RPOWER Options

Date: 26Jun2014 Expiry date: 26Jun2014

Underlying Price: 104.0 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
70.0 35.3 40.0 8000.0 3.0 1.0 -0.02 0.0 0.0 0.28 34.02
80.0 24.5 40.0 32000.0 1.0 1.0 -0.02 0.0 0.0 0.32 24.02
90.0 14.0 40.0 208000.0 22.0 1.0 -0.02 0.0 0.0 0.36 14.02
95.0 8.85 40.0 148000.0 9.0 1.0 -0.03 0.00018 0.003 0.38 9.03
97.5 6.75 40.0 52000.0 2.0 0.996 -0.04 0.0049 0.083 0.39 6.53
100.0 4.0 40.0 992000.0 42.0 0.946 -0.17 0.0426 0.719 0.37 4.09
102.5 1.65 27.0 88000.0 27.0 0.729 -0.45 0.12856 2.17 0.29 1.96
105.0 0.05 12.5 1968000.0 696.0 0.358 -0.49 0.14499 2.448 0.15 0.62
107.5 0.05 32.5 844000.0 341.0 0.095 -0.22 0.06545 1.105 0.04 0.11
110.0 0.05 50.0 3136000.0 237.0 0.013 -0.04 0.0126 0.213 0.01 0.01
112.5 0.05 66.0 352000.0 13.0 0.001 -0.0 0.00109 0.018 0.0 0.0
115.0 0.05 80.0 2132000.0 18.0 0.0 -0.0 5e-05 0.001 0.0 0.0
120.0 0.05 39.3329956144 1264000.0 2.0 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
70.0 0.05 39.3329956144 184000.0 2.0 0.0 -0.0 0.0 0.0 -0.0 0.0
90.0 0.05 39.3329956144 792000.0 20.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
95.0 0.05 75.0 764000.0 2.0 -0.0 -0.0 0.00018 0.003 -0.0 0.0
97.5 0.05 57.0 112000.0 4.0 -0.004 -0.02 0.0049 0.083 -0.0 0.0
100.0 0.05 38.0 1528000.0 120.0 -0.054 -0.14 0.0426 0.719 -0.02 0.06
102.5 0.1 22.0 436000.0 68.0 -0.271 -0.42 0.12856 2.17 -0.11 0.43
105.0 0.9 39.3329956144 508000.0 679.0 -0.642 -0.46 0.14499 2.448 -0.27 1.59
107.5 3.6 40.0 84000.0 5.0 -0.905 -0.19 0.06545 1.105 -0.39 3.58
110.0 6.1 40.0 248000.0 55.0 -0.987 -0.01 0.0126 0.213 -0.43 5.98
115.0 10.0 39.3329956144 40000.0 3.0 -1.0 0.03 5e-05 0.001 -0.46 10.97
120.0 15.1 39.3329956144 28000.0 6.0 -1.0 0.03 0.0 0.0 -0.48 15.97

Get Clearnifty's Android App.

Get clearnifty on Google Play
Get clearnifty on Google Play