MRF Options
Date: 30Nov2017 Expiry date: 30Nov2017
Underlying Price: 68583.5 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 67000.0 | 1800.0 | 35.0 | 15.0 | 1.0 | 0.96 | -57.49 | 9e-05 | 369.414 | 254.96 | 1616.99 |
Put Options
| Strike Price | Option Price | Implied Volatility | Open Interest | Number of Contracts | Delta | Theta | Gamma | Vega | Rho | Black Scholes Price |
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