MRF Options

Date: 30Apr2020 Expiry date: 30Apr2020

Underlying Price: 60510.65 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
47000.0 7047.4 50.0249355397 0.0 0.0 1.0 -13.05 0.0 0.0 186.46 13523.7
47500.0 6718.25 50.0249355397 0.0 0.0 1.0 -13.19 0.0 0.0 188.44 13023.84
48000.0 11176.9 39.375 0.0 0.0 1.0 -13.33 0.0 0.0 190.42 12523.98
48500.0 10786.35 21.25 0.0 0.0 1.0 -13.47 0.0 0.0 192.41 12024.12
49000.0 10403.1 18.0 0.0 0.0 1.0 -13.61 0.0 0.0 194.39 11524.26
49500.0 10027.25 16.5 0.0 0.0 1.0 -13.75 0.0 0.0 196.37 11024.4
50000.0 11409.9 50.0249355397 0.0 0.0 1.0 -13.89 0.0 0.0 198.36 10524.54
50500.0 10565.05 50.0249355397 0.0 0.0 1.0 -14.02 0.0 0.0 200.34 10024.68
51000.0 10097.85 50.0249355397 0.0 0.0 1.0 -14.16 0.0 0.001 202.32 9524.81
51500.0 9635.95 50.0249355397 0.0 0.0 1.0 -14.3 0.0 0.003 204.31 9024.95
52000.0 9180.1 50.0249355397 0.0 0.0 1.0 -14.44 0.0 0.013 206.29 8525.09
52500.0 8730.95 50.0249355397 0.0 0.0 1.0 -14.59 0.0 0.053 208.27 8025.23
53000.0 8289.25 50.0249355397 0.0 0.0 1.0 -14.77 0.0 0.198 210.26 7525.37
53500.0 10685.25 50.0249355397 0.0 0.0 1.0 -15.02 0.0 0.668 212.23 7025.53
54000.0 10225.6 50.0249355397 0.0 0.0 1.0 -15.5 0.0 2.041 214.19 6525.71
54500.0 10337.45 50.0249355397 0.0 0.0 1.0 -16.54 0.0 5.665 216.11 6025.99
55000.0 9873.3 50.0249355397 0.0 0.0 0.999 -18.84 0.0 14.319 217.92 5526.53
55500.0 9414.8 50.0249355397 0.0 0.0 0.997 -23.63 0.0 33.037 219.49 5027.7
56000.0 10708.85 50.0249355397 0.0 0.0 0.993 -32.88 1e-05 69.738 220.58 4530.27
56500.0 10648.35 50.0249355397 0.0 0.0 0.986 -49.22 2e-05 135.006 220.78 4035.74
57000.0 10195.05 50.0249355397 0.0 0.0 0.973 -75.45 3e-05 240.22 219.48 3546.65
57500.0 10899.85 50.0249355397 0.0 0.0 0.95 -113.59 5e-05 393.706 215.93 3067.01
58000.0 1992.9 50.0249355397 10.0 0.0 0.915 -163.62 8e-05 595.596 209.28 2602.51
58500.0 11264.0 50.0249355397 0.0 0.0 0.864 -222.36 0.00011 833.347 198.81 2160.39
59000.0 2000.0 64.0 30.0 1.0 0.796 -283.16 0.00015 1080.552 184.16 1748.94
59500.0 1700.0 68.0 0.0 1.0 0.712 -336.97 0.00018 1300.878 165.49 1376.47
60000.0 586.45 18.0 10.0 0.0 0.615 -374.43 0.0002 1456.795 143.61 1050.06
60500.0 10659.2 50.0249355397 0.0 0.0 0.512 -388.64 0.00021 1520.222 119.88 774.33
61000.0 2100.0 50.0249355397 10.0 0.0 0.409 -377.12 0.0002 1480.863 95.94 550.59
61500.0 9813.7 50.0249355397 0.0 0.0 0.312 -342.51 0.00019 1348.815 73.43 376.72
62000.0 146.75 41.0 20.0 1.0 0.228 -291.55 0.00016 1150.608 53.65 247.58
62500.0 8997.35 50.0249355397 0.0 0.0 0.158 -232.91 0.00013 920.721 37.37 156.07
63000.0 112.95 52.0 20.0 1.0 0.105 -174.87 0.0001 692.183 24.79 94.26
63500.0 8213.15 50.0249355397 0.0 0.0 0.066 -123.56 7e-05 489.616 15.65 54.5
64000.0 7834.05 50.0249355397 0.0 0.0 0.04 -82.28 4e-05 326.332 9.41 30.15
64500.0 7466.45 50.0249355397 0.0 0.0 0.023 -51.71 3e-05 205.232 5.38 15.96
65000.0 20.0 57.0 50.0 5.0 0.012 -30.71 2e-05 121.957 2.93 8.08
65500.0 6750.95 50.0249355397 0.0 0.0 0.006 -17.26 1e-05 68.568 1.52 3.91
66000.0 25.0 69.0 20.0 0.0 0.003 -9.19 1e-05 36.522 0.75 1.81
66500.0 6079.2 50.0249355397 0.0 0.0 0.001 -4.64 0.0 18.452 0.35 0.8
67000.0 5758.75 50.0249355397 0.0 0.0 0.001 -2.23 0.0 8.854 0.16 0.34
