TATAMOTORS Options
Date: 26Sep2019 Expiry date: 26Sep2019
Underlying Price: 124.5 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 75.0 | 49.1 | 73.0 | 3000.0 | 3.0 | 1.0 | -0.02 | 0.0 | 0.0 | 0.3 | 49.52 |
| 80.0 | 45.0 | 73.0 | 3000.0 | 2.0 | 1.0 | -0.02 | 0.0 | 0.0 | 0.32 | 44.52 |
| 85.0 | 38.5 | 73.0 | 6000.0 | 0.0 | 1.0 | -0.02 | 0.0 | 0.0 | 0.34 | 39.52 |
| 90.0 | 40.5 | 72.0092036578 | 9000.0 | 0.0 | 1.0 | -0.02 | 0.0 | 0.0 | 0.36 | 34.52 |
| 95.0 | 28.8 | 73.0 | 30000.0 | 0.0 | 1.0 | -0.03 | 0.0 | 0.0 | 0.38 | 29.53 |
| 100.0 | 23.5 | 73.0 | 18000.0 | 17.0 | 1.0 | -0.03 | 0.0 | 0.0 | 0.4 | 24.53 |
| 105.0 | 19.6 | 73.0 | 111000.0 | 14.0 | 1.0 | -0.03 | 5e-05 | 0.002 | 0.42 | 19.53 |
| 110.0 | 14.65 | 73.0 | 81000.0 | 29.0 | 0.997 | -0.06 | 0.00157 | 0.07 | 0.43 | 14.54 |
| 115.0 | 9.75 | 73.0 | 1101000.0 | 115.0 | 0.962 | -0.26 | 0.01453 | 0.643 | 0.44 | 9.62 |
| 120.0 | 4.5 | 47.0 | 1233000.0 | 860.0 | 0.8 | -0.82 | 0.04963 | 2.198 | 0.37 | 5.18 |
| 125.0 | 0.25 | 14.0 | 450000.0 | 1608.0 | 0.476 | -1.14 | 0.07053 | 3.124 | 0.23 | 2.03 |
| 130.0 | 0.05 | 39.0 | 1503000.0 | 1358.0 | 0.178 | -0.74 | 0.04609 | 2.042 | 0.09 | 0.53 |
| 135.0 | 0.05 | 65.0 | 1815000.0 | 224.0 | 0.04 | -0.24 | 0.01511 | 0.669 | 0.02 | 0.09 |
| 140.0 | 0.05 | 89.0 | 1917000.0 | 189.0 | 0.005 | -0.04 | 0.00268 | 0.119 | 0.0 | 0.01 |
| 145.0 | 0.05 | 72.0092036578 | 1479000.0 | 19.0 | 0.0 | -0.0 | 0.00027 | 0.012 | 0.0 | 0.0 |
| 150.0 | 0.05 | 72.0092036578 | 3291000.0 | 29.0 | 0.0 | -0.0 | 2e-05 | 0.001 | 0.0 | 0.0 |
| 155.0 | 0.05 | 72.0092036578 | 501000.0 | 29.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 160.0 | 0.05 | 72.0092036578 | 1290000.0 | 9.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 165.0 | 0.05 | 72.0092036578 | 198000.0 | 2.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 170.0 | 0.05 | 72.0092036578 | 213000.0 | 3.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 175.0 | 0.05 | 72.0092036578 | 27000.0 | 3.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 180.0 | 0.05 | 72.0092036578 | 57000.0 | 8.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 185.0 | 9.4 | 72.0092036578 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 190.0 | 0.05 | 72.0092036578 | 63000.0 | 1.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 195.0 | 0.05 | 72.0092036578 | 3000.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 200.0 | 0.05 | 72.0092036578 | 30000.0 | 5.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 205.0 | 4.85 | 72.0092036578 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 210.0 | 0.05 | 72.0092036578 | 123000.0 | 16.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 215.0 | 3.4 | 72.0092036578 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 220.0 | 0.15 | 72.0092036578 | 9000.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 225.0 | 2.35 | 72.0092036578 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 230.0 | 1.95 | 72.0092036578 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 235.0 | 0.05 | 72.0092036578 | 3000.0 | 1.0 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 75.0 | 0.05 | 72.0092036578 | 333000.0 | 1.