SUNPHARMA Options
Date: 27Dec2018 Expiry date: 27Dec2018
Underlying Price: 411.15 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 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 |
