SUNPHARMA Options

Date: 31Dec2020 Expiry date: 31Dec2020

Underlying Price: 592.35 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
330.0 278.0 27.6650647362 2800.0 0.0 1.0 -0.09 0.0 0.0 1.31 262.44
340.0 151.9 27.6650647362 0.0 0.0 1.0 -0.09 0.0 0.0 1.35 252.44
350.0 142.8 27.6650647362 0.0 0.0 1.0 -0.1 0.0 0.0 1.39 242.45
360.0 133.95 27.6650647362 0.0 0.0 1.0 -0.1 0.0 0.0 1.43 232.45
370.0 125.35 27.6650647362 0.0 0.0 1.0 -0.1 0.0 0.0 1.47 222.45
380.0 116.95 27.6650647362 0.0 0.0 1.0 -0.11 0.0 0.0 1.51 212.46
390.0 108.85 27.6650647362 0.0 0.0 1.0 -0.11 0.0 0.0 1.55 202.46
400.0 101.05 27.6650647362 0.0 0.0 1.0 -0.11 0.0 0.0 1.59 192.46
410.0 93.55 27.6650647362 0.0 0.0 1.0 -0.11 0.0 0.0 1.63 182.46
420.0 86.4 27.6650647362 0.0 0.0 1.0 -0.12 0.0 0.0 1.67 172.47
430.0 79.55 27.6650647362 0.0 0.0 1.0 -0.12 0.0 0.0 1.71 162.47
440.0 73.05 27.6650647362 0.0 0.0 1.0 -0.12 0.0 0.0 1.75 152.47
450.0 124.25 27.6650647362 0.0 0.0 1.0 -0.12 0.0 0.0 1.79 142.47
460.0 94.5 27.6650647362 0.0 0.0 1.0 -0.13 0.0 0.0 1.82 132.48
470.0 115.0 27.6650647362 0.0 0.0 1.0 -0.13 0.0 0.0 1.86 122.48
480.0 104.0 27.6650647362 5600.0 0.0 1.0 -0.13 0.0 0.0 1.9 112.48
490.0 95.6 27.6650647362 19600.0 5.0 1.0 -0.14 0.0 0.0 1.94 102.49
500.0 89.45 28.0 245000.0 54.0 1.0 -0.14 0.0 0.0 1.98 92.49
510.0 77.05 27.6650647362 61600.0 4.0 1.0 -0.14 0.0 0.0 2.02 82.49
520.0 71.2 28.0 184800.0 45.0 1.0 -0.14 0.0 0.0 2.06 72.49
530.0 61.65 28.0 91000.0 17.0 1.0 -0.15 0.0 0.0 2.1 62.5
540.0 52.1 28.0 155400.0 48.0 1.0 -0.15 0.0 0.0 2.14 52.5
550.0 40.9 28.0 340200.0 300.0 1.0 -0.15 0.0 0.002 2.18 42.5
560.0 32.9 28.0 93800.0 76.0 0.999 -0.17 0.0002 0.076 2.22 32.51
570.0 21.35 27.6650647362 131600.0 168.0 0.987 -0.33 0.0032 1.234 2.23 22.55
580.0 11.25 27.6650647362 180600.0 562.0 0.891 -1.11 0.01806 6.956 2.04 13.06
590.0 2.65 7.0 137200.0 1588.0 0.6 -2.09 0.03744 14.42 1.39 5.49
600.0 0.05 10.75 1561000.0 2769.0 0.238 -1.64 0.03 11.558 0.55 1.43
610.0 0.05 21.75 299600.0 257.0 0.048 -0.53 0.00974 3.753 0.11 0.21
620.0 0.05 32.0 299600.0 131.0 0.005 -0.07 0.00134 0.516 0.01 0.02
630.0 0.05 41.5 190400.0 30.0 0.0 -0.0 8e-05 0.031 0.0 0.0
640.0 0.05 50.5 334600.0 18.0 0.0 -0.0 0.0 0.001 0.0 0.0
650.0 0.05 59.5 422800.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
660.0 0.05 68.0 170800.0 24.0 0.0 -0.0 0.0 0.0 0.0 0.0
670.0 0.05 76.0 50400.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
680.0 0.05 84.0 63000.0 1.0 0.0 -0.0 0.0 0.0 0.0 -0.0
690.0 0.05 92.0 30800.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
700.0 1.0 27.6650647362 1400.0 0.0 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
330.0 0.4 27.6650647362 2800.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