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 80.0 | 0.05 | 72.0092036578 | 483000.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 85.0 | 0.05 | 72.0092036578 | 234000.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 90.0 | 0.05 | 72.0092036578 | 1221000.0 | 0.0 | -0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 95.0 | 0.05 | 72.0092036578 | 432000.0 | 2.0 | -0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 100.0 | 0.05 | 72.0092036578 | 2280000.0 | 15.0 | -0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 105.0 | 0.05 | 72.0092036578 | 1572000.0 | 2.0 | -0.0 | -0.0 | 5e-05 | 0.002 | -0.0 | 0.0 |
| 110.0 | 0.05 | 95.0 | 1581000.0 | 82.0 | -0.003 | -0.02 | 0.00157 | 0.07 | -0.0 | 0.0 |
| 115.0 | 0.05 | 65.0 | 1467000.0 | 279.0 | -0.038 | -0.23 | 0.01453 | 0.643 | -0.02 | 0.09 |
| 120.0 | 0.15 | 45.0 | 1677000.0 | 1431.0 | -0.2 | -0.78 | 0.04963 | 2.198 | -0.1 | 0.65 |
| 125.0 | 0.75 | 16.0 | 279000.0 | 1286.0 | -0.524 | -1.11 | 0.07053 | 3.124 | -0.27 | 2.5 |
| 130.0 | 5.7 | 71.0 | 582000.0 | 565.0 | -0.822 | -0.7 | 0.04609 | 2.042 | -0.43 | 6.0 |
| 135.0 | 10.15 | 73.0 | 540000.0 | 100.0 | -0.96 | -0.2 | 0.01511 | 0.669 | -0.52 | 10.55 |
| 140.0 | 15.3 | 73.0 | 138000.0 | 60.0 | -0.995 | -0.0 | 0.00268 | 0.119 | -0.55 | 15.47 |
| 145.0 | 20.25 | 73.0 | 72000.0 | 13.0 | -1.0 | 0.04 | 0.00027 | 0.012 | -0.58 | 20.46 |
| 150.0 | 26.15 | 73.0 | 33000.0 | 49.0 | -1.0 | 0.04 | 2e-05 | 0.001 | -0.6 | 25.46 |
| 155.0 | 30.75 | 73.0 | 30000.0 | 33.0 | -1.0 | 0.04 | 0.0 | 0.0 | -0.61 | 30.46 |
| 160.0 | 35.5 | 73.0 | 27000.0 | 6.0 | -1.0 | 0.04 | 0.0 | 0.0 | -0.63 | 35.46 |
| 165.0 | 41.2 | 73.0 | 6000.0 | 2.0 | -1.0 | 0.05 | 0.0 | 0.0 | -0.65 | 40.45 |
| 170.0 | 46.15 | 73.0 | 3000.0 | 4.0 | -1.0 | 0.05 | 0.0 | 0.0 | -0.67 | 45.45 |
| 175.0 | 50.0 | 73.0 | 12000.0 | 3.0 | -1.0 | 0.05 | 0.0 | 0.0 | -0.69 | 50.45 |
| 180.0 | 55.3 | 73.0 | 9000.0 | 12.0 | -1.0 | 0.05 | 0.0 | 0.0 | -0.71 | 55.45 |
| 185.0 | 60.05 | 73.0 | 3000.0 | 1.0 | -1.0 | 0.05 | 0.0 | 0.0 | -0.73 | 60.45 |
| 190.0 | 65.3 | 73.0 | 6000.0 | 5.0 | -1.0 | 0.05 | 0.0 | 0.0 | -0.75 | 65.45 |
| 195.0 | 70.85 | 73.0 | 3000.0 | 1.0 | -1.0 | 0.05 | 0.0 | 0.0 | -0.77 | 70.45 |
| 200.0 | 76.2 | 73.0 | 24000.0 | 17.0 | -1.0 | 0.06 | 0.0 | 0.0 | -0.79 | 75.44 |
| 205.0 | 40.55 | 72.0092036578 | 0.0 | 0.0 | -1.0 | 0.06 | 0.0 | 0.0 | -0.81 | 80.44 |
| 210.0 | 85.25 | 73.0 | 6000.0 | 8.0 | -1.0 | 0.06 | 0.0 | 0.0 | -0.83 | 85.44 |
| 215.0 | 48.95 | 72.0092036578 | 0.0 | 0.0 | -1.0 | 0.06 | 0.0 | 0.0 | -0.85 | 90.44 |
| 220.0 | 96.2 | 73.0 | 3000.0 | 2.0 | -1.0 | 0.06 | 0.0 | 0.0 | -0.87 | 95.44 |
| 225.0 | 100.7 | 73.0 | 0.0 | 1.0 | -1.0 | 0.06 | 0.0 | 0.0 | -0.89 | 100.44 |
| 230.0 | 106.0 | 73.0 | 3000.0 | 19.0 | -1.0 | 0.06 | 0.0 | 0.0 | -0.91 | 105.44 |
| 235.0 | 110.5 | 73.0 | 33000.0 | 7.0 | -1.0 | 0.07 | 0.0 | 0.0 | -0.93 | 110.43 |
