SUNPHARMA Options
Date: 29Jun2017 Expiry date: 29Jun2017
Underlying Price: 536.9 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 480.0 | 60.5 | 99.0 | 33600.0 | 75.0 | 1.0 | -0.13 | 0.0 | 0.0 | 1.9 | 57.03 |
| 500.0 | 35.8 | 23.0 | 88900.0 | 295.0 | 1.0 | -0.14 | 0.0 | 0.0 | 1.98 | 37.04 |
| 520.0 | 15.35 | 22.085441876 | 424900.0 | 290.0 | 0.99 | -0.24 | 0.00357 | 0.903 | 2.04 | 17.07 |
| 540.0 | 0.35 | 10.0 | 668500.0 | 2105.0 | 0.349 | -1.43 | 0.04956 | 12.522 | 0.74 | 1.74 |
| 560.0 | 0.1 | 33.5 | 1255800.0 | 759.0 | 0.001 | -0.02 | 0.00059 | 0.15 | 0.0 | 0.0 |
| 580.0 | 0.05 | 51.0 | 624400.0 | 471.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 600.0 | 0.05 | 70.0 | 919800.0 | 284.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 620.0 | 0.05 | 88.0 | 508900.0 | 109.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 640.0 | 0.1 | 22.085441876 | 219800.0 | 39.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 660.0 | 0.05 | 22.085441876 | 296800.0 | 32.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 680.0 | 0.05 | 22.085441876 | 113400.0 | 20.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 700.0 | 0.05 | 22.085441876 | 159600.0 | 94.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 720.0 | 0.05 | 22.085441876 | 37800.0 | 17.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 740.0 | 0.05 | 22.085441876 | 43400.0 | 51.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 760.0 | 0.05 | 22.085441876 | 25200.0 | 64.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 780.0 | 0.05 | 22.085441876 | 8400.0 | 16.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 800.0 | 0.05 | 22.085441876 | 4900.0 | 12.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 820.0 | 0.05 | 22.085441876 | 0.0 | 1.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 880.0 | 0.15 | 22.085441876 | 9800.0 | 20.0 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 420.0 | 0.05 | 22.085441876 | 65800.0 | 2.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 440.0 | 0.05 | 22.085441876 | 47600.0 | 2.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 460.0 | 0.05 | 96.0 | 263200.0 | 2.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 480.0 | 0.05 | 72.0 | 338800.0 | 100.0 | -0.0 | -0.0 | 0.0 | 0.0 | -0.0 | -0.0 |
| 500.0 | 0.05 | 48.5 | 520800.0 | 188.0 | -0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 520.0 | 0.1 | 27.0 | 538300.0 | 360.0 | -0.01 | -0.1 | 0.00357 | 0.903 | -0.02 | 0.03 |
| 540.0 | 3.7 | 15.0 | 338800.0 | 1155.0 | -0.651 | -1.28 | 0.04956 | 12.522 | -1.4 | 4.69 |
| 560.0 | 24.1 | 23.0 | 107100.0 | 145.0 | -0.999 | 0.14 | 0.00059 | 0.15 | -2.22 | 22.95 |
| 580.0 | 43.7 | 23.0 | 56000.0 | 94.0 | -1.0 | 0.16 | 0.0 | 0.0 | -2.3 | 42.94 |
| 600.0 | 64.3 | 23.0 | 112700.0 | 107.0 | -1.0 | 0.17 | 0.0 | 0.0 | -2.38 | 62.93 |
| 620.0 | 79.6 | 23.0 | 44100.0 | 17.0 | -1.0 | 0.17 | 0.0 | 0.0 | -2.46 | 82.93 |
| 640.0 | 104.0 | 23.0 | 66500.0 | 37.0 | -1.0 | 0.18 | 0.0 | 0.0 | -2.54 | 102.92 |
| 660.0 | 125.0 | 23.0 | 42000.0 | 10.0 | -1.0 | 0.18 | 0.0 | 0.0 | -2.62 | 122.92 |
| 680.0 | 143.85 | 23.0 | 11900.0 | 17.0 | -1.0 | 0.19 | 0.0 | 0.0 | -2.7 | 142.91 |
| 700.0 | 164.3 | 23.0 | 36400.0 | 81.0 | -1.0 | 0.19 | 0.0 | 0.0 | -2.78 | 162.91 |
| 720.0 | 180.0 | 23.0 | 14000.0 | 7.0 | -1.0 | 0.2 | 0.0 | 0.0 | -2.86 | 182.9 |
| 740.0 | 201.0 | 23.0 | 13300.0 | 31.0 | -1.0 | 0.21 | 0.0 | 0.0 | -2.94 | 202.89 |
| 760.0 | 219.0 | 23.0 | 13300.0 | 40.0 | -1.0 | 0.21 | 0.0 | 0.0 | -3.02 | 222.89 |
| 780.0 | 239.0 | 23.0 | 2800.0 | 14.0 | -1.0 | 0.22 | 0.0 | 0.0 | -3.09 | 242.88 |
| 800.0 | 261.0 | 23.0 | 11900.0 | 10.0 | -1.0 | 0.22 | 0.0 | 0.0 | -3.17 | 262.88 |
| 820.0 | 280.0 | 23.0 | 700.0 | 1.0 | -1.0 | 0.23 | 0.0 | 0.0 | -3.25 | 282.87 |
| 880.0 | 341.0 | 23.0 | 4900.0 | 29.0 | -1.0 | 0.24 | 0.0 | 0.0 | -3.49 | 342.86 |
