SUNPHARMA Options
Date: 30Apr2020 Expiry date: 30Apr2020
Underlying Price: 464.45 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 230.0 | 187.45 | 57.8713197436 | 0.0 | 0.0 | 1.0 | -0.06 | 0.0 | 0.0 | 0.91 | 234.51 |
| 240.0 | 186.1 | 57.8713197436 | 0.0 | 0.0 | 1.0 | -0.07 | 0.0 | 0.0 | 0.95 | 224.52 |
| 250.0 | 187.85 | 57.8713197436 | 0.0 | 0.0 | 1.0 | -0.07 | 0.0 | 0.0 | 0.99 | 214.52 |
| 260.0 | 185.85 | 57.8713197436 | 0.0 | 0.0 | 1.0 | -0.07 | 0.0 | 0.0 | 1.03 | 204.52 |
| 270.0 | 176.0 | 57.8713197436 | 0.0 | 0.0 | 1.0 | -0.07 | 0.0 | 0.0 | 1.07 | 194.52 |
| 280.0 | 166.1 | 57.8713197436 | 0.0 | 0.0 | 1.0 | -0.08 | 0.0 | 0.0 | 1.11 | 184.53 |
| 290.0 | 156.25 | 57.8713197436 | 0.0 | 0.0 | 1.0 | -0.08 | 0.0 | 0.0 | 1.15 | 174.53 |
| 300.0 | 140.0 | 57.8713197436 | 1250.0 | 0.0 | 1.0 | -0.08 | 0.0 | 0.0 | 1.19 | 164.53 |
| 310.0 | 67.8 | 57.8713197436 | 1250.0 | 0.0 | 1.0 | -0.09 | 0.0 | 0.0 | 1.23 | 154.54 |
| 320.0 | 153.35 | 96.25 | 0.0 | 0.0 | 1.0 | -0.09 | 0.0 | 0.0 | 1.27 | 144.54 |
| 330.0 | 137.2 | 58.0 | 75000.0 | 1.0 | 1.0 | -0.09 | 0.0 | 0.0 | 1.31 | 134.54 |
| 340.0 | 132.0 | 68.0795898438 | 41250.0 | 4.0 | 1.0 | -0.09 | 0.0 | 0.0 | 1.35 | 124.54 |
| 350.0 | 116.1 | 58.0 | 98750.0 | 11.0 | 1.0 | -0.1 | 0.0 | 0.0 | 1.39 | 114.55 |
| 360.0 | 108.85 | 58.0 | 63750.0 | 7.0 | 1.0 | -0.1 | 0.0 | 0.0 | 1.43 | 104.55 |
| 370.0 | 99.3 | 58.0 | 313750.0 | 6.0 | 1.0 | -0.1 | 0.0 | 0.0 | 1.47 | 94.55 |
| 380.0 | 86.5 | 58.0 | 98750.0 | 10.0 | 1.0 | -0.11 | 0.0 | 0.0 | 1.51 | 84.56 |
| 390.0 | 71.95 | 58.0 | 38750.0 | 9.0 | 1.0 | -0.11 | 0.0 | 0.0 | 1.55 | 74.56 |
| 400.0 | 65.0 | 58.0 | 193750.0 | 31.0 | 1.0 | -0.11 | 0.0 | 0.002 | 1.59 | 64.56 |
| 410.0 | 58.6 | 57.8713197436 | 82500.0 | 11.0 | 1.0 | -0.12 | 6e-05 | 0.031 | 1.63 | 54.57 |
| 420.0 | 44.95 | 58.0 | 445000.0 | 24.0 | 0.997 | -0.19 | 0.00049 | 0.241 | 1.66 | 44.58 |
| 430.0 | 35.45 | 58.0 | 142500.0 | 93.0 | 0.984 | -0.46 | 0.00239 | 1.183 | 1.68 | 34.67 |
| 440.0 | 28.75 | 96.0 | 147500.0 | 79.0 | 0.934 | -1.2 | 0.00754 | 3.737 | 1.62 | 25.06 |
| 450.0 | 14.85 | 47.0 | 465000.0 | 114.0 | 0.814 | -2.37 | 0.01582 | 7.836 | 1.44 | 16.33 |
| 460.0 | 5.15 | 21.0 | 161250.0 | 286.0 | 0.614 | -3.32 | 0.0226 | 11.193 | 1.1 | 9.26 |
| 470.0 | 0.15 | 13.25 | 118750.0 | 749.0 | 0.382 | -3.28 | 0.02253 | 11.16 | 0.69 | 4.43 |
| 480.0 | 0.05 | 25.0 | 247500.0 | 934.0 | 0.19 | -2.32 | 0.01603 | 7.943 | 0.34 | 1.74 |
| 490.0 | 0.05 | 38.0 | 155000.0 | 479.0 | 0.074 | -1.2 | 0.00832 | 4.121 | 0.14 | 0.56 |
| 500.0 | 0.05 | 50.0 | 988750.0 | 615.0 | 0.023 | -0.46 | 0.00321 | 1.588 | 0.04 | 0.14 |
| 510.0 | 0.05 | 61.5 | 212500.0 | 126.0 | 0.006 | -0.13 | 0.00093 | 0.463 | 0.01 | 0.03 |
| 520.0 | 0.05 | 72.5 | 396250.0 | 16.0 | 0.001 | -0.03 | 0.00021 | 0.104 | 0.0 | 0.0 |
| 530.0 | 0.05 | 83.0 | 336250.0 | 21.0 | 0.0 | -0.01 | 4e-05 | 0.018 | 0.0 | 0.0 |
| 540.0 | 0.05 | 93.0 | 403750.0 | 3.0 | 0.0 | -0.0 | 1e-05 | 0.003 | 0.0 | 0.0 |
