SIEMENS Options

Date: 31Oct2019 Expiry date: 31Oct2019

Underlying Price: 1656.1 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
900.0 293.8 21.306319701 0.0 0.0 1.0 -0.25 0.0 0.0 3.57 756.35
920.0 276.0 21.306319701 0.0 0.0 1.0 -0.26 0.0 0.0 3.65 736.36
940.0 258.65 21.306319701 0.0 0.0 1.0 -0.26 0.0 0.0 3.73 716.36
960.0 710.65 22.0 0.0 1.0 1.0 -0.27 0.0 0.0 3.81 696.37
980.0 225.3 21.306319701 0.0 0.0 1.0 -0.27 0.0 0.0 3.89 676.37
1000.0 209.45 21.306319701 0.0 0.0 1.0 -0.28 0.0 0.0 3.97 656.38
1020.0 194.15 21.306319701 0.0 0.0 1.0 -0.28 0.0 0.0 4.05 636.38
1040.0 179.5 21.306319701 0.0 0.0 1.0 -0.29 0.0 0.0 4.13 616.39
1060.0 165.45 21.306319701 0.0 0.0 1.0 -0.29 0.0 0.0 4.21 596.39
1080.0 152.0 21.306319701 0.0 0.0 1.0 -0.3 0.0 0.0 4.28 576.4
1100.0 139.35 21.306319701 0.0 0.0 1.0 -0.31 0.0 0.0 4.36 556.41
1120.0 127.4 21.306319701 0.0 0.0 1.0 -0.31 0.0 0.0 4.44 536.41
1140.0 150.15 21.306319701 550.0 0.0 1.0 -0.32 0.0 0.0 4.52 516.42
1160.0 105.55 21.306319701 0.0 0.0 1.0 -0.32 0.0 0.0 4.6 496.42
1180.0 95.7 21.306319701 0.0 0.0 1.0 -0.33 0.0 0.0 4.68 476.43
1200.0 86.55 21.306319701 0.0 0.0 1.0 -0.33 0.0 0.0 4.76 456.43
1220.0 78.05 21.306319701 0.0 0.0 1.0 -0.34 0.0 0.0 4.84 436.44
1240.0 46.5 21.306319701 550.0 0.0 1.0 -0.34 0.0 0.0 4.92 416.44
1260.0 404.0 22.0 1100.0 1.0 1.0 -0.35 0.0 0.0 5.0 396.45
1280.0 260.6 21.306319701 0.0 0.0 1.0 -0.36 0.0 0.0 5.08 376.46
1300.0 308.15 21.306319701 550.0 0.0 1.0 -0.36 0.0 0.0 5.16 356.46
1320.0 44.85 21.306319701 0.0 0.0 1.0 -0.37 0.0 0.0 5.24 336.47
1340.0 321.0 22.0 2750.0 1.0 1.0 -0.37 0.0 0.0 5.32 316.47
1360.0 295.0 22.0 2200.0 0.0 1.0 -0.38 0.0 0.0 5.4 296.48
1380.0 198.8 21.306319701 1100.0 0.0 1.0 -0.38 0.0 0.0 5.47 276.48
1400.0 270.0 78.5 1650.0 2.0 1.0 -0.39 0.0 0.0 5.55 256.49
1420.0 24.4 21.306319701 0.0 0.0 1.0 -0.39 0.0 0.0 5.63 236.49
1440.0 71.2 21.306319701 550.0 0.0 1.0 -0.4 0.0 0.0 5.71 216.5
1460.0 202.55 22.0 3300.0 3.0 1.0 -0.41 0.0 0.0 5.79 196.51
1480.0 192.0 21.306319701 1650.0 1.0 1.0 -0.41 0.0 0.0 5.87 176.51
1500.0 174.4 21.306319701 8800.0 10.0 1.0 -0.42 0.0 0.0 5.95 156.52
1520.0 142.0 22.0 5500.0 12.0 1.0 -0.42 0.0 0.0 6.03 136.52
1540.0 114.0 22.0 2750.0 1.0 1.0 -0.43 0.0 0.0 6.11 116.53
1560.0 100.0 22.0 11000.0 12.0 1.0 -0.43 0.0 0.002 6.19 96.53
1580.0 89.0 82.0 15950.0 1.0 1.0 -0.45 4e-05 0.081 6.27 76.54
1600.0 51.3 21.306319701 11000.0 19.0 0.995 -0.6 0.00062 1.436 6.32 56.58
1620.0 42.0 37.0 7700.0 8.0 0.952 -1.53 0.00446 10.331 6.11 36.99
1640.0 18.7 21.0 9350.0 22.0 0.775 -3.69 0.0135 31.296 5.02 19.46
1660.0 2.1 8.5 12650.0 55.0 0.441 -4.59 0.01776 41.173 2.87 7.26
1680.0 0.05 10.125 7150.0 14.0 0.149 -2.65 0.01045 24.234 0.97 1.7
1700.0 0.05 17.25 23100.0 31.0 0.027 -0.71 0.00283 6.566 0.18 0.23
1720.0 0.05 23.75 15400.0 24.0 0.003 -0.09 0.00036 0.841 0.02 0.02
1740.0 0.05 30.25 25300.0 10.0 0.0 -0.01 2e-05 0.052 0.0 0.0
1760.0 0.05 36.5 15400.0 2.0 0.0 -0.0 0.0 0.002 0.0 0.0
1780.0 8.6 21.306319701 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
1800.0 0.15 54.5 1100.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
1820.0 6.15 21.306319701 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
1840.0 5.2 21.306319701 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 -0.0
1860.0 14.2 21.306319701 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
1880.0 12.5 21.306319701 0.0 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
900.0 6.25 21.306319701 0.0 0.0 0.0 0.0 0.0 0.0 -0.0 0.0
920.0 8.15 21.306319701 0.0 0.0 0.0 0.0 0.0 0.0 -0.0 0.0
