RPOWER Options

Date: 28Mar2019 Expiry date: 28Mar2019

Underlying Price: 10.65 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
4.0 8.45 63.0376134066 0.0 0.0 1.0 -0.0 0.0 0.0 0.02 6.65
5.0 12.45 63.0376134066 0.0 0.0 1.0 -0.0 0.0 0.0 0.02 5.65
6.0 11.55 63.0376134066 0.0 0.0 1.0 -0.0 0.0 0.0 0.02 4.65
7.0 10.75 87.70703125 0.0 0.0 1.0 -0.0 0.0 0.0 0.03 3.65
8.0 10.0 63.0376134066 0.0 0.0 1.0 -0.0 0.0 0.0 0.03 2.65
9.0 2.0 63.0376134066 16000.0 0.0 1.0 -0.0 0.00011 0.0 0.04 1.65
10.0 0.6 63.0376134066 288000.0 26.0 0.947 -0.03 0.25701 0.073 0.04 0.66
11.0 0.1 84.0 1616000.0 89.0 0.216 -0.06 0.69196 0.196 0.01 0.05
12.0 0.05 63.0376134066 2432000.0 40.0 0.001 -0.0 0.01117 0.003 0.0 0.0
13.0 0.05 63.0376134066 2272000.0 15.0 0.0 -0.0 0.0 0.0 0.0 0.0
14.0 0.05 63.0376134066 1232000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
15.0 0.05 63.0376134066 3136000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
16.0 0.05 63.0376134066 1360000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
17.0 0.05 63.0376134066 368000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
18.0 0.05 63.0376134066 336000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
19.0 0.05 63.0376134066 144000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
20.0 0.05 63.0376134066 880000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
21.0 7.95 63.0376134066 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
22.0 0.05 63.0376134066 96000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
23.0 0.1 63.0376134066 128000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
24.0 0.05 63.0376134066 352000.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
25.0 0.05 63.0376134066 752000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
26.0 0.05 63.0376134066 32000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
27.0 3.3 63.0376134066 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
28.0 2.75 63.0376134066 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
29.0 0.05 63.0376134066 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
30.0 0.05 63.0376134066 32000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
31.0 1.5 63.0376134066 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
32.0 1.2 63.0376134066 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
33.0 0.95 63.0376134066 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
34.0 0.75 63.0376134066 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
35.0 0.6 63.0376134066 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
36.0 0.45 63.0376134066 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
37.0 0.35 63.0376134066 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
38.0 0.3 63.0376134066 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
39.0 0.2 63.0376134066 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
40.0 0.15 63.0376134066 0.0 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 0.4 63.0376134066 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
5.0 0.15 63.0376134066 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
6.0 0.3 63.0376134066 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
7.0 0.05 63.0376134066 32000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
8.0 0.05 63.0376134066 304000.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
9.0 0.05 63.0376134066 896000.0 0.0 -0.0 -0.0 0.00011 0.0 -0.0 0.0
10.0 0.05 96.0 3136000.0 15.0 -0.053 -0.02 0.25701 0.073 -0.0 0.01
11.0 0.45 78.0 1008000.0 73.0 -0.784 -0.06 0.69196 0.196 -0.03 0.4
12.0 1.4 64.0 144000.0 75.0 -0.999 0.0 0.01117 0.003 -0.05 1.35
13.0 2.4 64.0 848000.0 84.0 -1.0 0.0 0.0 0.0 -0.05 2.35
14.0 2.85 43.125 96000.0 0.0 -1.0 0.0 0.0 0.0 -0.06 3.35
15.0 4.45 64.0 16000.0 1.0 -1.0 0.0 0.0 0.0 -0.06 4.35
16.0 5.45 64.0 16000.0 2.0 -1.0 0.0 0.0 0.0 -0.06 5.35
17.0 6.45 64.0 16000.0 1.0 -1.0 0.0 0.0 0.0 -0.07 6.35
18.0 0.05 63.0376134066 0.0 0.0 -1.0 0.0 0.0 0.0 -0.07 7.35
19.0 0.05 63.0376134066 0.0 0.0 -1.0 0.01 0.0 0.0 -0.08 8.34
20.0 9.4 64.0 16000.0 2.0 -1.0 0.01 0.0 0.0 -0.08 9.34
21.0 0.15 63.0376134066 0.0 0.0 -1.0 0.01 0.0 0.0 -0.08 10.34
22.0 0.2 63.0376134066 0.0 0.0 -1.0 0.01 0.0 0.0 -0.09 11.34
23.0 0.35 63.0376134066 0.0 0.0 -1.0 0.01 0.0 0.0 -0.09 12.34
24.0 0.5 63.0376134066 0.0 0.0 -1.0 0.01 0.0 0.0 -0.1 13.34
25.0 14.45 64.0 16000.0 4.0 -1.0 0.01 0.0 0.0 -0.1 14.34
26.0 1.0 63.0376134066 0.0 0.0 -1.0 0.01 0.0 0.0 -0.1 15.34
27.0 1.4 63.0376134066 0.0 0.0 -1.0 0.01 0.0 0.0 -0.11 16.34
28.0 1.8 63.0376134066 0.0 0.0 -1.0 0.01 0.0 0.0 -0.11 17.34
29.0 2.3 63.0376134066 0.0 0.0 -1.0 0.01 0.0 0.0 -0.12 18.34
30.0 2.85 63.0376134066 0.0 0.0 -1.0 0.01 0.0 0.0 -0.12 19.34
31.0 3.5 63.0376134066 0.0 0.0 -1.0 0.01 0.0 0.0 -0.12 20.34
32.0 4.2 63.0376134066 0.0 0.0 -1.0 0.01 0.0 0.0 -0.13 21.34
33.0 4.9 63.0376134066 0.0 0.0 -1.0 0.01 0.0 0.0 -0.13 22.34
34.0 5.7 63.0376134066 0.0 0.0 -1.0 0.01 0.0 0.0 -0.13 23.34
35.0 6.5 63.0376134066 0.0 0.0 -1.0 0.01 0.0 0.0 -0.14 24.34
36.0 7.35 63.0376134066 0.0 0.0 -1.0 0.01 0.0 0.0 -0.14 25.34
37.0 8.25 63.0376134066 0.0 0.0 -1.0 0.01 0.0 0.0 -0.15 26.34
38.0 9.15 63.0376134066 0.0 0.0 -1.0 0.01 0.0 0.0 -0.15 27.34
39.0 10.05 63.0376134066 0.0 0.0 -1.0 0.01 0.0 0.0 -0.15 28.34
40.0 11.0 63.0376134066 0.0 0.0 -1.0 0.01 0.0 0.0 -0.16 29.34

Get Clearnifty's Android App.

Get clearnifty on Google Play
Get clearnifty on Google Play