RPOWER Options

Date: 28Jun2018 Expiry date: 28Jun2018

Underlying Price: 31.75 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
30.0 2.25 36.2478165805 273000.0 1.0 0.994 -0.01 0.02379 0.034 0.12 1.76
32.5 0.05 34.0 1612000.0 345.0 0.159 -0.09 0.33418 0.485 0.02 0.06
35.0 0.05 97.0 5252000.0 4.0 0.0 -0.0 7e-05 0.0 0.0 0.0
37.5 0.05 36.2478165805 3120000.0 4.0 0.0 -0.0 0.0 0.0 0.0 0.0
40.0 0.05 36.2478165805 5889000.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
42.5 0.05 36.2478165805 767000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
45.0 0.05 36.2478165805 1014000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
47.5 0.05 36.2478165805 117000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
55.0 0.05 36.2478165805 13000.0 1.0 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
27.5 0.05 36.2478165805 169000.0 4.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
30.0 0.05 66.0 1768000.0 118.0 -0.006 -0.01 0.02379 0.034 -0.0 0.0
32.5 0.7 36.2478165805 702000.0 189.0 -0.841 -0.08 0.33418 0.485 -0.11 0.8
35.0 3.2 37.0 1989000.0 14.0 -1.0 0.01 7e-05 0.0 -0.14 3.24
37.5 5.95 37.0 104000.0 1.0 -1.0 0.01 0.0 0.0 -0.15 5.74
40.0 8.25 37.0 65000.0 5.0 -1.0 0.01 0.0 0.0 -0.16 8.24
45.0 13.3 37.0 78000.0 9.0 -1.0 0.01 0.0 0.0 -0.18 13.24
47.5 15.75 37.0 13000.0 5.0 -1.0 0.01 0.0 0.0 -0.19 15.74
55.0 23.05 37.0 91000.0 2.0 -1.0 0.02 0.0 0.0 -0.22 23.23

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