TATAMOTORS Options
Date: 27Aug2020 Expiry date: 27Aug2020
Underlying Price: 144.25 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 52.5 | 36.6 | 52.4210281253 | 0.0 | 0.0 | 1.0 | -0.01 | 0.0 | 0.0 | 0.21 | 91.76 |
| 55.0 | 34.55 | 52.4210281253 | 0.0 | 0.0 | 1.0 | -0.02 | 0.0 | 0.0 | 0.22 | 89.27 |
| 57.5 | 32.55 | 52.4210281253 | 0.0 | 0.0 | 1.0 | -0.02 | 0.0 | 0.0 | 0.23 | 86.77 |
| 60.0 | 30.65 | 52.4210281253 | 0.0 | 0.0 | 1.0 | -0.02 | 0.0 | 0.0 | 0.24 | 84.27 |
| 62.5 | 28.8 | 52.4210281253 | 0.0 | 0.0 | 1.0 | -0.02 | 0.0 | 0.0 | 0.25 | 81.77 |
| 65.0 | 27.05 | 52.4210281253 | 0.0 | 0.0 | 1.0 | -0.02 | 0.0 | 0.0 | 0.26 | 79.27 |
| 67.5 | 25.35 | 52.4210281253 | 0.0 | 0.0 | 1.0 | -0.02 | 0.0 | 0.0 | 0.27 | 76.77 |
| 70.0 | 23.75 | 52.4210281253 | 0.0 | 0.0 | 1.0 | -0.02 | 0.0 | 0.0 | 0.28 | 74.27 |
| 72.5 | 22.25 | 52.4210281253 | 0.0 | 0.0 | 1.0 | -0.02 | 0.0 | 0.0 | 0.29 | 71.77 |
| 75.0 | 20.8 | 52.4210281253 | 0.0 | 0.0 | 1.0 | -0.02 | 0.0 | 0.0 | 0.3 | 69.27 |
| 77.5 | 19.4 | 52.4210281253 | 0.0 | 0.0 | 1.0 | -0.02 | 0.0 | 0.0 | 0.31 | 66.77 |
| 80.0 | 66.0 | 53.0 | 5700.0 | 1.0 | 1.0 | -0.02 | 0.0 | 0.0 | 0.32 | 64.27 |
| 82.5 | 16.9 | 52.4210281253 | 0.0 | 0.0 | 1.0 | -0.02 | 0.0 | 0.0 | 0.33 | 61.77 |
| 85.0 | 50.0 | 52.4210281253 | 28500.0 | 0.0 | 1.0 | -0.02 | 0.0 | 0.0 | 0.34 | 59.27 |
| 87.5 | 14.65 | 52.4210281253 | 0.0 | 0.0 | 1.0 | -0.02 | 0.0 | 0.0 | 0.35 | 56.77 |
| 90.0 | 50.3 | 52.4210281253 | 34200.0 | 2.0 | 1.0 | -0.02 | 0.0 | 0.0 | 0.36 | 54.27 |
| 92.5 | 19.5 | 52.4210281253 | 11400.0 | 0.0 | 1.0 | -0.03 | 0.0 | 0.0 | 0.37 | 51.78 |
| 95.0 | 49.0 | 53.0 | 57000.0 | 2.0 | 1.0 | -0.03 | 0.0 | 0.0 | 0.38 | 49.28 |
| 97.5 | 47.15 | 53.0 | 22800.0 | 1.0 | 1.0 | -0.03 | 0.0 | 0.0 | 0.39 | 46.78 |
| 100.0 | 45.2 | 53.0 | 108300.0 | 9.0 | 1.0 | -0.03 | 0.0 | 0.0 | 0.4 | 44.28 |
| 102.5 | 38.8 | 52.4210281253 | 142500.0 | 2.0 | 1.0 | -0.03 | 0.0 | 0.0 | 0.41 | 41.78 |
| 105.0 | 40.0 | 53.0 | 427500.0 | 26.0 | 1.0 | -0.03 | 0.0 | 0.0 | 0.42 | 39.28 |
| 107.5 | 32.8 | 52.4210281253 | 125400.0 | 1.0 | 1.0 | -0.03 | 0.0 | 0.0 | 0.43 | 36.78 |
| 110.0 | 34.1 | 53.0 | 661200.0 | 37.0 | 1.0 | -0.03 | 0.0 | 0.0 | 0.44 | 34.28 |
| 112.5 | 31.55 | 53.0 | 387600.0 | 11.0 | 1.0 | -0.03 | 0.0 | 0.0 | 0.45 | 31.78 |
| 115.0 | 29.0 | 53.0 | 222300.0 | 28.0 | 1.0 | -0.03 | 0.0 | 0.0 | 0.46 | 29.28 |
| 117.5 | 26.5 | 53.0 | 324900.0 | 10.0 | 1.0 | -0.03 | 0.0 | 0.0 | 0.47 | 26.78 |
| 120.0 | 24.85 | 53.0 | 957600.0 | 107.0 | 1.0 | -0.03 | 0.0 | 0.0 | 0.48 | 24.28 |
| 122.5 | 22.85 | 53.0 | 285000.0 | 32.0 | 1.0 | -0.03 | 0.0 | 0.0 | 0.49 | 21.78 |
| 125.0 | 19.25 | 53.0 | 461700.0 | 65.0 | 1.0 | -0.03 | 1e-05 | 0.0 | 0.5 | 19.28 |
