MINDTREE Options

Date: 29Aug2019 Expiry date: 29Aug2019

Underlying Price: 687.55 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
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

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