RPOWER Options

Date: 29Aug2013 Expiry date: 29Aug2013

Underlying Price: 66.95 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
60.0 7.05 58.0 20000.0 11.0 0.999 -0.02 0.00163 0.017 0.24 6.97
65.0 1.8 57.7835452505 396000.0 56.0 0.799 -0.36 0.11526 1.185 0.2 2.25
67.5 0.1 17.0 704000.0 356.0 0.421 -0.48 0.16052 1.65 0.11 0.73
70.0 0.05 45.0 1784000.0 378.0 0.115 -0.24 0.07988 0.821 0.03 0.14
72.5 0.05 72.0 520000.0 73.0 0.015 -0.05 0.01581 0.163 0.0 0.01
75.0 0.05 95.0 1728000.0 176.0 0.001 -0.0 0.00137 0.014 0.0 0.0
77.5 0.05 57.7835452505 436000.0 4.0 0.0 -0.0 6e-05 0.001 0.0 0.0
80.0 0.05 57.7835452505 2128000.0 27.0 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
55.0 0.05 57.7835452505 144000.0 1.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
60.0 0.05 95.0 676000.0 24.0 -0.001 -0.0 0.00163 0.017 -0.0 0.0
62.5 0.05 65.0 176000.0 16.0 -0.028 -0.08 0.02615 0.269 -0.01 0.03
65.0 0.05 33.5 1064000.0 187.0 -0.201 -0.34 0.11526 1.185 -0.05 0.28
67.5 0.55 12.0 116000.0 44.0 -0.579 -0.47 0.16052 1.65 -0.16 1.26
70.0 3.1 58.0 568000.0 41.0 -0.885 -0.22 0.07988 0.821 -0.25 3.17
72.5 5.75 58.0 108000.0 13.0 -0.985 -0.03 0.01581 0.163 -0.28 5.54
75.0 8.15 58.0 364000.0 38.0 -0.999 0.02 0.00137 0.014 -0.3 8.03
77.5 10.15 58.0 120000.0 3.0 -1.0 0.02 6e-05 0.001 -0.31 10.53
80.0 12.8 58.0 724000.0 24.0 -1.0 0.02 0.0 0.0 -0.32 13.03

Get Clearnifty's Android App.

Get clearnifty on Google Play
Get clearnifty on Google Play