MRF Options

Date: 28Mar2013 Expiry date: 28Mar2013

Underlying Price: 11971.8 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
12000.0 40.0 17.0 500.0 4.0 0.47 -57.95 0.0014 300.045 21.92 101.25

Put Options
Strike Price Option Price Implied Volatility Open Interest Number of Contracts Delta Theta Gamma Vega Rho Black Scholes Price
11300.0 99.0 37.6038339535 375.0 3.0 -0.007 -2.71 7e-05 14.544 -0.33 0.64
11350.0 115.0 37.6038339535 500.0 4.0 -0.011 -4.21 0.00011 22.615 -0.55 1.12
11500.0 185.0 37.6038339535 125.0 1.0 -0.043 -12.73 0.00032 68.446 -2.05 4.97
11650.0 199.0 37.6038339535 250.0 2.0 -0.12 -28.0 0.00071 151.087 -5.78 16.95
11850.0 82.0 44.0 1000.0 8.0 -0.324 -49.91 0.00127 271.285 -15.66 60.88

Get Clearnifty's Android App.

Get clearnifty on Google Play
Get clearnifty on Google Play