TATAMOTORS Options

Date: 26Jul2018 Expiry date: 26Jul2018

Underlying Price: 258.25 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
240.0 17.85 31.0 57000.0 28.0 1.0 -0.07 5e-05 0.004 0.95 18.32
250.0 8.05 31.0 100500.0 720.0 0.957 -0.3 0.01856 1.5 0.95 8.41
260.0 0.15 10.5 1984500.0 6405.0 0.372 -0.97 0.07613 6.153 0.38 1.26
270.0 0.05 35.0 3144000.0 3823.0 0.011 -0.07 0.00585 0.473 0.01 0.02
280.0 0.05 58.5 4015500.0 1181.0 0.0 -0.0 1e-05 0.001 0.0 0.0
290.0 0.05 80.0 2367000.0 291.0 0.0 -0.0 0.0 0.0 0.0 0.0
300.0 0.05 30.5414025162 5148000.0 313.0 0.0 -0.0 0.0 0.0 0.0 -0.0
310.0 0.05 30.5414025162 2229000.0 50.0 0.0 -0.0 0.0 0.0 0.0 0.0
320.0 0.05 30.5414025162 1615500.0 46.0 0.0 -0.0 0.0 0.0 0.0 0.0
330.0 0.05 30.5414025162 777000.0 15.0 0.0 -0.0 0.0 0.0 0.0 0.0
340.0 0.05 30.5414025162 468000.0 11.0 0.0 -0.0 0.0 0.0 0.0 0.0
350.0 0.05 30.5414025162 498000.0 9.0 0.0 -0.0 0.0 0.0 0.0 0.0
360.0 0.05 30.5414025162 220500.0 51.0 0.0 -0.0 0.0 0.0 0.0 0.0
370.0 0.05 30.5414025162 91500.0 33.0 0.0 -0.0 0.0 0.0 0.0 0.0
380.0 0.05 30.5414025162 82500.0 6.0 0.0 -0.0 0.0 0.0 0.0 0.0
390.0 0.05 30.5414025162 21000.0 14.0 0.0 -0.0 0.0 0.0 0.0 0.0
400.0 0.05 30.5414025162 177000.0 59.0 0.0 -0.0 0.0 0.0 0.0 0.0
410.0 0.05 30.5414025162 16500.0 10.0 0.0 -0.0 0.0 0.0 0.0 0.0
420.0 0.05 30.5414025162 42000.0 17.0 0.0 -0.0 0.0 0.0 0.0 0.0
430.0 0.05 30.5414025162 6000.0 4.0 0.0 -0.0 0.0 0.0 0.0 0.0
440.0 0.05 30.5414025162 1500.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
450.0 0.05 30.5414025162 37500.0 22.0 0.0 -0.0 0.0 0.0 0.0 0.0
460.0 0.05 30.5414025162 27000.0 16.0 0.0 -0.0 0.0 0.0 0.0 0.0
470.0 0.05 30.5414025162 78000.0 35.0 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 81.0 769500.0 1.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
240.0 0.05 55.0 1681500.0 44.0 -0.0 -0.0 5e-05 0.004 -0.0 0.0
250.0 0.05 27.5 1975500.0 975.0 -0.043 -0.23 0.01856 1.5 -0.04 0.09
260.0 1.65 7.0 426000.0 4167.0 -0.628 -0.89 0.07613 6.153 -0.66 2.94
270.0 12.05 31.0 468000.0 553.0 -0.989 0.0 0.00585 0.473 -1.06 11.69
280.0 21.9 31.0 171000.0 235.0 -1.0 0.08 1e-05 0.001 -1.11 21.67
290.0 31.85 31.0 58500.0 64.0 -1.0 0.08 0.0 0.0 -1.15 31.67
300.0 41.85 31.0 468000.0 125.0 -1.0 0.08 0.0 0.0 -1.19 41.67
310.0 51.6 31.0 118500.0 37.0 -1.0 0.09 0.0 0.0 -1.23 51.66
320.0 62.05 31.0 55500.0 48.0 -1.0 0.09 0.0 0.0 -1.27 61.66
330.0 71.5 31.0 13500.0 20.0 -1.0 0.09 0.0 0.0 -1.31 71.66
340.0 82.0 31.0 12000.0 19.0 -1.0 0.09 0.0 0.0 -1.35 81.66
350.0 93.75 31.0 19500.0 22.0 -1.0 0.1 0.0 0.0 -1.39 91.65
360.0 101.0 31.0 66000.0 15.0 -1.0 0.1 0.0 0.0 -1.43 101.65
370.0 111.05 31.0 15000.0 31.0 -1.0 0.1 0.0 0.0 -1.47 111.65
380.0 121.7 31.0 1500.0 7.0 -1.0 0.11 0.0 0.0 -1.51 121.64
390.0 128.4 31.0 0.0 17.0 -1.0 0.11 0.0 0.0 -1.55 131.64
400.0 142.3 31.0 69000.0 63.0 -1.0 0.11 0.0 0.0 -1.59 141.64
410.0 151.8 31.0 3000.0 14.0 -1.0 0.11 0.0 0.0 -1.63 151.64
420.0 161.95 31.0 19500.0 22.0 -1.0 0.12 0.0 0.0 -1.67 161.63
430.0 171.7 31.0 0.0 6.0 -1.0 0.12 0.0 0.0 -1.71 171.63
440.0 179.2 31.0 0.0 2.0 -1.0 0.12 0.0 0.0 -1.75 181.63
450.0 191.75 31.0 10500.0 37.0 -1.0 0.12 0.0 0.0 -1.79 191.63
460.0 201.25 31.0 6000.0 20.0 -1.0 0.13 0.0 0.0 -1.82 201.62
470.0 211.65 31.0 34500.0 53.0 -1.0 0.13 0.0 0.0 -1.86 211.62

Get Clearnifty's Android App.

Get clearnifty on Google Play
Get clearnifty on Google Play