| 127.5 | 17.65 | 53.0 | 148200.0 | 39.0 | 1.0 | -0.04 | 7e-05 | 0.003 | 0.51 | 16.79 |
| 130.0 | 14.65 | 53.0 | 655500.0 | 255.0 | 0.999 | -0.04 | 0.00054 | 0.023 | 0.52 | 14.29 |
| 132.5 | 11.95 | 53.0 | 473100.0 | 145.0 | 0.995 | -0.07 | 0.00287 | 0.124 | 0.52 | 11.79 |
| 135.0 | 9.2 | 53.0 | 883500.0 | 626.0 | 0.979 | -0.16 | 0.01063 | 0.46 | 0.52 | 9.33 |
| 137.5 | 7.35 | 56.0 | 250800.0 | 370.0 | 0.93 | -0.35 | 0.02817 | 1.22 | 0.5 | 6.94 |
| 140.0 | 4.7 | 53.0 | 319200.0 | 2513.0 | 0.824 | -0.65 | 0.05433 | 2.352 | 0.45 | 4.75 |
| 142.5 | 2.25 | 35.0 | 199500.0 | 1111.0 | 0.653 | -0.9 | 0.07749 | 3.354 | 0.36 | 2.92 |
| 145.0 | 0.35 | 18.0 | 427500.0 | 4612.0 | 0.447 | -0.96 | 0.08304 | 3.594 | 0.25 | 1.57 |
| 147.5 | 0.1 | 26.0 | 461700.0 | 1089.0 | 0.258 | -0.78 | 0.06782 | 2.936 | 0.14 | 0.73 |
| 150.0 | 0.05 | 35.0 | 1117200.0 | 2551.0 | 0.123 | -0.49 | 0.0428 | 1.853 | 0.07 | 0.29 |
| 152.5 | 0.05 | 46.5 | 39900.0 | 11.0 | 0.049 | -0.24 | 0.02114 | 0.915 | 0.03 | 0.09 |
| 155.0 | 0.05 | 58.0 | 68400.0 | 24.0 | 0.016 | -0.09 | 0.00827 | 0.358 | 0.01 | 0.03 |
| 157.5 | 0.05 | 68.0 | 45600.0 | 10.0 | 0.004 | -0.03 | 0.00259 | 0.112 | 0.0 | 0.01 |
Put Options
| Strike Price | Option Price | Implied Volatility | Open Interest | Number of Contracts | Delta | Theta | Gamma | Vega | Rho | Black Scholes Price |
|---|---|---|---|---|---|---|---|---|---|---|
| 52.5 | 0.05 | 52.4210281253 | 28500.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 55.0 | 0.05 | 52.4210281253 | 11400.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 57.5 | 2.35 | 52.4210281253 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 60.0 | 0.05 | 52.4210281253 | 74100.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 62.5 | 0.05 | 52.4210281253 | 5700.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 65.0 | 0.1 | 52.4210281253 | 91200.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 67.5 | 5.05 | 52.4210281253 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 70.0 | 0.05 | 52.4210281253 | 216600.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 72.5 | 6.85 | 52.4210281253 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 75.0 | 0.05 | 52.4210281253 | 689700.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 77.5 | 8.95 | 52.4210281253 | 0.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 80.0 | 0.05 | 52.4210281253 | 666900.0 | 1.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 82.5 | 0.05 | 52.4210281253 | 114000.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 85.0 | 0.05 | 52.4210281253 | 1020300.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 87.5 | 0.1 | 52.4210281253 | 148200.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 90.0 | 0.05 | 52.4210281253 | 2359800.0 | 2.