SIEMENS Options

Date: 22Feb2018 Expiry date: 22Feb2018

Underlying Price: 1193.2 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
1200.0 0.75 9.5 1000.0 2.0 0.369 -3.66 0.02009 28.347 1.73 4.71
1220.0 0.4 22.0 3000.0 6.0 0.083 -1.46 0.00813 11.468 0.39 0.7
1240.0 0.3 32.5 2500.0 12.0 0.008 -0.2 0.00114 1.603 0.04 0.05
1260.0 0.05 34.0 15500.0 23.0 0.0 -0.01 6e-05 0.081 0.0 0.0
1280.0 0.05 43.0 3000.0 2.0 0.0 -0.0 0.0 0.002 0.0 0.0
1300.0 0.05 51.0 19000.0 6.0 0.0 -0.0 0.0 0.0 0.0 0.0
1320.0 0.05 59.0 6000.0 7.0 0.0 -0.0 0.0 0.0 0.0 0.0
1360.0 0.05 75.0 5500.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
1380.0 0.05 82.0 5500.0 1.0 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
1180.0 0.45 13.75 4500.0 12.0 -0.232 -2.79 0.01625 22.929 -1.11 2.56
1200.0 4.95 24.9695733827 4500.0 8.0 -0.631 -3.33 0.02009 28.347 -3.03 11.18
1240.0 32.5 24.9695733827 4500.0 13.0 -0.992 0.14 0.00114 1.603 -4.88 46.5
1300.0 77.0 24.9695733827 5000.0 1.0 -1.0 0.36 0.0 0.0 -5.16 106.44
1360.0 175.15 25.0 1000.0 2.0 -1.0 0.38 0.0 0.0 -5.4 166.42

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