SUNPHARMA Options
Date: 26May2011 Expiry date: 26May2011
Underlying Price: 110.175 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 440.0 | 0.8 | 30.1812076044 | 6875.0 | 3.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 460.0 | 1.0 | 30.1812076044 | 10625.0 | 2.0 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 440.0 | 0.1 | 30.1812076044 | 3125.0 | 3.0 | -1.0 | 0.12 | 0.0 | 0.0 | -1.75 | 329.7 |
| 460.0 | 16.1 | 30.1812076044 | 1875.0 | 1.0 | -1.0 | 0.13 | 0.0 | 0.0 | -1.82 | 349.7 |
