MINDTREE Options

Date: 30Oct2014 Expiry date: 30Oct2014

Underlying Price: 547.35 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
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

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