67500.0 5448.75 50.0249355397 0.0 0.0 0.0 -1.02 0.0 4.039 0.07 0.14
68000.0 5149.35 50.0249355397 0.0 0.0 0.0 -0.44 0.0 1.754 0.03 0.05
68500.0 4860.65 50.0249355397 0.0 0.0 0.0 -0.18 0.0 0.726 0.01 0.02
69000.0 4582.65 50.0249355397 0.0 0.0 0.0 -0.07 0.0 0.287 0.0 0.01
69500.0 4315.4 50.0249355397 0.0 0.0 0.0 -0.03 0.0 0.108 0.0 0.0
70000.0 4058.9 50.0249355397 0.0 0.0 0.0 -0.01 0.0 0.039 0.0 0.0
70500.0 3812.8 50.0249355397 0.0 0.0 0.0 -0.0 0.0 0.013 0.0 0.0
71000.0 3577.55 50.0249355397 0.0 0.0 0.0 -0.0 0.0 0.004 0.0 0.0
71500.0 3352.85 50.0249355397 0.0 0.0 0.0 -0.0 0.0 0.001 0.0 0.0
72000.0 3138.5 50.0249355397 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
72500.0 2934.35 50.0249355397 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
73000.0 2740.2 50.0249355397 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
73500.0 2555.9 50.0249355397 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
74000.0 2381.15 50.0249355397 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
74500.0 2215.75 50.0249355397 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
75000.0 2059.45 50.0249355397 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
75500.0 1911.95 50.0249355397 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
76000.0 1772.95 50.0249355397 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
76500.0 1642.15 50.0249355397 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
77000.0 1522.85 50.0249355397 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
77500.0 1408.15 50.0249355397 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 -0.0
78000.0 1297.85 50.0249355397 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
47000.0 1779.15 50.0249355397 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 -0.0
47500.0 1946.85 50.0249355397 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 -0.0
48000.0 1053.3 50.0249355397 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
48500.0 1159.45 50.0249355397 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
49000.0 1272.85 50.0249355397 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
49500.0 1393.65 50.0249355397 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
50000.0 741.4 50.0249355397 20.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
50500.0 74.45 50.0249355397 20.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
51000.0 1476.75 50.0249355397 30.0 0.0 -0.0 -0.0 0.0 0.001 -0.0 0.0
51500.0 186.1 50.0249355397 0.0 0.0 -0.0 -0.0 0.0 0.003 -0.0 0.0
52000.0 226.4 50.0249355397 0.0 0.0 -0.0 -0.0 0.0 0.013 -0.0 0.0
52500.0 273.4 50.0249355397 0.0 0.0 -0.0 -0.01 0.0 0.053 -0.0 0.0
53000.0 327.85 50.0249355397 0.0 0.0 -0.0 -0.05 0.0 0.198 -0.0 0.0
53500.0 177.1 50.0249355397 0.0 0.0 -0.0 -0.17 0.0 0.668 -0.01 0.02
54000.0 213.55 50.0249355397 0.0 0.0 -0.0 -0.51 0.0 2.041 -0.03 0.06
54500.0 140.25 50.0249355397 0.0 0.0 -0.0 -1.41 0.0 5.665 -0.1 0.21
55000.0 30.0 79.0 10.0 0.0 -0.001 -3.56 0.0 14.319 -0.27 0.6
55500.0 209.6 50.0249355397 0.0 0.0 -0.003 -8.22 0.0 33.037 -0.68 1.63
56000.0 360.0 50.0249355397 20.0 0.0 -0.007 -17.33 1e-05 69.738 -1.58 4.07
56500.0 221.8 95.0 0.0 0.0 -0.014 -33.53 2e-05 135.006 -3.37 9.39
57000.0 263.75 91.0 0.0 0.0 -0.027 -59.62 3e-05 240.22 -6.65 20.17
