SUNPHARMA Options

Date: 27Dec2018 Expiry date: 27Dec2018

Underlying Price: 411.15 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
300.0 195.65 47.6486330729 0.0 0.0 1.0 -0.08 0.0 0.0 1.19 111.23
310.0 202.75 58.8154296875 0.0 0.0 1.0 -0.09 0.0 0.0 1.23 101.24
320.0 203.1 47.6486330729 0.0 0.0 1.0 -0.09 0.0 0.0 1.27 91.24
330.0 193.25 47.6486330729 0.0 0.0 1.0 -0.09 0.0 0.0 1.31 81.24
340.0 70.6 48.0 2200.0 0.0 1.0 -0.09 0.0 0.0 1.35 71.24
350.0 63.65 48.0 2200.0 2.0 1.0 -0.1 0.0 0.0 1.39 61.25
360.0 53.5 48.0 1100.0 1.0 1.0 -0.1 0.0 0.001 1.43 51.25
370.0 40.35 48.0 6600.0 4.0 1.0 -0.11 6e-05 0.02 1.47 41.25
380.0 30.2 48.0 9900.0 3.0 0.996 -0.18 0.00097 0.309 1.5 31.27
390.0 23.85 78.0 11000.0 0.0 0.963 -0.61 0.00659 2.106 1.49 21.44
400.0 10.6 47.6486330729 69300.0 136.0 0.826 -1.67 0.02078 6.642 1.3 12.43
410.0 1.55 8.0 229900.0 436.0 0.547 -2.51 0.03211 10.263 0.87 5.57
420.0 0.05 17.5 1152800.0 4278.0 0.247 -1.97 0.02557 8.172 0.4 1.78
430.0 0.05 33.0 1518000.0 2272.0 0.071 -0.84 0.01099 3.512 0.11 0.38
440.0 0.05 47.0 1375000.0 1030.0 0.013 -0.2 0.00266 0.85 0.02 0.05
450.0 0.05 60.5 1360700.0 810.0 0.001 -0.03 0.00038 0.121 0.0 0.0
460.0 0.05 73.0 1545500.0 428.0 0.0 -0.0 3e-05 0.01 0.0 0.0
470.0 0.05 85.0 1075800.0 280.0 0.0 -0.0 0.0 0.001 0.0 0.0
480.0 0.05 97.0 1486100.0 256.0 0.0 -0.0 0.0 0.0 0.0 0.0
490.0 0.05 47.6486330729 587400.0 193.0 0.0 -0.0 0.0 0.0 0.0 0.0
500.0 0.05 47.6486330729 2820400.0 373.0 0.0 -0.0 0.0 0.0 0.0 0.0
510.0 0.05 47.6486330729 301400.0 26.0 0.0 -0.0 0.0 0.0 0.0 0.0
520.0 0.05 47.6486330729 821700.0 82.0 0.0 -0.0 0.0 0.0 0.0 0.0
530.0 0.05 47.6486330729 312400.0 57.0 0.0 -0.0 0.0 0.0 0.0 0.0
540.0 0.05 47.6486330729 462000.0 26.0 0.0 -0.0 0.0 0.0 0.0 0.0
550.0 0.05 47.6486330729 787600.0 29.0 0.0 -0.0 0.0 0.0 0.0 0.0
560.0 0.05 47.6486330729 278300.0 113.0 0.0 -0.0 0.0 0.0 0.0 0.0
570.0 0.05 47.6486330729 299200.0 222.0 0.0 -0.0 0.0 0.0 0.0 0.0
580.0 0.05 47.6486330729 155100.0 44.0 0.0 -0.0 0.0 0.0 0.0 0.0
590.0 0.05 47.6486330729 13200.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
600.0 0.05 47.6486330729 811800.0 36.0 0.0 -0.0 0.0 0.0 0.0 0.0
610.0 0.05 47.6486330729 18700.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
620.0 0.05 47.6486330729 56100.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
630.0 0.05 47.6486330729 1100.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
640.0 0.05 47.6486330729 25300.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
650.0 0.05 47.6486330729 92400.0 88.0 0.0 -0.0 0.0 0.0 0.0 0.0
660.0 0.05 47.6486330729 4400.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
670.0 0.2 47.6486330729 2200.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
680.0 0.05 47.6486330729 3300.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
690.0 29.55 47.6486330729 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
700.0 0.05 47.6486330729 38500.0 24.0 0.0 -0.0 0.0 0.0 0.0 0.0
710.0 0.05 47.6486330729 1100.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
720.0 0.05 47.6486330729 24200.0 14.0 0.0 -0.0 0.0 0.0 0.0 0.0
730.0 19.0 47.6486330729 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
740.0 0.1 47.6486330729 19800.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
750.0 15.05 47.6486330729 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
760.0 0.1 47.6486330729 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
770.0 0.05 47.6486330729 9900.0 8.0 0.0 -0.0 0.0 0.0 0.0 0.0
780.0 0.1 47.6486330729 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
