RPOWER Options

Date: 29Mar2012 Expiry date: 29Mar2012

Underlying Price: 115.25 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
105.0 9.0 53.563997717 20000.0 1.0 0.997 -0.05 0.00212 0.06 0.42 10.28
110.0 4.8 53.563997717 128000.0 27.0 0.92 -0.32 0.03814 1.077 0.4 5.42
115.0 0.25 53.563997717 316000.0 487.0 0.536 -0.79 0.10219 2.885 0.24 1.69
120.0 0.05 37.0 1016000.0 290.0 0.121 -0.39 0.05164 1.458 0.05 0.23
125.0 0.05 66.0 596000.0 17.0 0.009 -0.05 0.00602 0.17 0.0 0.01
130.0 0.05 92.0 1264000.0 13.0 0.0 -0.0 0.00019 0.005 0.0 0.0
140.0 0.05 53.563997717 1960000.0 10.0 0.0 -0.0 0.0 0.0 0.0 0.0
150.0 0.05 53.563997717 2108000.0 2.0 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
100.0 0.05 53.563997717 336000.0 8.0 -0.0 -0.0 1e-05 0.0 -0.0 0.0
105.0 0.05 76.0 232000.0 13.0 -0.003 -0.02 0.00212 0.06 -0.0 0.0
110.0 0.05 43.0 740000.0 267.0 -0.08 -0.29 0.03814 1.077 -0.04 0.14
115.0 0.15 9.0 748000.0 347.0 -0.464 -0.76 0.10219 2.885 -0.22 1.41
120.0 4.95 54.0 572000.0 132.0 -0.879 -0.36 0.05164 1.458 -0.42 4.94
125.0 9.8 54.0 344000.0 7.0 -0.991 -0.01 0.00602 0.17 -0.49 9.73
130.0 15.05 54.0 252000.0 9.0 -1.0 0.03 0.00019 0.005 -0.52 14.71
140.0 24.95 54.0 160000.0 4.0 -1.0 0.04 0.0 0.0 -0.56 24.71

Get Clearnifty's Android App.

Get clearnifty on Google Play
Get clearnifty on Google Play