900.0 | 0.2 | 32.1912581567 | 600.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 910.0 | 51.6 | 32.1912581567 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 920.0 | 77.65 | 32.1912581567 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 930.0 | 36.9 | 32.1912581567 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 940.0 | 60.05 | 32.1912581567 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 950.0 | 24.9 | 32.1912581567 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 960.0 | 44.25 | 32.1912581567 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 970.0 | 15.7 | 32.1912581567 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 980.0 | 30.75 | 32.1912581567 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 990.0 | 9.25 | 32.1912581567 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1000.0 | 0.4 | 32.1912581567 | 1200.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1010.0 | 5.1 | 32.1912581567 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1020.0 | 12.25 | 32.1912581567 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1030.0 | 2.6 | 32.1912581567 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1040.0 | 6.95 | 32.1912581567 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1050.0 | 1.25 | 32.1912581567 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1060.0 | 3.65 | 32.1912581567 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1080.0 | 1.8 | 32.1912581567 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1100.0 | 0.85 | 32.1912581567 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1120.0 | 0.35 | 32.1912581567 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1140.0 | 0.15 | 32.1912581567 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1160.0 | 0.05 | 32.1912581567 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1180.0 | 0.05 | 32.1912581567 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 570.0 | 5.1 | 32.1912581567 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 580.0 | 0.05 | 32.1912581567 | 1200.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 590.0 | 7.25 | 32.1912581567 | 0.0 | 0.0 | -0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 600.0 | 0.05 | 83.0 | 9600.0 | 7.0 | -0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 610.0 | 0.25 | 91.0 | 8400.0 | 0.0 | -0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 620.0 | 0.1 | 71.0 | 14400.0 | 9.0 | -0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 630.0 | 13.6 | 32.1912581567 | 0.0 | 0.0 | -0.0 | -0.0 | 0.0 | 0.001 | -0.0 | 0.0 |
| 640.0 | 1.4 | 83.0 | 3000.0 | 0.0 | -0.0 | -0.0 | 5e-05 | 0.031 | -0.0 | 0.0 |
| 650.0 | 0.05 | 38.0 | 17400.0 | 23.0 | -0.003 | -0.06 | 0.00058 | 0.349 | -0.01 | 0.01 |
| 660.0 | 0.15 | 34.0 | 5400.0 | 14.0 | -0.021 | -0.34 | 0.00357 | 2.155 | -0.06 | 0.11 |
| 670.0 | 0.15 | 23.5 | 3600.0 | 20.0 | -0.097 | -1.18 | 0.01231 | 7.434 | -0.27 | 0.64 |
| 680.0 | 0.25 | 13.5 | 3600.0 | 16.0 | -0.285 | -2.31 | 0.02435 | 14.704 | -0.79 | 2.5 |
| 690.0 | 2.0 | 32.1912581567 | 1200.0 | 10.0 | -0.56 | -2.64 | 0.02829 | 17.084 | -1.56 | 6.77 |
| 700.0 | 9.55 | 32.1912581567 | 8400.0 | 13.0 | -0.805 | -1.76 | 0.01975 | 11.928 | -2.25 | 13.74 |
| 710.0 | 20.75 | 32.1912581567 | 1200.0 | 3.0 | -0.941 | -0.64 | 0.00847 | 5.113 | -2.66 | 22.61 |
| 720.0 | 30.35 | 32.1912581567 | 3600.0 | 4.0 | -0.988 | -0.02 | 0.00228 | 1.374 | -2.82 | 32.31 |
| 730.0 | 46.0 | 73.0 | 2400.0 | 1.0 | -0.998 | 0.16 | 0.00039 | 0.236 | -2.89 | 42.25 |
