RPOWER Options

Date: 27Jun2019 Expiry date: 27Jun2019

Underlying Price: 4.35 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
1.0 9.7 134.290648027 0.0 0.0 1.0 -0.0 0.0 0.0 0.0 3.35
2.0 8.7 134.290648027 0.0 0.0 1.0 -0.0 0.0 0.0 0.01 2.35
3.0 1.35 134.290648027 352000.0 1.0 1.0 -0.0 6e-05 0.0 0.01 1.35
4.0 0.3 134.290648027 192000.0 23.0 0.85 -0.04 0.63323 0.064 0.01 0.38
5.0 0.05 134.290648027 2000000.0 74.0 0.055 -0.02 0.30116 0.03 0.0 0.01
6.0 0.05 134.290648027 3744000.0 14.0 0.0 -0.0 0.00094 0.0 0.0 0.0
7.0 0.05 134.290648027 4208000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
8.0 0.05 134.290648027 3984000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
9.0 0.05 134.290648027 3376000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
10.0 0.05 134.290648027 2048000.0 6.0 0.0 -0.0 0.0 0.0 0.0 0.0
11.0 0.05 134.290648027 272000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
12.0 0.05 134.290648027 576000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
13.0 0.05 134.290648027 48000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
14.0 0.05 134.290648027 48000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
15.0 0.05 134.290648027 656000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
16.0 1.15 134.290648027 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
17.0 1.0 134.290648027 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
18.0 0.9 134.290648027 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
19.0 0.75 134.290648027 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
20.0 0.65 134.290648027 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
21.0 0.6 134.290648027 16000.0 0.0 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
1.0 0.05 134.290648027 32000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
2.0 0.05 134.290648027 496000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
3.0 0.1 134.290648027 1008000.0 0.0 -0.0 -0.0 6e-05 0.0 -0.0 0.0
4.0 0.05 134.290648027 1584000.0 9.0 -0.15 -0.04 0.63323 0.064 -0.0 0.03
5.0 0.7 134.290648027 672000.0 42.0 -0.945 -0.02 0.30116 0.03 -0.02 0.66
6.0 1.75 134.290648027 464000.0 53.0 -1.0 0.0 0.00094 0.0 -0.02 1.65
7.0 2.7 134.290648027 1072000.0 97.0 -1.0 0.0 0.0 0.0 -0.03 2.65
8.0 3.7 134.290648027 560000.0 1.0 -1.0 0.0 0.0 0.0 -0.03 3.65
9.0 4.55 134.290648027 416000.0 0.0 -1.0 0.0 0.0 0.0 -0.04 4.65
10.0 4.4 134.290648027 32000.0 0.0 -1.0 0.0 0.0 0.0 -0.04 5.65
11.0 6.9 134.290648027 16000.0 0.0 -1.0 0.0 0.0 0.0 -0.04 6.65
12.0 4.3 134.290648027 512000.0 0.0 -1.0 0.0 0.0 0.0 -0.05 7.65
13.0 3.9 134.290648027 0.0 0.0 -1.0 0.0 0.0 0.0 -0.05 8.65
14.0 4.65 134.290648027 0.0 0.0 -1.0 0.0 0.0 0.0 -0.06 9.65
15.0 5.4 134.290648027 0.0 0.0 -1.0 0.0 0.0 0.0 -0.06 10.65
16.0 6.2 134.290648027 0.0 0.0 -1.0 0.0 0.0 0.0 -0.06 11.65
17.0 7.05 134.290648027 0.0 0.0 -1.0 0.0 0.0 0.0 -0.07 12.65
18.0 7.9 134.290648027 0.0 0.0 -1.0 0.0 0.0 0.0 -0.07 13.65
19.0 8.75 134.290648027 0.0 0.0 -1.0 0.01 0.0 0.0 -0.08 14.64
20.0 13.1 134.290648027 0.0 0.0 -1.0 0.01 0.0 0.0 -0.08 15.64
21.0 10.55 134.290648027 0.0 0.0 -1.0 0.01 0.0 0.0 -0.08 16.64

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