RPOWER Options

Date: 28Feb2019 Expiry date: 28Feb2019

Underlying Price: 10.75 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
4.0 8.1 210.034806367 0.0 0.0 1.0 -0.0 0.0 0.0 0.02 6.75
5.0 12.25 210.034806367 0.0 0.0 1.0 -0.0 0.0 0.0 0.02 5.75
6.0 11.3 210.034806367 0.0 0.0 1.0 -0.0 1e-05 0.0 0.02 4.75
7.0 10.35 210.034806367 0.0 0.0 1.0 -0.0 0.00117 0.001 0.03 3.75
8.0 2.6 210.034806367 144000.0 2.0 0.989 -0.02 0.01986 0.019 0.03 2.76
9.0 1.65 210.034806367 96000.0 2.0 0.921 -0.11 0.10364 0.1 0.03 1.81
10.0 0.55 210.034806367 736000.0 98.0 0.731 -0.24 0.23221 0.224 0.03 1.0
11.0 0.05 210.034806367 1456000.0 55.0 0.458 -0.28 0.27897 0.269 0.02 0.46
12.0 0.05 210.034806367 1488000.0 66.0 0.223 -0.21 0.20966 0.202 0.01 0.17
13.0 0.05 210.034806367 1168000.0 28.0 0.086 -0.11 0.11004 0.106 0.0 0.05
14.0 0.05 210.034806367 1312000.0 4.0 0.027 -0.04 0.04371 0.042 0.0 0.01
15.0 0.05 210.034806367 3232000.0 9.0 0.007 -0.01 0.01396 0.013 0.0 0.0
16.0 0.05 210.034806367 1408000.0 0.0 0.002 -0.0 0.00375 0.004 0.0 0.0
17.0 0.05 210.034806367 1728000.0 4.0 0.0 -0.0 0.00088 0.001 0.0 0.0
18.0 0.05 210.034806367 720000.0 0.0 0.0 -0.0 0.00018 0.0 0.0 0.0
19.0 0.05 210.034806367 592000.0 0.0 0.0 -0.0 4e-05 0.0 0.0 0.0
20.0 0.05 210.034806367 2688000.0 3.0 0.0 -0.0 1e-05 0.0 0.0 0.0
21.0 0.05 210.034806367 736000.0 5.0 0.0 -0.0 0.0 0.0 0.0 0.0
22.0 0.05 210.034806367 768000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
23.0 0.05 210.034806367 416000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
24.0 0.05 210.034806367 672000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
25.0 0.05 210.034806367 1168000.0 8.0 0.0 -0.0 0.0 0.0 0.0 0.0
26.0 0.05 210.034806367 336000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
27.0 0.05 210.034806367 416000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
28.0 0.05 210.034806367 656000.0 13.0 0.0 -0.0 0.0 0.0 0.0 0.0
29.0 0.05 210.034806367 48000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
30.0 0.05 210.034806367 1456000.0 28.0 0.0 -0.0 0.0 0.0 0.0 0.0
31.0 0.05 210.034806367 144000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
32.0 0.05 210.034806367 128000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
33.0 0.05 210.034806367 96000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
34.0 0.05 210.034806367 80000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
35.0 0.05 210.034806367 176000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
36.0 1.05 210.034806367 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
37.0 0.85 210.034806367 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
38.0 1.0 210.034806367 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