790.0 9.25 47.6486330729 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
800.0 0.05 47.6486330729 6600.0 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
300.0 0.05 47.6486330729 12100.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
310.0 0.1 47.6486330729 119900.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
320.0 0.05 47.6486330729 91300.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
330.0 0.1 47.6486330729 73700.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
340.0 0.05 47.6486330729 248600.0 59.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
350.0 0.05 47.6486330729 128700.0 9.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
360.0 0.05 86.0 227700.0 4.0 -0.0 -0.0 0.0 0.001 -0.0 0.0
370.0 0.05 70.5 167200.0 36.0 -0.0 -0.0 6e-05 0.02 -0.0 0.0
380.0 0.05 54.5 456500.0 80.0 -0.004 -0.07 0.00097 0.309 -0.01 0.02
390.0 0.05 38.5 276100.0 134.0 -0.037 -0.5 0.00659 2.106 -0.06 0.19
400.0 0.05 22.25 1938200.0 1042.0 -0.174 -1.56 0.02078 6.642 -0.29 1.17
410.0 0.25 7.0 489500.0 1270.0 -0.453 -2.39 0.03211 10.263 -0.76 4.31
420.0 8.25 47.6486330729 292600.0 1674.0 -0.753 -1.86 0.02557 8.172 -1.27 10.51
430.0 18.45 48.0 258500.0 249.0 -0.929 -0.73 0.01099 3.512 -1.59 19.11
440.0 28.45 48.0 165000.0 144.0 -0.987 -0.08 0.00266 0.85 -1.73 28.78
450.0 38.55 48.0 245300.0 137.0 -0.999 0.1 0.00038 0.121 -1.78 38.73
460.0 47.65 48.0 83600.0 86.0 -1.0 0.13 3e-05 0.01 -1.82 48.72
470.0 58.95 48.0 64900.0 36.0 -1.0 0.13 0.0 0.001 -1.86 58.72
480.0 68.6 48.0 61600.0 93.0 -1.0 0.13 0.0 0.0 -1.9 68.72
490.0 79.2 48.0 35200.0 31.0 -1.0 0.14 0.0 0.0 -1.94 78.71
500.0 88.75 48.0 63800.0 84.0 -1.0 0.14 0.0 0.0 -1.98 88.71
510.0 99.1 48.0 15400.0 18.0 -1.0 0.14 0.0 0.0 -2.02 98.71
520.0 109.9 48.0 25300.0 15.0 -1.0 0.14 0.0 0.0 -2.06 108.71
530.0 115.3 48.0 14300.0 26.0 -1.0 0.15 0.0 0.0 -2.1 118.7
540.0 130.65 48.0 26400.0 7.0 -1.0 0.15 0.0 0.0 -2.14 128.7
550.0 139.9 48.0 12100.0 37.0 -1.0 0.15 0.0 0.0 -2.18 138.7
560.0 148.65 48.0 41800.0 259.0 -1.0 0.16 0.0 0.0 -2.22 148.69
570.0 155.8 48.0 28600.0 445.0 -1.0 0.16 0.0 0.0 -2.26 158.69
580.0 166.35 48.0 33000.0 75.0 -1.0 0.16 0.0 0.0 -2.3 168.69
590.0 174.0 48.0 1100.0 1.0 -1.0 0.16 0.0 0.0 -2.34 178.69
600.0 188.65 48.0 20900.0 24.0 -1.0 0.17 0.0 0.0 -2.38 188.68
610.0 193.6 48.0 2200.0 3.0 -1.0 0.17 0.0 0.0 -2.42 198.68
620.0 201.0 48.0 5500.0 4.0 -1.0 0.17 0.0 0.0 -2.46 208.68
630.0 217.45 48.0 1100.0 2.0 -1.0 0.17 0.0 0.0 -2.5 218.68
640.0 225.9 48.0 3300.0 2.0 -1.0 0.18 0.0 0.0 -2.54 228.67
650.0 235.0 48.0 7700.0 94.0 -1.0 0.18 0.0 0.0 -2.58 238.67
660.0 242.0 48.0 1100.0 1.0 -1.0 0.18 0.0 0.0 -2.62 248.67
670.0 62.6 47.6486330729 0.0 0.0 -1.0 0.19 0.0 0.0 -2.66 258.66
680.0 263.0 48.0 2200.0 2.0 -1.0 0.19 0.0 0.0 -2.7 268.66
690.0 75.35 47.6486330729 0.0 0.0 -1.0 0.19 0.0 0.0 -2.74 278.66
700.0 283.0 48.0 8800.0 11.0 -1.0 0.19 0.0 0.0 -2.78 288.66
710.0 291.0 48.0 0.0 1.0 -1.0 0.2 0.0 0.0 -2.82 298.65
720.0 305.5 48.0 13200.0 17.0 -1.0 0.2 0.0 0.0 -2.86 308.65
730.0 104.05 47.6486330729 0.0 0.0 -1.0 0.2 0.0 0.0 -2.9 318.65
740.0 310.0 47.6486330729 26400.0 0.0 -1.0 0.21 0.0 0.0 -2.94 328.64
750.0 119.75 47.6486330729 0.0 0.0 -1.0 0.21 0.0 0.0 -2.98 338.64
760.0 344.5 48.0 0.0 0.0 -1.0 0.21 0.0 0.0 -3.02 348.64
770.0 349.1 48.0 5500.0 1.0 -1.0 0.21 0.0 0.0 -3.05 358.64
780.0 366.0 48.0 0.0 0.0 -1.0 0.22 0.0 0.0 -3.09 368.63
790.0 153.15 47.6486330729 0.0 0.0 -1.0 0.22 0.0 0.0 -3.13 378.63
800.0 379.0 48.0 8800.0 2.0 -1.0 0.22 0.0 0.0 -3.17 388.63

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