340.0 0.05 27.6650647362 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
350.0 0.1 27.6650647362 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
360.0 4.35 27.6650647362 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
370.0 5.6 27.6650647362 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
380.0 7.1 27.6650647362 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
390.0 8.9 27.6650647362 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
400.0 0.25 27.6650647362 9800.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
410.0 13.4 27.6650647362 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
420.0 0.05 27.6650647362 12600.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
430.0 0.05 27.6650647362 23800.0 1.0 0.0 -0.0 0.0 0.0 -0.0 0.0
440.0 0.05 27.6650647362 57400.0 5.0 0.0 -0.0 0.0 0.0 -0.0 0.0
450.0 0.05 27.6650647362 282800.0 2.0 0.0 -0.0 0.0 0.0 -0.0 0.0
460.0 0.05 27.6650647362 77000.0 3.0 0.0 -0.0 0.0 0.0 -0.0 0.0
470.0 0.05 27.6650647362 65800.0 17.0 0.0 -0.0 0.0 0.0 -0.0 0.0
480.0 0.05 27.6650647362 211400.0 15.0 0.0 -0.0 0.0 0.0 -0.0 0.0
490.0 0.05 27.6650647362 149800.0 7.0 0.0 -0.0 0.0 0.0 -0.0 0.0
500.0 0.05 27.6650647362 518000.0 28.0 0.0 -0.0 0.0 0.0 -0.0 0.0
510.0 0.05 92.0 308000.0 9.0 0.0 -0.0 0.0 0.0 -0.0 0.0
520.0 0.05 81.5 189000.0 25.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
530.0 0.05 71.0 161000.0 20.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
540.0 0.05 60.0 189000.0 46.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
550.0 0.05 49.5 238000.0 33.0 -0.0 -0.0 0.0 0.002 -0.0 0.0
560.0 0.05 39.0 295400.0 103.0 -0.001 -0.01 0.0002 0.076 -0.0 0.0
570.0 0.1 31.0 212800.0 235.0 -0.013 -0.17 0.0032 1.234 -0.03 0.05
580.0 0.15 20.5 210000.0 443.0 -0.109 -0.94 0.01806 6.956 -0.26 0.54
590.0 0.9 13.0 53200.0 302.0 -0.4 -1.93 0.03744 14.42 -0.95 2.97
600.0 10.15 34.0 74200.0 132.0 -0.762 -1.47 0.03 11.558 -1.83 8.92
610.0 130.1 27.6650647362 0.0 0.0 -0.952 -0.36 0.00974 3.753 -2.31 17.69
620.0 30.0 57.0 23800.0 1.0 -0.995 0.1 0.00134 0.516 -2.45 27.49
630.0 46.5 27.6650647362 1400.0 0.0 -1.0 0.17 8e-05 0.031 -2.5 37.48
640.0 70.0 27.6650647362 0.0 0.0 -1.0 0.18 0.0 0.001 -2.54 47.47
650.0 164.85 27.6650647362 0.0 0.0 -1.0 0.18 0.0 0.0 -2.58 57.47
660.0 87.5 27.6650647362 0.0 0.0 -1.0 0.18 0.0 0.0 -2.62 67.47
670.0 182.95 27.6650647362 0.0 0.0 -1.0 0.19 0.0 0.0 -2.66 77.46
680.0 192.15 27.6650647362 0.0 0.0 -1.0 0.19 0.0 0.0 -2.7 87.46
690.0 201.4 80.0 0.0 0.0 -1.0 0.19 0.0 0.0 -2.74 97.46
700.0 210.75 27.6650647362 0.0 0.0 -1.0 0.19 0.0 0.0 -2.78 107.46

Get Clearnifty's Android App.

Get clearnifty on Google Play
Get clearnifty on Google Play