SIEMENS Options

Date: 30Aug2018 Expiry date: 30Aug2018

Underlying Price: 1005.75 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
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

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