MINDTREE Options
Date: 30Oct2014 Expiry date: 30Oct2014
Underlying Price: 547.35 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 1000.0 | 85.0 | 37.1608321605 | 750.0 | 1.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1020.0 | 62.0 | 37.1608321605 | 1000.0 | 1.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1040.0 | 54.5 | 37.1608321605 | 2000.0 | 6.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1060.0 | 32.0 | 37.1608321605 | 10000.0 | 14.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1080.0 | 17.1 | 37.1608321605 | 2250.0 | 15.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1100.0 | 0.7 | 37.1608321605 | 10000.0 | 29.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1120.0 | 0.25 | 37.1608321605 | 1500.0 | 1.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1140.0 | 0.05 | 37.1608321605 | 750.0 | 2.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1180.0 | 0.05 | 37.1608321605 | 3250.0 | 2.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1260.0 | 1.0 | 37.1608321605 | 250.0 | 1.0 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 1040.0 | 0.05 | 37.1608321605 | 1000.0 | 2.0 | -1.0 | 0.29 | 0.0 | 0.0 | -4.13 | 492.36 |
| 1060.0 | 0.05 | 37.1608321605 | 1500.0 | 6.0 | -1.0 | 0.29 | 0.0 | 0.0 | -4.21 | 512.36 |
| 1080.0 | 0.9 | 37.1608321605 | 750.0 | 9.0 | -1.0 | 0.3 | 0.0 | 0.0 | -4.28 | 532.35 |
| 1100.0 | 11.85 | 37.1608321605 | 500.0 | 2.0 | -1.0 | 0.31 | 0.0 | 0.0 | -4.36 | 552.34 |