57500.0 271.6 83.0 0.0 0.0 -0.05 -97.62 5e-05 393.706 -12.19 40.39
58000.0 286.65 75.0 0.0 0.0 -0.085 -147.52 8e-05 595.596 -20.82 75.75
58500.0 272.0 64.0 0.0 0.0 -0.136 -206.11 0.00011 833.347 -33.27 133.49
59000.0 545.8 75.0 10.0 0.0 -0.204 -266.78 0.00015 1080.552 -49.9 221.9
59500.0 339.55 50.0 0.0 0.0 -0.288 -320.44 0.00018 1300.878 -70.56 349.3
60000.0 416.35 44.0 0.0 0.0 -0.385 -357.77 0.0002 1456.795 -94.42 522.75
60500.0 476.5 33.0 0.0 0.0 -0.488 -371.84 0.00021 1520.222 -120.14 746.88
61000.0 543.15 17.0 0.0 0.0 -0.591 -360.18 0.0002 1480.863 -146.06 1023.0
61500.0 616.7 50.0249355397 0.0 0.0 -0.688 -325.43 0.00019 1348.815 -170.55 1348.99
62000.0 697.55 50.0249355397 0.0 0.0 -0.772 -274.33 0.00016 1150.608 -192.31 1719.71
62500.0 786.05 50.0249355397 0.0 0.0 -0.842 -215.55 0.00013 920.721 -210.58 2128.06
63000.0 882.65 50.0249355397 0.0 0.0 -0.895 -157.37 0.0001 692.183 -225.14 2566.11
63500.0 987.6 50.0249355397 0.0 0.0 -0.934 -105.93 7e-05 489.616 -236.26 3026.22
64000.0 1101.35 50.0249355397 0.0 0.0 -0.96 -64.51 4e-05 326.332 -244.49 3501.73
64500.0 1226.6 50.0249355397 0.0 0.0 -0.977 -33.8 3e-05 205.232 -250.5 3987.39
65000.0 1358.3 50.0249355397 0.0 0.0 -0.988 -12.66 2e-05 121.957 -254.93 4479.37
65500.0 1496.85 50.0249355397 0.0 0.0 -0.994 0.93 1e-05 68.568 -258.33 4975.07
66000.0 1648.75 50.0249355397 0.0 0.0 -0.997 9.14 1e-05 36.522 -261.08 5472.83
66500.0 1810.85 50.0249355397 0.0 0.0 -0.999 13.83 0.0 18.452 -263.46 5971.68
67000.0 1983.2 50.0249355397 0.0 0.0 -0.999 16.38 0.0 8.854 -265.64 6471.08
67500.0 2166.1 50.0249355397 0.0 0.0 -1.0 17.73 0.0 4.039 -267.71 6970.74
68000.0 2359.55 50.0249355397 0.0 0.0 -1.0 18.44 0.0 1.754 -269.74 7470.52
68500.0 2563.7 5.5 0.0 0.0 -1.0 18.84 0.0 0.726 -271.74 7970.34
69000.0 2778.55 50.0249355397 0.0 0.0 -1.0 19.09 0.0 0.287 -273.73 8470.19
69500.0 3004.15 50.0249355397 0.0 0.0 -1.0 19.27 0.0 0.108 -275.72 8970.05
70000.0 3240.5 50.0249355397 0.0 0.0 -1.0 19.43 0.0 0.039 -277.7 9469.91
70500.0 3487.25 50.0249355397 0.0 0.0 -1.0 19.57 0.0 0.013 -279.68 9969.77
71000.0 3744.9 50.0249355397 0.0 0.0 -1.0 19.72 0.0 0.004 -281.67 10469.63
71500.0 4013.05 50.0249355397 0.0 0.0 -1.0 19.86 0.0 0.001 -283.65 10969.49
72000.0 4291.55 50.0249355397 0.0 0.0 -1.0 19.99 0.0 0.0 -285.63 11469.35
72500.0 4580.25 50.0249355397 0.0 0.0 -1.0 20.13 0.0 0.0 -287.62 11969.21
73000.0 4879.0 50.0249355397 0.0 0.0 -1.0 20.27 0.0 0.0 -289.6 12469.08
73500.0 5187.55 15.75 0.0 0.0 -1.0 20.41 0.0 0.0 -291.59 12968.94
74000.0 5505.65 16.75 0.0 0.0 -1.0 20.55 0.0 0.0 -293.57 13468.8
74500.0 5833.15 17.5 0.0 0.0 -1.0 20.69 0.0 0.0 -295.55 13968.66
75000.0 6169.65 50.0249355397 0.0 0.0 -1.0 20.83 0.0 0.0 -297.54 14468.52
75500.0 6515.0 19.5 0.0 0.0 -1.0 20.97 0.0 0.0 -299.52 14968.38
76000.0 6868.9 50.0249355397 0.0 0.0 -1.0 21.11 0.0 0.0 -301.5 15468.24
76500.0 7230.95 33.75 0.0 0.0 -1.0 21.24 0.0 0.0 -303.49 15968.1
77000.0 7604.5 50.0249355397 0.0 0.0 -1.0 21.38 0.0 0.0 -305.47 16467.96
77500.0 7982.65 50.0249355397 0.0 0.0 -1.0 21.52 0.0 0.0 -307.45 16967.83
78000.0 8365.2 50.0249355397 0.0 0.0 -1.0 21.66 0.0 0.0 -309.44 17467.69

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