RPOWER Options

Date: 26Apr2018 Expiry date: 26Apr2018

Underlying Price: 35.95 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
35.0 0.95 34.0 871000.0 8.0 0.801 -0.17 0.23782 0.632 0.11 1.09
37.5 0.15 70.0 1885000.0 141.0 0.103 -0.11 0.15219 0.405 0.01 0.06
40.0 0.05 51.8572053128 5811000.0 4.0 0.001 -0.0 0.00177 0.005 0.0 0.0
42.5 0.05 51.8572053128 3731000.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
45.0 0.05 51.8572053128 6474000.0 7.0 0.0 -0.0 0.0 0.0 0.0 0.0
47.5 0.05 51.8572053128 1872000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
55.0 0.05 51.8572053128 897000.0 1.0 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
30.0 0.05 51.8572053128 390000.0 2.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
32.5 0.05 51.8572053128 1014000.0 31.0 -0.001 -0.0 0.00267 0.007 -0.0 0.0
35.0 0.05 37.0 2678000.0 207.0 -0.199 -0.16 0.23782 0.632 -0.03 0.13
37.5 1.85 82.0 1456000.0 97.0 -0.897 -0.1 0.15219 0.405 -0.13 1.6
40.0 4.05 52.0 1586000.0 16.0 -0.999 0.01 0.00177 0.005 -0.16 4.04
42.5 6.5 52.0 1378000.0 3.0 -1.0 0.01 0.0 0.0 -0.17 6.54
45.0 9.25 52.0 650000.0 5.0 -1.0 0.01 0.0 0.0 -0.18 9.04
47.5 11.6 52.0 52000.0 4.0 -1.0 0.01 0.0 0.0 -0.19 11.54
50.0 13.8 52.0 91000.0 1.0 -1.0 0.01 0.0 0.0 -0.2 14.04

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