RPOWER Options

Date: 31Jan2013 Expiry date: 31Jan2013

Underlying Price: 92.25 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
90.0 2.1 34.2789564435 496000.0 44.0 0.878 -0.22 0.10136 1.173 0.31 2.4
95.0 0.05 30.5 2892000.0 330.0 0.091 -0.16 0.08198 0.949 0.03 0.08
100.0 0.05 68.0 5060000.0 18.0 0.0 -0.0 0.0002 0.002 0.0 0.0
105.0 0.05 34.2789564435 2180000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
110.0 0.05 34.2789564435 1484000.0 8.0 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
85.0 0.05 70.0 352000.0 4.0 -0.0 -0.0 0.00014 0.002 -0.0 0.0
90.0 0.05 27.0 1248000.0 109.0 -0.122 -0.2 0.10136 1.173 -0.04 0.12
95.0 2.65 31.0 684000.0 94.0 -0.909 -0.14 0.08198 0.949 -0.34 2.81
100.0 7.65 35.0 168000.0 14.0 -1.0 0.03 0.0002 0.002 -0.4 7.72
105.0 12.9 35.0 36000.0 2.0 -1.0 0.03 0.0 0.0 -0.42 12.72
110.0 17.15 35.0 32000.0 8.0 -1.0 0.03 0.0 0.0 -0.44 17.72
120.0 27.5 35.0 12000.0 2.0 -1.0 0.03 0.0 0.0 -0.48 27.72

Get Clearnifty's Android App.

Get clearnifty on Google Play
Get clearnifty on Google Play