MRF Options

Date: 28Nov2019 Expiry date: 28Nov2019

Underlying Price: 63982.6 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
47500.0 10865.3 16.7839369466 0.0 0.0 1.0 -13.19 0.0 0.0 188.44 16495.79
48000.0 10396.5 16.7839369466 0.0 0.0 1.0 -13.33 0.0 0.0 190.42 15995.93
48500.0 9932.45 16.7839369466 0.0 0.0 1.0 -13.47 0.0 0.0 192.41 15496.07
49000.0 9473.7 16.7839369466 0.0 0.0 1.0 -13.61 0.0 0.0 194.39 14996.21
49500.0 9020.95 16.7839369466 0.0 0.0 1.0 -13.75 0.0 0.0 196.37 14496.35
50000.0 8574.95 16.7839369466 0.0 0.0 1.0 -13.89 0.0 0.0 198.36 13996.49
50500.0 8136.4 16.7839369466 0.0 0.0 1.0 -14.02 0.0 0.0 200.34 13496.63
51000.0 7706.0 16.7839369466 0.0 0.0 1.0 -14.16 0.0 0.0 202.32 12996.76
51500.0 7284.55 16.7839369466 0.0 0.0 1.0 -14.3 0.0 0.0 204.31 12496.9
52000.0 6872.75 16.7839369466 0.0 0.0 1.0 -14.44 0.0 0.0 206.29 11997.04
52500.0 6471.25 16.7839369466 0.0 0.0 1.0 -14.58 0.0 0.0 208.28 11497.18
53000.0 6080.8 16.7839369466 0.0 0.0 1.0 -14.72 0.0 0.0 210.26 10997.32
53500.0 5702.0 16.7839369466 0.0 0.0 1.0 -14.86 0.0 0.0 212.24 10497.46
54000.0 5337.35 16.7839369466 0.0 0.0 1.0 -15.0 0.0 0.0 214.23 9997.6
54500.0 4980.8 16.7839369466 0.0 0.0 1.0 -15.13 0.0 0.0 216.21 9497.74
55000.0 4640.55 16.7839369466 0.0 0.0 1.0 -15.27 0.0 0.0 218.19 8997.88
55500.0 4314.05 16.7839369466 0.0 0.0 1.0 -15.41 0.0 0.0 220.18 8498.01
56000.0 4001.6 16.7839369466 0.0 0.0 1.0 -15.55 0.0 0.0 222.16 7998.15
56500.0 3703.4 16.7839369466 0.0 0.0 1.0 -15.69 0.0 0.0 224.14 7498.29
57000.0 3419.7 16.7839369466 0.0 0.0 1.0 -15.83 0.0 0.0 226.13 6998.43
57500.0 3150.55 16.7839369466 0.0 0.0 1.0 -15.97 0.0 0.0 228.11 6498.57
58000.0 2895.95 16.7839369466 0.0 0.0 1.0 -16.11 0.0 0.0 230.09 5998.71
58500.0 2655.6 16.7839369466 0.0 0.0 1.0 -16.25 0.0 0.0 232.08 5498.85
59000.0 2429.75 16.7839369466 0.0 0.0 1.0 -16.38 0.0 0.0 234.06 4998.99
59500.0 2218.0 16.7839369466 0.0 0.0 1.0 -16.52 0.0 0.0 236.05 4499.13
60000.0 2020.05 16.7839369466 0.0 0.0 1.0 -16.66 0.0 0.0 238.03 3999.26
60500.0 1835.55 16.7839369466 0.0 0.0 1.0 -16.8 0.0 0.001 240.01 3499.4
61000.0 1664.05 16.7839369466 0.0 0.0 1.0 -16.94 0.0 0.052 242.0 2999.54
61500.0 1505.15 16.7839369466 0.0 0.0 1.0 -17.19 0.0 1.296 243.96 2499.69
62000.0 1358.3 16.7839369466 0.0 0.0 0.999 -18.65 1e-05 17.405 245.63 2000.07
62500.0 1223.0 16.7839369466 0.0 0.0 0.988 -27.9 5e-05 128.238 244.82 1502.84
63000.0 887.9 16.7839369466 30.0 1.0 0.933 -60.41 0.00019 525.752 232.73 1020.22
63500.0 988.4 42.0 0.0 0.0 0.773 -115.62 0.00045 1216.045 193.84 589.79
64000.0 215.3 14.0 10.0 3.0 0.502 -143.81 0.00059 1608.152 126.47 270.06
64500.0 787.5 61.0 0.0 0.0 0.233 -107.48 0.00045 1231.832 58.7 91.33
65000.0 82.9 24.5 90.0 0.0 0.072 -47.72 0.0002 553.481 18.21 21.59
65500.0 623.35 74.0 0.0 0.0 0.014 -12.65 5e-05 147.675 3.65 3.43
66000.0 20.0 28.5 40.0 0.0 0.002 -2.02 1e-05 23.678 0.47 0.36
66500.0 489.2 84.0 0.0 0.0 0.0 -0.2 0.0 2.308 0.04 0.02
67000.0 432.0 88.0 0.0 0.0 0.0 -0.01 0.0 0.138 0.0 0.0
67500.0 380.7 92.0 0.0 0.0 0.0 -0.0 0.0 0.005 0.0 0.0
68000.0 0.05 27.0 30.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
68500.0 345.85 16.7839369466 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
69000.0 3.0 46.0 20.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
69500.0 900.0 16.7839369466 20.0 0.0 0.0 -0.0 0.0 0.0 0.0 -0.0
70000.0 250.0 16.7839369466 10.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
70500.0 365.05 16.7839369466 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
71000.0 893.05 16.7839369466 0.0 0.0 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
47500.0 93.4 16.7839369466 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
