RPOWER Options

Date: 29Nov2018 Expiry date: 29Nov2018

Underlying Price: 29.3 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
25.0 4.75 30.8587779408 78000.0 1.0 1.0 -0.01 0.0 0.0 0.1 4.31
27.5 2.15 30.8587779408 91000.0 15.0 0.999 -0.01 0.00317 0.003 0.11 1.81
28.0 0.65 30.8587779408 78000.0 30.0 0.991 -0.01 0.04339 0.046 0.11 1.31
29.0 0.15 30.8587779408 91000.0 5.0 0.71 -0.1 0.60106 0.632 0.08 0.41
30.0 0.1 45.0 234000.0 52.0 0.117 -0.06 0.34486 0.363 0.01 0.03
31.0 0.05 65.0 208000.0 14.0 0.002 -0.0 0.01116 0.012 0.0 0.0
32.0 0.05 91.0 364000.0 5.0 0.0 -0.0 3e-05 0.0 0.0 0.0
32.5 0.05 30.8587779408 715000.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
35.0 0.05 30.8587779408 1378000.0 9.0 0.0 -0.0 0.0 0.0 0.0 0.0
37.5 0.05 30.8587779408 195000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
40.0 0.05 30.8587779408 624000.0 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
25.0 0.05 30.8587779408 507000.0 1.0 -0.0 -0.0 0.0 0.0 -0.0 -0.0
27.5 0.05 73.0 312000.0 11.0 -0.001 -0.0 0.00317 0.003 -0.0 0.0
28.0 0.1 70.0 247000.0 20.0 -0.009 -0.01 0.04339 0.046 -0.0 0.0
29.0 0.05 22.0 104000.0 14.0 -0.29 -0.1 0.60106 0.632 -0.03 0.1
30.0 0.95 65.0 130000.0 30.0 -0.883 -0.05 0.34486 0.363 -0.11 0.72
31.0 1.55 30.8587779408 65000.0 12.0 -0.998 0.01 0.01116 0.012 -0.12 1.69
32.0 3.05 30.8587779408 234000.0 3.0 -1.0 0.01 3e-05 0.0 -0.13 2.69
32.5 3.0 30.8587779408 91000.0 3.0 -1.0 0.01 0.0 0.0 -0.13 3.19
34.0 4.7 31.0 0.0 2.0 -1.0 0.01 0.0 0.0 -0.13 4.69
35.0 5.6 31.0 13000.0 5.0 -1.0 0.01 0.0 0.0 -0.14 5.69
37.5 8.5 31.0 0.0 2.0 -1.0 0.01 0.0 0.0 -0.15 8.19
40.0 11.2 31.0 0.0 2.0 -1.0 0.01 0.0 0.0 -0.16 10.69
45.0 16.0 31.0 13000.0 1.0 -1.0 0.01 0.0 0.0 -0.18 15.69
55.0 25.6 31.0 52000.0 12.0 -1.0 0.02 0.0 0.0 -0.22 25.68

Get Clearnifty's Android App.

Get clearnifty on Google Play
Get clearnifty on Google Play