RPOWER Options

Date: 27Dec2018 Expiry date: 27Dec2018

Underlying Price: 28.45 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
15.0 11.5 31.2082810073 0.0 0.0 1.0 -0.0 0.0 0.0 0.06 13.45
16.0 10.6 31.2082810073 0.0 0.0 1.0 -0.0 0.0 0.0 0.06 12.45
17.0 9.75 31.2082810073 0.0 0.0 1.0 -0.0 0.0 0.0 0.07 11.45
18.0 8.9 31.2082810073 0.0 0.0 1.0 -0.0 0.0 0.0 0.07 10.45
19.0 8.1 31.2082810073 0.0 0.0 1.0 -0.01 0.0 0.0 0.08 9.46
20.0 7.35 31.2082810073 0.0 0.0 1.0 -0.01 0.0 0.0 0.08 8.46
21.0 6.65 31.2082810073 0.0 0.0 1.0 -0.01 0.0 0.0 0.08 7.46
22.0 5.95 31.2082810073 0.0 0.0 1.0 -0.01 0.0 0.0 0.09 6.46
23.0 5.35 32.0 0.0 0.0 1.0 -0.01 0.0 0.0 0.09 5.46
24.0 4.8 84.0 0.0 0.0 1.0 -0.01 0.0 0.0 0.1 4.46
25.0 3.2 31.2082810073 26000.0 0.0 1.0 -0.01 0.0 0.0 0.1 3.46
26.0 2.0 31.2082810073 13000.0 0.0 1.0 -0.01 2e-05 0.0 0.1 2.46
27.0 1.3 31.2082810073 39000.0 5.0 0.996 -0.01 0.01941 0.019 0.11 1.46
28.0 0.35 31.2082810073 78000.0 43.0 0.798 -0.08 0.50343 0.505 0.09 0.52
29.0 0.05 31.0 169000.0 38.0 0.171 -0.07 0.4543 0.455 0.02 0.05
30.0 0.05 63.0 806000.0 39.0 0.004 -0.0 0.01996 0.02 0.0 0.0
31.0 0.05 90.0 351000.0 0.0 0.0 -0.0 6e-05 0.0 0.0 0.0
32.0 0.05 31.2082810073 507000.0 4.0 0.0 -0.0 0.0 0.0 0.0 0.0
33.0 0.05 31.2082810073 429000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
34.0 0.05 31.2082810073 221000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
35.0 0.05 31.2082810073 1079000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
36.0 0.05 31.2082810073 143000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
37.0 0.05 31.2082810073 117000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
38.0 0.1 31.2082810073 39000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
39.0 0.7 31.2082810073 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
40.0 0.05 31.2082810073 728000.0 9.0 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
15.0 0.15 31.2082810073 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
16.0 0.05 31.2082810073 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
17.0 0.05 31.2082810073 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
18.0 0.05 31.2082810073 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
19.0 0.05 31.2082810073 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
20.0 0.05 31.2082810073 65000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
21.0 0.05 31.2082810073 13000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
22.0 0.1 31.2082810073 13000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
23.0 0.1 31.2082810073 39000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
24.0 0.05 31.2082810073 117000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
25.0 0.05 31.2082810073 143000.0 5.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
26.0 0.05 96.0 91000.0 3.0 -0.0 -0.0 2e-05 0.0 -0.0 0.0
27.0 0.05 64.0 221000.0 14.0 -0.004 -0.0 0.01941 0.019 -0.0 0.0
28.0 0.05 28.0 169000.0 9.0 -0.202 -0.08 0.50343 0.505 -0.02 0.06
29.0 0.55 27.0 39000.0 11.0 -0.829 -0.06 0.4543 0.455 -0.1 0.59
30.0 1.0 31.2082810073 78000.0 7.0 -0.996 0.01 0.01996 0.02 -0.12 1.54
31.0 3.0 31.2082810073 117000.0 0.0 -1.0 0.01 6e-05 0.0 -0.12 2.54
32.0 3.6 32.0 143000.0 2.0 -1.0 0.01 0.0 0.0 -0.13 3.54
33.0 5.0 31.2082810073 0.0 1.0 -1.0 0.01 0.0 0.0 -0.13 4.54
34.0 6.6 31.2082810073 13000.0 0.0 -1.0 0.01 0.0 0.0 -0.13 5.54
35.0 6.65 32.0 26000.0 3.0 -1.0 0.01 0.0 0.0 -0.14 6.54
36.0 8.0 31.2082810073 13000.0 0.0 -1.0 0.01 0.0 0.0 -0.14 7.54
37.0 8.8 32.0 13000.0 1.0 -1.0 0.01 0.0 0.0 -0.15 8.54
38.0 10.0 32.0 0.0 0.0 -1.0 0.01 0.0 0.0 -0.15 9.54
39.0 12.9 65.12890625 0.0 0.0 -1.0 0.01 0.0 0.0 -0.15 10.54
40.0 11.4 32.0 52000.0 15.0 -1.0 0.01 0.0 0.0 -0.16 11.54

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