940.0 10.4 21.306319701 0.0 0.0 0.0 0.0 0.0 0.0 -0.0 0.0
960.0 13.15 21.306319701 0.0 0.0 0.0 0.0 0.0 0.0 -0.0 0.0
980.0 16.35 21.306319701 0.0 0.0 0.0 0.0 0.0 0.0 -0.0 0.0
1000.0 20.15 21.306319701 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
1020.0 24.5 21.306319701 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
1040.0 29.5 21.306319701 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
1060.0 35.1 21.306319701 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
1080.0 41.3 21.306319701 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
1100.0 48.3 21.306319701 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
1120.0 2.9 21.306319701 1650.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
1140.0 64.35 21.306319701 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
1160.0 73.45 21.306319701 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
1180.0 83.2 21.306319701 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
1200.0 93.7 21.306319701 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
1220.0 104.85 21.306319701 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
1240.0 116.65 21.306319701 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
1260.0 129.1 21.306319701 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
1280.0 0.05 21.306319701 5500.0 3.0 0.0 -0.0 0.0 0.0 -0.0 0.0
1300.0 0.05 21.306319701 2750.0 2.0 0.0 -0.0 0.0 0.0 -0.0 0.0
1320.0 0.95 21.306319701 2750.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
1340.0 184.6 21.306319701 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
1360.0 0.05 21.306319701 6050.0 3.0 0.0 -0.0 0.0 0.0 -0.0 0.0
1380.0 215.35 21.306319701 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
1400.0 0.05 92.5 11000.0 4.0 0.0 -0.0 0.0 0.0 -0.0 0.0
1420.0 0.05 85.0 4950.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
1440.0 0.95 21.306319701 11000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
1460.0 0.05 71.0 33000.0 20.0 0.0 -0.0 0.0 0.0 -0.0 0.0
1480.0 0.05 64.0 11000.0 8.0 0.0 -0.0 0.0 0.0 -0.0 0.0
1500.0 0.1 61.5 27500.0 15.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
1520.0 0.1 54.0 10450.0 7.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
1540.0 0.55 59.0 19800.0 7.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
1560.0 0.05 36.5 13750.0 12.0 -0.0 -0.0 0.0 0.002 -0.0 0.0
1580.0 0.1 32.0 18700.0 4.0 -0.0 -0.01 4e-05 0.081 -0.0 0.0
1600.0 0.05 22.25 11550.0 48.0 -0.005 -0.15 0.00062 1.436 -0.03 0.03
1620.0 1.25 27.0 10450.0 13.0 -0.048 -1.08 0.00446 10.331 -0.31 0.44
1640.0 1.6 17.0 9900.0 33.0 -0.225 -3.23 0.0135 31.296 -1.49 2.91
1660.0 3.45 2.0 6050.0 11.0 -0.559 -4.13 0.01776 41.173 -3.71 10.7
1680.0 24.0 21.0 4400.0 1.0 -0.851 -2.18 0.01045 24.234 -5.69 25.14
1700.0 44.2 22.0 4950.0 0.0 -0.973 -0.24 0.00283 6.566 -6.57 43.66
1720.0 381.3 21.306319701 0.0 0.0 -0.997 0.39 0.00036 0.841 -6.81 63.44
1740.0 295.75 21.306319701 0.0 0.0 -1.0 0.48 2e-05 0.052 -6.9 83.42
1760.0 313.9 21.306319701 0.0 0.0 -1.0 0.49 0.0 0.002 -6.98 103.41
1780.0 332.25 21.306319701 0.0 0.0 -1.0 0.49 0.0 0.0 -7.06 123.41
1800.0 350.8 21.306319701 0.0 0.0 -1.0 0.5 0.0 0.0 -7.14 143.4
1820.0 369.55 21.306319701 0.0 0.0 -1.0 0.51 0.0 0.0 -7.22 163.39
1840.0 388.45 21.306319701 0.0 0.0 -1.0 0.51 0.0 0.0 -7.3 183.39
1860.0 373.45 21.306319701 0.0 0.0 -1.0 0.52 0.0 0.0 -7.38 203.38
1880.0 391.65 21.306319701 0.0 0.0 -1.0 0.52 0.0 0.0 -7.46 223.38

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