| 550.0 | 0.05 | 57.8713197436 | 352500.0 | 58.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 560.0 | 0.05 | 57.8713197436 | 402500.0 | 106.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 570.0 | 0.05 | 57.8713197436 | 2500.0 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 230.0 | 0.05 | 57.8713197436 | 3750.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 240.0 | 0.05 | 57.8713197436 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 250.0 | 0.05 | 57.8713197436 | 33750.0 | 1.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 260.0 | 0.1 | 57.8713197436 | 11250.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 270.0 | 0.05 | 57.8713197436 | 2500.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 280.0 | 0.05 | 57.8713197436 | 17500.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 290.0 | 0.05 | 57.8713197436 | 22500.0 | 1.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 300.0 | 0.05 | 57.8713197436 | 200000.0 | 1.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 310.0 | 0.05 | 57.8713197436 | 26250.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 320.0 | 0.05 | 57.8713197436 | 41250.0 | 16.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 330.0 | 0.05 | 57.8713197436 | 137500.0 | 13.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 340.0 | 0.05 | 57.8713197436 | 161250.0 | 2.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 350.0 | 0.05 | 57.8713197436 | 270000.0 | 23.0 | -0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 360.0 | 0.05 | 57.8713197436 | 203750.0 | 11.0 | -0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 370.0 | 0.05 | 57.8713197436 | 265000.0 | 6.0 | -0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 380.0 | 0.05 | 57.8713197436 | 97500.0 | 19.0 | -0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 390.0 | 0.05 | 57.8713197436 | 106250.0 | 12.0 | -0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 400.0 | 0.05 | 95.0 | 427500.0 | 36.0 | -0.0 | -0.0 | 0.0 | 0.002 | -0.0 | 0.0 |
| 410.0 | 0.05 | 81.0 | 96250.0 | 8.0 | -0.0 | -0.01 | 6e-05 | 0.031 | -0.0 | 0.0 |
| 420.0 | 0.05 | 67.0 | 188750.0 | 22.0 | -0.003 | -0.07 | 0.00049 | 0.241 | -0.0 | 0.01 |
| 430.0 | 0.05 | 53.0 | 102500.0 | 106.0 | -0.016 | -0.34 | 0.00239 | 1.183 | -0.03 | 0.1 |
| 440.0 | 0.05 | 39.0 | 148750.0 | 179.0 | -0.066 | -1.07 | 0.00754 | 3.737 | -0.12 | 0.49 |
| 450.0 | 0.05 | 24.5 | 336250.0 | 474.0 | -0.186 | -2.24 | 0.01582 | 7.836 | -0.35 | 1.75 |
| 460.0 | 0.1 | 10.75 | 165000.0 | 653.0 | -0.386 | -3.19 | 0.0226 | 11.193 | -0.73 | 4.68 |
| 470.0 | 4.65 | 57.8713197436 | 72500.0 | 714.0 | -0.618 | -3.15 | 0.02253 | 11.16 | -1.18 | 9.84 |
| 480.0 | 14.3 | 57.8713197436 | 80000.0 | 142.0 | -0.81 | -2.19 | 0.01603 | 7.943 | -1.56 | 17.16 |
| 490.0 | 25.4 | 58.0 | 82500.0 | 34.0 | -0.926 | -1.07 | 0.00832 | 4.121 | -1.81 | 25.97 |
| 500.0 | 35.35 | 58.0 | 98750.0 | 132.0 | -0.977 | -0.32 | 0.00321 | 1.588 | -1.94 | 35.55 |
| 510.0 | 34.55 | 57.8713197436 | 5000.0 | 0.0 | -0.994 | 0.01 | 0.00093 | 0.463 | -2.01 | 45.44 |
| 520.0 | 44.0 | 57.8713197436 | 1250.0 | 0.0 | -0.999 | 0.11 | 0.00021 | 0.104 | -2.06 | 55.41 |
| 530.0 | 74.15 | 57.8713197436 | 2500.0 | 1.0 | -1.0 | 0.14 | 4e-05 | 0.018 | -2.1 | 65.4 |
| 540.0 | 90.75 | 57.8713197436 | 0.0 | 0.0 | -1.0 | 0.15 | 1e-05 | 0.003 | -2.14 | 75.4 |
| 550.0 | 72.4 | 23.125 | 0.0 | 0.0 | -1.0 | 0.15 | 0.0 | 0.0 | -2.18 | 85.4 |
| 560.0 | 80.8 | 57.8713197436 | 3750.0 | 0.0 | -1.0 | 0.16 | 0.0 | 0.0 | -2.22 | 95.39 |
| 570.0 | 119.9 | 57.8713197436 | 0.0 | 0.0 | -1.0 | 0.16 | 0.0 | 0.0 | -2.26 | 105.39 |