39.0 0.6 210.034806367 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
40.0 0.05 210.034806367 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
4.0 0.1 210.034806367 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
5.0 0.05 210.034806367 1488000.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
6.0 0.05 210.034806367 640000.0 0.0 -0.0 -0.0 1e-05 0.0 -0.0 0.0
7.0 0.05 210.034806367 688000.0 0.0 -0.0 -0.0 0.00117 0.001 -0.0 0.0
8.0 0.05 210.034806367 736000.0 1.0 -0.011 -0.02 0.01986 0.019 -0.0 0.01
9.0 0.05 210.034806367 1152000.0 0.0 -0.079 -0.1 0.10364 0.1 -0.0 0.05
10.0 0.05 210.034806367 2960000.0 33.0 -0.269 -0.23 0.23221 0.224 -0.01 0.25
11.0 0.45 210.034806367 1888000.0 33.0 -0.542 -0.28 0.27897 0.269 -0.03 0.71
12.0 1.3 210.034806367 320000.0 19.0 -0.777 -0.21 0.20966 0.202 -0.04 1.42
13.0 2.35 210.034806367 336000.0 25.0 -0.914 -0.11 0.11004 0.106 -0.05 2.3
14.0 3.45 210.034806367 464000.0 7.0 -0.973 -0.04 0.04371 0.042 -0.05 3.26
15.0 4.3 210.034806367 1184000.0 31.0 -0.993 -0.01 0.01396 0.013 -0.06 4.25
16.0 5.3 210.034806367 880000.0 2.0 -0.998 0.0 0.00375 0.004 -0.06 5.25
17.0 6.35 210.034806367 416000.0 3.0 -1.0 0.0 0.00088 0.001 -0.07 6.25
18.0 7.25 210.034806367 624000.0 1.0 -1.0 0.0 0.00018 0.0 -0.07 7.25
19.0 8.2 210.034806367 224000.0 0.0 -1.0 0.01 4e-05 0.0 -0.08 8.24
20.0 9.2 210.034806367 208000.0 6.0 -1.0 0.01 1e-05 0.0 -0.08 9.24
21.0 10.3 210.034806367 192000.0 1.0 -1.0 0.01 0.0 0.0 -0.08 10.24
22.0 12.1 210.034806367 160000.0 0.0 -1.0 0.01 0.0 0.0 -0.09 11.24
23.0 13.0 210.034806367 128000.0 0.0 -1.0 0.01 0.0 0.0 -0.09 12.24
24.0 13.4 210.034806367 64000.0 1.0 -1.0 0.01 0.0 0.0 -0.1 13.24
25.0 14.15 210.034806367 224000.0 13.0 -1.0 0.01 0.0 0.0 -0.1 14.24
26.0 15.85 210.034806367 144000.0 0.0 -1.0 0.01 0.0 0.0 -0.1 15.24
27.0 16.5 210.034806367 128000.0 0.0 -1.0 0.01 0.0 0.0 -0.11 16.24
28.0 17.35 210.034806367 224000.0 21.0 -1.0 0.01 0.0 0.0 -0.11 17.24
29.0 1.95 210.034806367 32000.0 0.0 -1.0 0.01 0.0 0.0 -0.12 18.24
30.0 19.3 210.034806367 192000.0 41.0 -1.0 0.01 0.0 0.0 -0.12 19.24
31.0 20.1 210.034806367 16000.0 1.0 -1.0 0.01 0.0 0.0 -0.12 20.24
32.0 21.2 210.034806367 32000.0 5.0 -1.0 0.01 0.0 0.0 -0.13 21.24
33.0 4.85 210.034806367 0.0 0.0 -1.0 0.01 0.0 0.0 -0.13 22.24
34.0 23.4 210.034806367 16000.0 1.0 -1.0 0.01 0.0 0.0 -0.13 23.24
35.0 24.3 210.034806367 32000.0 3.0 -1.0 0.01 0.0 0.0 -0.14 24.24
36.0 7.05 210.034806367 0.0 0.0 -1.0 0.01 0.0 0.0 -0.14 25.24
37.0 26.5 210.034806367 0.0 1.0 -1.0 0.01 0.0 0.0 -0.15 26.24
38.0 8.7 210.034806367 0.0 0.0 -1.0 0.01 0.0 0.0 -0.15 27.24
39.0 9.55 210.034806367 0.0 0.0 -1.0 0.01 0.0 0.0 -0.15 28.24
40.0 29.3 210.034806367 208000.0 3.0 -1.0 0.01 0.0 0.0 -0.16 29.24

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