RPOWER Options

Date: 30May2019 Expiry date: 30May2019

Underlying Price: 7.4 Trading Days to Expiry: 1.0 Risk Free Interest Rate: 7%

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Call Options
Strike Price Option Price Implied Volatility Open Interest Number of Contracts Delta Theta Gamma Vega Rho Black Scholes Price
1.0 9.8 119.924032811 0.0 0.0 1.0 -0.0 0.0 0.0 0.0 6.4
2.0 8.85 119.924032811 0.0 0.0 1.0 -0.0 0.0 0.0 0.01 5.4
3.0 8.0 119.924032811 0.0 0.0 1.0 -0.0 0.0 0.0 0.01 4.4
4.0 3.65 119.924032811 32000.0 0.0 1.0 -0.0 0.0 0.0 0.02 3.4
5.0 2.3 119.924032811 1088000.0 14.0 1.0 -0.0 0.0 0.0 0.02 2.4
6.0 1.85 119.924032811 1552000.0 136.0 0.998 -0.0 0.01348 0.004 0.02 1.4
7.0 0.3 119.924032811 544000.0 122.0 0.781 -0.08 0.52775 0.138 0.02 0.47
8.0 0.05 119.924032811 1904000.0 189.0 0.161 -0.07 0.437 0.114 0.0 0.05
9.0 0.05 119.924032811 3104000.0 49.0 0.005 -0.0 0.02766 0.007 0.0 0.0
10.0 0.05 119.924032811 3216000.0 3.0 0.0 -0.0 0.0003 0.0 0.0 0.0
11.0 0.05 119.924032811 1152000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
12.0 0.05 119.924032811 2064000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
13.0 0.05 119.924032811 112000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
14.0 2.95 119.924032811 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
15.0 0.1 119.924032811 96000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
16.0 2.55 119.924032811 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
17.0 2.35 119.924032811 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
18.0 2.2 119.924032811 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
19.0 2.05 119.924032811 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
20.0 1.9 119.924032811 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
21.0 1.8 119.924032811 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
22.0 0.05 119.924032811 48000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
23.0 1.6 119.924032811 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
1.0 0.05 119.924032811 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
2.0 0.05 119.924032811 384000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
3.0 0.05 119.924032811 992000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
4.0 0.05 119.924032811 2000000.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
5.0 0.05 119.924032811 2032000.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
6.0 0.05 119.924032811 2480000.0 46.0 -0.002 -0.0 0.01348 0.004 -0.0 0.0
7.0 0.05 119.924032811 640000.0 96.0 -0.219 -0.08 0.52775 0.138 -0.01 0.07
8.0 0.75 119.924032811 432000.0 53.0 -0.839 -0.07 0.437 0.114 -0.03 0.64
9.0 1.85 119.924032811 160000.0 9.0 -0.995 -0.0 0.02766 0.007 -0.04 1.6
10.0 2.55 119.924032811 112000.0 2.0 -1.0 0.0 0.0003 0.0 -0.04 2.6
11.0 3.55 119.924032811 32000.0 1.0 -1.0 0.0 0.0 0.0 -0.04 3.6
12.0 4.4 119.924032811 48000.0 32.0 -1.0 0.0 0.0 0.0 -0.05 4.6
13.0 4.95 119.924032811 0.0 0.0 -1.0 0.0 0.0 0.0 -0.05 5.6
14.0 6.3 119.924032811 0.0 0.0 -1.0 0.0 0.0 0.0 -0.06 6.6
15.0 6.7 119.924032811 0.0 0.0 -1.0 0.0 0.0 0.0 -0.06 7.6
16.0 7.5 119.924032811 0.0 0.0 -1.0 0.0 0.0 0.0 -0.06 8.6
17.0 8.3 119.924032811 0.0 0.0 -1.0 0.0 0.0 0.0 -0.07 9.6
18.0 9.1 119.924032811 0.0 0.0 -1.0 0.0 0.0 0.0 -0.07 10.6
19.0 9.95 119.924032811 0.0 0.0 -1.0 0.01 0.0 0.0 -0.08 11.59
20.0 13.1 119.924032811 32000.0 0.0 -1.0 0.01 0.0 0.0 -0.08 12.59
21.0 11.65 119.924032811 0.0 0.0 -1.0 0.01 0.0 0.0 -0.08 13.59
22.0 12.5 119.924032811 0.0 0.0 -1.0 0.01 0.0 0.0 -0.09 14.59
23.0 13.4 119.924032811 0.0 0.0 -1.0 0.01 0.0 0.0 -0.09 15.59

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