SIEMENS Options
Date: 30Aug2018 Expiry date: 30Aug2018
Underlying Price: 1005.75 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 940.0 | 70.15 | 62.0 | 0.0 | 2.0 | 1.0 | -0.26 | 0.0 | 0.0 | 3.73 | 66.01 |
| 1000.0 | 2.0 | 19.4036753496 | 4000.0 | 5.0 | 0.691 | -2.36 | 0.02867 | 22.332 | 2.72 | 8.48 |
| 1020.0 | 0.1 | 12.0 | 1500.0 | 8.0 | 0.131 | -1.34 | 0.01729 | 13.468 | 0.52 | 0.8 |
| 1040.0 | 0.05 | 22.75 | 48500.0 | 13.0 | 0.003 | -0.06 | 0.00082 | 0.641 | 0.01 | 0.01 |
| 1060.0 | 0.05 | 33.75 | 26500.0 | 21.0 | 0.0 | -0.0 | 0.0 | 0.003 | 0.0 | 0.0 |
| 1080.0 | 0.05 | 44.0 | 6500.0 | 1.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1100.0 | 0.05 | 54.0 | 14000.0 | 4.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 1200.0 | 0.05 | 99.0 | 1000.0 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 940.0 | 2.0 | 79.0 | 1000.0 | 2.0 | -0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 980.0 | 0.15 | 22.0 | 2500.0 | 5.0 | -0.016 | -0.24 | 0.00321 | 2.502 | -0.06 | 0.07 |
| 1000.0 | 1.0 | 12.5 | 2000.0 | 9.0 | -0.309 | -2.08 | 0.02867 | 22.332 | -1.24 | 2.46 |
| 1020.0 | 15.5 | 20.0 | 2000.0 | 7.0 | -0.869 | -1.06 | 0.01729 | 13.468 | -3.53 | 14.77 |
| 1040.0 | 29.1 | 19.4036753496 | 1500.0 | 3.0 | -0.997 | 0.23 | 0.00082 | 0.641 | -4.11 | 33.97 |
| 1060.0 | 47.1 | 19.4036753496 | 1000.0 | 2.0 | -1.0 | 0.29 | 0.0 | 0.003 | -4.21 | 53.96 |
| 1080.0 | 65.3 | 19.4036753496 | 1000.0 | 1.0 | -1.0 | 0.3 | 0.0 | 0.0 | -4.28 | 73.95 |