48000.0 116.95 16.7839369466 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
48500.0 145.25 16.7839369466 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
49000.0 178.85 16.7839369466 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
49500.0 218.5 16.7839369466 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
50000.0 264.85 16.7839369466 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
50500.0 318.65 16.7839369466 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
51000.0 380.6 16.7839369466 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
51500.0 451.5 16.7839369466 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
52000.0 532.0 16.7839369466 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
52500.0 622.9 16.7839369466 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
53000.0 724.8 16.7839369466 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
53500.0 838.4 16.7839369466 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
54000.0 966.05 16.7839369466 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
54500.0 1101.85 16.7839369466 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
55000.0 1254.0 16.7839369466 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
55500.0 1419.8 16.7839369466 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
56000.0 1599.7 16.7839369466 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
56500.0 1793.9 16.7839369466 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
57000.0 2002.55 16.7839369466 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
57500.0 2225.75 16.7839369466 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
58000.0 2463.5 16.7839369466 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
58500.0 2715.5 16.7839369466 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
59000.0 2982.05 16.7839369466 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 -0.0
59500.0 3262.65 16.7839369466 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
60000.0 3557.05 16.7839369466 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
60500.0 3864.9 16.7839369466 0.0 0.0 -0.0 -0.0 0.0 0.001 -0.0 0.0
61000.0 507.7 99.0 10.0 0.0 -0.0 -0.0 0.0 0.052 -0.0 0.0
61500.0 623.4 97.0 10.0 0.0 -0.0 -0.11 0.0 1.296 -0.02 0.01
62000.0 756.6 96.0 20.0 0.0 -0.001 -1.44 1e-05 17.405 -0.33 0.25
62500.0 5221.75 16.7839369466 0.0 0.0 -0.012 -10.54 5e-05 128.238 -3.12 2.88
63000.0 5592.7 16.7839369466 0.0 0.0 -0.067 -42.92 0.00019 525.752 -17.2 20.12
63500.0 892.4 68.0 20.0 2.0 -0.227 -97.98 0.00045 1216.045 -58.07 89.55
64000.0 6358.0 16.7839369466 0.0 0.0 -0.498 -126.04 0.00059 1608.152 -127.43 269.69
64500.0 6755.65 16.7839369466 0.0 0.0 -0.767 -89.57 0.00045 1231.832 -197.18 590.82
65000.0 2400.0 16.7839369466 10.0 0.0 -0.928 -29.67 0.0002 553.481 -239.65 1020.93
65500.0 7576.25 16.7839369466 0.0 0.0 -0.986 5.54 5e-05 147.675 -256.2 1502.64
66000.0 3110.65 16.7839369466 10.0 0.0 -0.998 16.31 1e-05 23.678 -261.37 1999.43
66500.0 8426.8 16.7839369466 0.0 0.0 -1.0 18.27 0.0 2.308 -263.78 2498.95
67000.0 8861.95 16.7839369466 0.0 0.0 -1.0 18.59 0.0 0.138 -265.8 2998.79
67500.0 9303.0 16.7839369466 0.0 0.0 -1.0 18.74 0.0 0.005 -267.78 3498.65
68000.0 8810.25 16.7839369466 0.0 0.0 -1.0 18.88 0.0 0.0 -269.77 3998.51
68500.0 9254.15 16.7839369466 0.0 0.0 -1.0 19.02 0.0 0.0 -271.75 4498.37
69000.0 9564.55 16.7839369466 0.0 0.0 -1.0 19.16 0.0 0.0 -273.73 4998.24
69500.0 8824.1 16.7839369466 0.0 0.0 -1.0 19.3 0.0 0.0 -275.72 5498.1
70000.0 9273.9 68.0 0.0 0.0 -1.0 19.44 0.0 0.0 -277.7 5997.96
70500.0 9301.8 68.5 0.0 0.0 -1.0 19.58 0.0 0.0 -279.68 6497.82
71000.0 6457.0 16.7839369466 0.0 0.0 -1.0 19.72 0.0 0.0 -281.67 6997.68

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