RPOWER Options

Date: 25Oct2018 Expiry date: 25Oct2018

Underlying Price: 27.7 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
25.0 0.05 3.5 286000.0 38.0 0.999 -0.01 0.00417 0.007 0.1 2.71
27.0 0.6 54.0085755201 221000.0 7.0 0.782 -0.14 0.31294 0.515 0.08 0.83
27.5 0.25 19.0 377000.0 107.0 0.594 -0.19 0.41154 0.677 0.06 0.49
28.0 0.25 55.0 156000.0 11.0 0.385 -0.18 0.40578 0.667 0.04 0.25
29.0 0.05 57.0 91000.0 1.0 0.093 -0.08 0.17649 0.29 0.01 0.04
30.0 0.05 86.0 1378000.0 68.0 0.01 -0.01 0.02875 0.047 0.0 0.0
31.0 0.05 54.0085755201 221000.0 3.0 0.001 -0.0 0.00193 0.003 0.0 0.0
32.5 0.05 54.0085755201 572000.0 10.0 0.0 -0.0 1e-05 0.0 0.0 0.0
35.0 0.05 54.0085755201 1378000.0 27.0 0.0 -0.0 0.0 0.0 0.0 0.0
55.0 0.05 54.0085755201 78000.0 4.0 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
22.5 0.05 54.0085755201 845000.0 5.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
24.0 0.05 54.0085755201 117000.0 1.0 -0.0 -0.0 5e-05 0.0 -0.0 0.0
25.0 0.1 54.0085755201 546000.0 26.0 -0.001 -0.0 0.00417 0.007 -0.0 0.0
26.0 0.1 89.0 221000.0 1.0 -0.03 -0.03 0.0714 0.117 -0.0 0.01
27.0 0.05 39.0 169000.0 10.0 -0.218 -0.14 0.31294 0.515 -0.02 0.12
27.5 0.2 43.0 754000.0 84.0 -0.406 -0.18 0.41154 0.677 -0.05 0.28
28.0 0.25 54.0085755201 39000.0 3.0 -0.615 -0.18 0.40578 0.667 -0.07 0.54
30.0 2.3 55.0 234000.0 5.0 -0.99 -0.0 0.02875 0.047 -0.12 2.29
32.5 5.2 54.0085755201 195000.0 22.0 -1.0 0.01 1e-05 0.0 -0.13 4.79
35.0 6.8 54.0085755201 182000.0 57.0 -1.0 0.01 0.0 0.0 -0.14 7.29
45.0 17.7 55.0 13000.0 1.0 -1.0 0.01 0.0 0.0 -0.18 17.29
55.0 27.7 55.0 39000.0 8.0 -1.0 0.02 0.0 0.0 -0.22 27.28

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