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 92.5 | 0.05 | 52.4210281253 | 199500.0 | 1.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 95.0 | 0.05 | 52.4210281253 | 894900.0 | 1.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 97.5 | 0.05 | 52.4210281253 | 256500.0 | 1.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 100.0 | 0.05 | 52.4210281253 | 4029900.0 | 7.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 102.5 | 0.05 | 52.4210281253 | 387600.0 | 4.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 105.0 | 0.05 | 52.4210281253 | 1692900.0 | 23.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 107.5 | 0.05 | 52.4210281253 | 484500.0 | 1.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 110.0 | 0.05 | 52.4210281253 | 2017800.0 | 30.0 | -0.0 | -0.0 | 0.0 | 0.0 | -0.0 | -0.0 |
| 112.5 | 0.05 | 52.4210281253 | 604200.0 | 14.0 | -0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 115.0 | 0.05 | 52.4210281253 | 1607400.0 | 67.0 | -0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 117.5 | 0.05 | 52.4210281253 | 530100.0 | 22.0 | -0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 120.0 | 0.05 | 52.4210281253 | 3260400.0 | 69.0 | -0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 122.5 | 0.05 | 52.4210281253 | 729600.0 | 27.0 | -0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 125.0 | 0.05 | 52.4210281253 | 1265400.0 | 62.0 | -0.0 | -0.0 | 1e-05 | 0.0 | -0.0 | 0.0 |
| 127.5 | 0.05 | 93.0 | 330600.0 | 43.0 | -0.0 | -0.0 | 7e-05 | 0.003 | -0.0 | 0.0 |
| 130.0 | 0.05 | 80.0 | 1345200.0 | 240.0 | -0.001 | -0.01 | 0.00054 | 0.023 | -0.0 | 0.0 |
| 132.5 | 0.05 | 68.0 | 484500.0 | 150.0 | -0.005 | -0.03 | 0.00287 | 0.124 | -0.0 | 0.01 |
| 135.0 | 0.05 | 55.0 | 1333800.0 | 1375.0 | -0.021 | -0.12 | 0.01063 | 0.46 | -0.01 | 0.04 |
| 137.5 | 0.05 | 42.0 | 353400.0 | 603.0 | -0.07 | -0.32 | 0.02817 | 1.22 | -0.04 | 0.15 |
| 140.0 | 0.05 | 28.5 | 712500.0 | 1617.0 | -0.176 | -0.61 | 0.05433 | 2.352 | -0.1 | 0.46 |
| 142.5 | 0.05 | 14.5 | 290700.0 | 313.0 | -0.347 | -0.86 | 0.07749 | 3.354 | -0.2 | 1.13 |
| 145.0 | 0.4 | 52.4210281253 | 188100.0 | 461.0 | -0.553 | -0.92 | 0.08304 | 3.594 | -0.33 | 2.28 |
| 147.5 | 37.8 | 52.4210281253 | 0.0 | 0.0 | -0.742 | -0.74 | 0.06782 | 2.936 | -0.44 | 3.94 |
| 150.0 | 6.25 | 53.0 | 5700.0 | 1.0 | -0.877 | -0.45 | 0.0428 | 1.853 | -0.53 | 5.99 |
| 152.5 | 39.65 | 52.4210281253 | 0.0 | 0.0 | -0.951 | -0.2 | 0.02114 | 0.915 | -0.58 | 8.3 |
| 155.0 | 39.8 | 52.4210281253 | 0.0 | 0.0 | -0.984 | -0.05 | 0.00827 | 0.358 | -0.61 | 10.73 |
| 157.5 | 40.8 | 52.4210281253 | 0.0 | 0.0 | -0.996 | 0.01 | 0.00259 | 0.112 | -0.62 | 13.21 |