| 740.0 | 55.1 | 52.0 | 3600.0 | 1.0 | -1.0 | 0.2 | 4e-05 | 0.026 | -2.94 | 52.25 |
| 750.0 | 60.0 | 33.0 | 3600.0 | 2.0 | -1.0 | 0.21 | 0.0 | 0.002 | -2.98 | 62.24 |
| 760.0 | 0.05 | 32.1912581567 | 0.0 | 0.0 | -1.0 | 0.21 | 0.0 | 0.0 | -3.02 | 72.24 |
| 770.0 | 0.05 | 32.1912581567 | 0.0 | 0.0 | -1.0 | 0.21 | 0.0 | 0.0 | -3.05 | 82.24 |
| 780.0 | 0.05 | 32.1912581567 | 0.0 | 0.0 | -1.0 | 0.22 | 0.0 | 0.0 | -3.09 | 92.23 |
| 790.0 | 0.05 | 15.375 | 0.0 | 0.0 | -1.0 | 0.22 | 0.0 | 0.0 | -3.13 | 102.23 |
| 800.0 | 120.0 | 32.1912581567 | 600.0 | 2.0 | -1.0 | 0.22 | 0.0 | 0.0 | -3.17 | 112.23 |
| 810.0 | 0.05 | 32.1912581567 | 0.0 | 0.0 | -1.0 | 0.22 | 0.0 | 0.0 | -3.21 | 122.23 |
| 820.0 | 0.05 | 32.1912581567 | 0.0 | 0.0 | -1.0 | 0.23 | 0.0 | 0.0 | -3.25 | 132.22 |
| 830.0 | 0.1 | 32.1912581567 | 0.0 | 0.0 | -1.0 | 0.23 | 0.0 | 0.0 | -3.29 | 142.22 |
| 840.0 | 0.05 | 32.1912581567 | 0.0 | 0.0 | -1.0 | 0.23 | 0.0 | 0.0 | -3.33 | 152.22 |
| 850.0 | 142.0 | 32.1912581567 | 0.0 | 0.0 | -1.0 | 0.24 | 0.0 | 0.0 | -3.37 | 162.21 |
| 860.0 | 0.05 | 32.1912581567 | 0.0 | 0.0 | -1.0 | 0.24 | 0.0 | 0.0 | -3.41 | 172.21 |
| 870.0 | 1.05 | 32.1912581567 | 0.0 | 0.0 | -1.0 | 0.24 | 0.0 | 0.0 | -3.45 | 182.21 |
| 880.0 | 0.2 | 32.1912581567 | 0.0 | 0.0 | -1.0 | 0.24 | 0.0 | 0.0 | -3.49 | 192.21 |
| 890.0 | 2.6 | 32.1912581567 | 0.0 | 0.0 | -1.0 | 0.25 | 0.0 | 0.0 | -3.53 | 202.2 |
| 900.0 | 0.6 | 32.1912581567 | 0.0 | 0.0 | -1.0 | 0.25 | 0.0 | 0.0 | -3.57 | 212.2 |
| 910.0 | 5.55 | 32.1912581567 | 0.0 | 0.0 | -1.0 | 0.25 | 0.0 | 0.0 | -3.61 | 222.2 |
| 920.0 | 1.6 | 32.1912581567 | 0.0 | 0.0 | -1.0 | 0.26 | 0.0 | 0.0 | -3.65 | 232.19 |
| 930.0 | 10.65 | 32.1912581567 | 0.0 | 0.0 | -1.0 | 0.26 | 0.0 | 0.0 | -3.69 | 242.19 |
| 940.0 | 3.65 | 32.1912581567 | 0.0 | 0.0 | -1.0 | 0.26 | 0.0 | 0.0 | -3.73 | 252.19 |
| 950.0 | 18.35 | 32.1912581567 | 0.0 | 0.0 | -1.0 | 0.26 | 0.0 | 0.0 | -3.77 | 262.19 |
| 960.0 | 7.5 | 32.1912581567 | 0.0 | 0.0 | -1.0 | 0.27 | 0.0 | 0.0 | -3.81 | 272.18 |
| 970.0 | 28.95 | 32.1912581567 | 0.0 | 0.0 | -1.0 | 0.27 | 0.0 | 0.0 | -3.85 | 282.18 |
| 980.0 | 13.7 | 32.1912581567 | 0.0 | 0.0 | -1.0 | 0.27 | 0.0 | 0.0 | -3.89 | 292.18 |
| 990.0 | 42.25 | 32.1912581567 | 0.0 | 0.0 | -1.0 | 0.27 | 0.0 | 0.0 | -3.93 | 302.18 |
| 1000.0 | 320.0 | 33.0 | 1200.0 | 4.0 | -1.0 | 0.28 | 0.0 | 0.0 | -3.97 | 312.17 |
| 1010.0 | 57.85 | 32.1912581567 | 0.0 | 0.0 | -1.0 | 0.28 | 0.0 | 0.0 | -4.01 | 322.17 |
| 1020.0 | 34.45 | 32.1912581567 | 0.0 | 0.0 | -1.0 | 0.28 | 0.0 | 0.0 | -4.05 | 332.17 |
| 1030.0 | 75.15 | 32.1912581567 | 0.0 | 0.0 | -1.0 | 0.29 | 0.0 | 0.0 | -4.09 | 342.16 |
| 1040.0 | 48.85 | 32.1912581567 | 0.0 | 0.0 | -1.0 | 0.29 | 0.0 | 0.0 | -4.13 | 352.16 |
| 1050.0 | 93.55 | 32.1912581567 | 0.0 | 0.0 | -1.0 | 0.29 | 0.0 | 0.0 | -4.17 | 362.16 |
| 1060.0 | 65.2 | 32.1912581567 | 0.0 | 0.0 | -1.0 | 0.29 | 0.0 | 0.0 | -4.21 | 372.16 |
| 1080.0 | 83.0 | 32.1912581567 | 0.0 | 0.0 | -1.0 | 0.3 | 0.0 | 0.0 | -4.28 | 392.15 |
| 1100.0 | 101.65 | 32.1912581567 | 0.0 | 0.0 | -1.0 | 0.31 | 0.0 | 0.0 | -4.36 | 412.14 |
| 1120.0 | 120.85 | 32.1912581567 | 0.0 | 0.0 | -1.0 | 0.31 | 0.0 | 0.0 | -4.44 | 432.14 |
| 1140.0 | 140.3 | 32.1912581567 | 0.0 | 0.0 | -1.0 | 0.32 | 0.0 | 0.0 | -4.52 | 452.13 |
| 1160.0 | 159.85 | 32.1912581567 | 0.0 | 0.0 | -1.0 | 0.32 | 0.0 | 0.0 | -4.6 | 472.13 |
| 1180.0 | 501.0 | 33.0 | 1200.0 | 0.0 | -1.0 | 0.33 | 0.0 | 0.0 | -4.68 | 492.12 |
