MRF Options
Date: 29Nov2012 Expiry date: 29Nov2012
Underlying Price: 0 Trading Days to Expiry: 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 |
|---|
Put Options
| Strike Price | Option Price | Implied Volatility | Open Interest | Number of Contracts | Delta | Theta | Gamma | Vega | Rho | Black Scholes Price |
|---|---|---|---|---|---|---|---|---|---|---|
| 9950.0 | 80.0 | 20.0782767047 | 500.0 | 4.0 | -0.0 | -0.0 | 0.0 | 0.016 | -0.0 | 0.0 |
| 10200.0 | 85.0 | 78.0 | 125.0 | 1.0 | -0.007 | -1.3 | 0.00015 | 13.208 | -0.3 | 0.31 |
| 10300.0 | 75.0 | 61.0 | 500.0 | 4.0 | -0.047 | -6.37 | 0.00074 | 64.82 | -1.96 | 2.59 |
