RPOWER Options

Date: 26Aug2010 Expiry date: 26Aug2010

Underlying Price: 151.4 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
150.0 1.55 17.0 414000.0 35.0 0.79 -0.29 0.15938 2.746 0.47 1.66
160.0 0.05 46.0 2090000.0 219.0 0.0 -0.0 1e-05 0.0 0.0 0.0
170.0 0.05 86.0 1638000.0 39.0 0.0 -0.0 0.0 0.0 0.0 0.0
220.0 1.0 18.9395165423 86000.0 10.0 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
120.0 0.05 18.9395165423 0.0 2.0 0.0 -0.0 0.0 0.0 -0.0 0.0
150.0 0.05 11.5 430000.0 73.0 -0.21 -0.25 0.15938 2.746 -0.13 0.22
160.0 9.0 19.0 296000.0 23.0 -1.0 0.04 1e-05 0.0 -0.63 8.56
170.0 18.85 19.0 82000.0 2.0 -1.0 0.05 0.0 0.0 -0.67 18.55
180.0 26.0 18.9395165423 2000.0 1.0 -1.0 0.05 0.0 0.0 -0.71 28.55

Get Clearnifty's Android App.

Get clearnifty on Google Play
Get clearnifty on Google Play