RPOWER Options

Date: 31Jan2019 Expiry date: 31Jan2019

Underlying Price: 26.5 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
15.0 13.1 40.1968202723 0.0 0.0 1.0 -0.0 0.0 0.0 0.06 11.5
16.0 12.15 40.1968202723 0.0 0.0 1.0 -0.0 0.0 0.0 0.06 10.5
17.0 11.25 40.1968202723 0.0 0.0 1.0 -0.0 0.0 0.0 0.07 9.5
18.0 10.4 78.5 0.0 0.0 1.0 -0.0 0.0 0.0 0.07 8.5
19.0 9.55 40.1968202723 0.0 0.0 1.0 -0.01 0.0 0.0 0.08 7.51
20.0 8.75 40.1968202723 0.0 0.0 1.0 -0.01 0.0 0.0 0.08 6.51
21.0 7.95 40.1968202723 0.0 0.0 1.0 -0.01 0.0 0.0 0.08 5.51
22.0 7.25 40.1968202723 0.0 0.0 1.0 -0.01 0.0 0.0 0.09 4.51
23.0 6.55 40.1968202723 0.0 0.0 1.0 -0.01 0.0 0.0 0.09 3.51
24.0 5.9 40.1968202723 0.0 0.0 1.0 -0.01 0.00026 0.0 0.1 2.51
25.0 1.5 41.0 32000.0 0.0 0.99 -0.02 0.03987 0.045 0.1 1.51
26.0 0.25 40.1968202723 112000.0 4.0 0.781 -0.1 0.44006 0.493 0.08 0.59
27.0 0.1 41.0 128000.0 14.0 0.237 -0.11 0.46064 0.516 0.02 0.09
28.0 0.05 66.0 400000.0 31.0 0.016 -0.01 0.05885 0.066 0.0 0.0
29.0 0.05 95.0 368000.0 6.0 0.0 -0.0 0.00114 0.001 0.0 0.0
30.0 0.05 40.1968202723 1712000.0 4.0 0.0 -0.0 0.0 0.0 0.0 0.0
31.0 0.05 40.1968202723 528000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
32.0 0.05 40.1968202723 1344000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
33.0 0.05 40.1968202723 608000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
34.0 0.05 40.1968202723 384000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
35.0 0.05 40.1968202723 1440000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
36.0 0.05 40.1968202723 96000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
37.0 0.05 40.1968202723 128000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
38.0 0.1 40.1968202723 80000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
39.0 1.0 40.1968202723 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
40.0 0.05 40.1968202723 752000.0 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
15.0 0.1 40.1968202723 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
16.0 0.05 40.1968202723 16000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
17.0 0.25 40.1968202723 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
18.0 0.35 40.1968202723 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
19.0 0.45 40.1968202723 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
20.0 0.05 40.1968202723 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
21.0 0.05 40.1968202723 160000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
22.0 1.1 40.1968202723 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
23.0 0.05 40.1968202723 224000.0 5.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
24.0 0.1 40.1968202723 96000.0 1.0 -0.0 -0.0 0.00026 0.0 -0.0 0.0
25.0 0.1 85.0 208000.0 10.0 -0.01 -0.01 0.03987 0.045 -0.0 0.0
26.0 0.1 43.0 256000.0 33.0 -0.219 -0.1 0.44006 0.493 -0.02 0.09
27.0 0.05 40.1968202723 176000.0 13.0 -0.763 -0.1 0.46064 0.516 -0.08 0.58
28.0 1.25 40.1968202723 64000.0 23.0 -0.984 -0.01 0.05885 0.066 -0.11 1.5
29.0 2.9 40.1968202723 112000.0 4.0 -1.0 0.01 0.00114 0.001 -0.12 2.49
30.0 3.75 40.1968202723 560000.0 14.0 -1.0 0.01 0.0 0.0 -0.12 3.49
31.0 4.75 40.1968202723 32000.0 1.0 -1.0 0.01 0.0 0.0 -0.12 4.49
32.0 5.55 41.0 320000.0 0.0 -1.0 0.01 0.0 0.0 -0.13 5.49
33.0 4.5 40.1968202723 16000.0 0.0 -1.0 0.01 0.0 0.0 -0.13 6.49
34.0 7.2 41.0 0.0 0.0 -1.0 0.01 0.0 0.0 -0.13 7.49
35.0 9.25 99.5 32000.0 3.0 -1.0 0.01 0.0 0.0 -0.14 8.49
36.0 9.05 41.0 0.0 0.0 -1.0 0.01 0.0 0.0 -0.14 9.49
37.0 7.0 40.1968202723 0.0 0.0 -1.0 0.01 0.0 0.0 -0.15 10.49
38.0 10.7 40.1968202723 0.0 0.0 -1.0 0.01 0.0 0.0 -0.15 11.49
39.0 11.55 40.1968202723 0.0 0.0 -1.0 0.01 0.0 0.0 -0.15 12.49
40.0 13.8 41.0 16000.0 11.0 -1.0 0.01 0.0 0.0 -0.16 13.49

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