RPOWER Options

Date: 31May2012 Expiry date: 31May2012

Underlying Price: 93.6 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
85.0 8.8 47.0 0.0 1.0 1.0 -0.03 0.00062 0.01 0.34 8.62
90.0 3.35 46.6839803298 202000.0 95.0 0.913 -0.24 0.05766 0.936 0.32 3.74
95.0 0.05 18.0 412000.0 158.0 0.315 -0.5 0.12914 2.096 0.11 0.55
100.0 0.05 58.0 690000.0 106.0 0.013 -0.05 0.0122 0.198 0.0 0.01
105.0 0.05 91.0 76000.0 1.0 0.0 -0.0 8e-05 0.001 0.0 0.0
110.0 0.05 46.6839803298 828000.0 20.0 0.0 -0.0 0.0 0.0 0.0 0.0
120.0 0.05 46.6839803298 594000.0 30.0 0.0 -0.0 0.0 0.0 0.0 0.0
130.0 0.05 46.6839803298 198000.0 6.0 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
80.0 0.05 46.6839803298 170000.0 3.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
85.0 0.05 81.0 68000.0 2.0 -0.0 -0.0 0.00062 0.01 -0.0 0.0
90.0 0.05 39.0 468000.0 208.0 -0.087 -0.22 0.05766 0.936 -0.03 0.11
95.0 1.5 28.0 152000.0 7.0 -0.685 -0.47 0.12914 2.096 -0.26 1.93
100.0 6.65 47.0 88000.0 20.0 -0.987 -0.02 0.0122 0.198 -0.39 6.38
110.0 16.35 47.0 132000.0 45.0 -1.0 0.03 0.0 0.0 -0.44 16.37
120.0 27.0 47.0 102000.0 30.0 -1.0 0.03 0.0 0.0 -0.48 26.37

Get Clearnifty's Android App.

Get clearnifty on Google Play
Get clearnifty on Google Play