TATAMOTORS Options

Date: 30Aug2018 Expiry date: 30Aug2018

Underlying Price: 259.35 Trading Days to Expiry: 1.0 Risk Free Interest Rate: 7%

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Call Options
Strike Price Option Price Implied Volatility Open Interest Number of Contracts Delta Theta Gamma Vega Rho Black Scholes Price
200.0 60.4 30.0 6000.0 7.0 1.0 -0.06 0.0 0.0 0.79 59.41
230.0 29.0 30.0 7500.0 6.0 1.0 -0.06 0.0 0.0 0.91 29.41
240.0 19.4 30.0 31500.0 19.0 1.0 -0.07 1e-05 0.001 0.95 19.42
250.0 9.05 30.0 207000.0 187.0 0.976 -0.2 0.01155 0.919 0.97 9.46
260.0 0.2 6.5 1717500.0 3762.0 0.457 -1.0 0.08144 6.48 0.46 1.67
270.0 0.05 32.5 3906000.0 1748.0 0.017 -0.1 0.00868 0.691 0.02 0.03
280.0 0.05 56.0 5080500.0 327.0 0.0 -0.0 2e-05 0.002 0.0 0.0
290.0 0.05 77.0 2350500.0 15.0 0.0 -0.0 0.0 0.0 0.0 0.0
300.0 0.05 97.0 3840000.0 43.0 0.0 -0.0 0.0 0.0 0.0 0.0
310.0 0.05 29.8110071024 756000.0 122.0 0.0 -0.0 0.0 0.0 0.0 0.0
320.0 0.05 29.8110071024 691500.0 12.0 0.0 -0.0 0.0 0.0 0.0 0.0
330.0 0.05 29.8110071024 213000.0 18.0 0.0 -0.0 0.0 0.0 0.0 0.0
340.0 0.05 29.8110071024 168000.0 19.0 0.0 -0.0 0.0 0.0 0.0 0.0
350.0 0.05 29.8110071024 205500.0 11.0 0.0 -0.0 0.0 0.0 0.0 0.0
360.0 0.05 29.8110071024 82500.0 11.0 0.0 -0.0 0.0 0.0 0.0 0.0
370.0 0.05 29.8110071024 28500.0 15.0 0.0 -0.0 0.0 0.0 0.0 0.0
380.0 0.05 29.8110071024 10500.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
390.0 0.05 29.8110071024 22500.0 15.0 0.0 -0.0 0.0 0.0 0.0 0.0
400.0 0.05 29.8110071024 118500.0 57.0 0.0 -0.0 0.0 0.0 0.0 0.0
410.0 0.05 29.8110071024 22500.0 11.0 0.0 -0.0 0.0 0.0 0.0 0.0
420.0 0.05 29.8110071024 112500.0 57.0 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
200.0 0.05 29.8110071024 166500.0 5.0 0.0 -0.0 0.0 0.0 -0.0 0.0
210.0 0.05 29.8110071024 397500.0 1.0 0.0 -0.0 0.0 0.0 -0.0 0.0
220.0 0.05 29.8110071024 1143000.0 3.0 0.0 -0.0 0.0 0.0 -0.0 0.0
230.0 0.05 84.0 1576500.0 9.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
240.0 0.05 57.0 1954500.0 117.0 -0.0 -0.0 1e-05 0.001 -0.0 0.0
250.0 0.05 30.5 2719500.0 453.0 -0.024 -0.14 0.01155 0.919 -0.02 0.04
260.0 0.9 9.0 778500.0 4284.0 -0.543 -0.93 0.08144 6.48 -0.57 2.25
270.0 10.6 30.0 334500.0 245.0 -0.983 -0.03 0.00868 0.691 -1.05 10.6
280.0 20.55 30.0 177000.0 148.0 -1.0 0.08 2e-05 0.002 -1.11 20.57
290.0 30.8 30.0 33000.0 32.0 -1.0 0.08 0.0 0.0 -1.15 30.57
300.0 40.6 30.0 30000.0 57.0 -1.0 0.08 0.0 0.0 -1.19 40.57
310.0 50.65 30.0 123000.0 35.0 -1.0 0.09 0.0 0.0 -1.23 50.56
320.0 60.65 30.0 55500.0 34.0 -1.0 0.09 0.0 0.0 -1.27 60.56
330.0 70.8 30.0 9000.0 30.0 -1.0 0.09 0.0 0.0 -1.31 70.56
340.0 80.6 30.0 6000.0 16.0 -1.0 0.09 0.0 0.0 -1.35 80.56
350.0 90.25 30.0 16500.0 14.0 -1.0 0.1 0.0 0.0 -1.39 90.55
360.0 99.35 30.0 69000.0 9.0 -1.0 0.1 0.0 0.0 -1.43 100.55
370.0 109.9 30.0 15000.0 24.0 -1.0 0.1 0.0 0.0 -1.47 110.55
380.0 120.85 30.0 3000.0 4.0 -1.0 0.11 0.0 0.0 -1.51 120.54
390.0 129.2 30.0 4500.0 16.0 -1.0 0.11 0.0 0.0 -1.55 130.54
400.0 140.5 30.0 27000.0 61.0 -1.0 0.11 0.0 0.0 -1.59 140.54
410.0 148.8 30.0 6000.0 15.0 -1.0 0.11 0.0 0.0 -1.63 150.54
420.0 161.0 30.0 37500.0 118.0 -1.0 0.12 0.0 0.0 -1.67 160.53

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