RPOWER Options

Date: 29Dec2011 Expiry date: 29Dec2011

Underlying Price: 72.2 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
70.0 2.05 35.1357412819 80000.0 37.0 0.922 -0.13 0.09088 0.661 0.26 2.28
75.0 0.05 39.0 322000.0 53.0 0.045 -0.08 0.05932 0.431 0.01 0.03
80.0 0.05 87.0 392000.0 52.0 0.0 -0.0 1e-05 0.0 0.0 0.0
85.0 0.05 35.1357412819 280000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
90.0 0.05 35.1357412819 478000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
95.0 0.05 35.1357412819 274000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
100.0 0.05 35.1357412819 444000.0 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
70.0 0.05 34.0 218000.0 40.0 -0.078 -0.11 0.09088 0.661 -0.02 0.06
75.0 2.9 36.0 136000.0 17.0 -0.955 -0.06 0.05932 0.431 -0.28 2.81
80.0 8.5 35.1357412819 122000.0 52.0 -1.0 0.02 1e-05 0.0 -0.32 7.78
85.0 13.4 36.0 62000.0 8.0 -1.0 0.02 0.0 0.0 -0.34 12.78
90.0 18.0 36.0 78000.0 1.0 -1.0 0.02 0.0 0.0 -0.36 17.78
95.0 23.5 36.0 12000.0 1.0 -1.0 0.03 0.0 0.0 -0.38 22.77

Get Clearnifty's Android App.

Get clearnifty on Google Play
Get clearnifty on Google Play