MINDTREE Options
Date: 29Jan2015 Expiry date: 29Jan2015
Underlying Price: 652.625 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 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 |
