MINDTREE Options

Date: 29Jan2015 Expiry date: 29Jan2015

Underlying Price: 652.625 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 28.0 41.0028717656 4250.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
1320.0 2.7 41.0028717656 1750.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
1350.0 1.0 41.0028717656 3250.0 7.0 0.0 -0.0 0.0 0.0 0.0 0.0
1360.0 1.5 41.0028717656 1750.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
1380.0 0.1 41.0028717656 4750.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
1400.0 0.1 41.0028717656 12000.0 23.0 0.0 -0.0 0.0 0.0 0.0 0.0
1420.0 0.05 41.0028717656 4250.0 11.0 0.0 -0.0 0.0 0.0 0.0 0.0
1440.0 0.05 41.0028717656 2750.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
1450.0 0.05 41.0028717656 13250.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
1500.0 0.5 41.0028717656 7500.0 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 4.0 41.0028717656 4000.0 8.0 -1.0 0.36 0.0 0.0 -5.16 647.01
1350.0 41.0 41.0028717656 2000.0 9.0 -1.0 0.37 0.0 0.0 -5.36 697.0

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