TATAMOTORS Options
Date: 30Jan2020 Expiry date: 30Jan2020
Underlying Price: 186.2 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 120.0 | 67.25 | 43.0 | 43000.0 | 2.0 | 1.0 | -0.03 | 0.0 | 0.0 | 0.48 | 66.23 |
| 125.0 | 69.0 | 42.7866188348 | 0.0 | 0.0 | 1.0 | -0.03 | 0.0 | 0.0 | 0.5 | 61.23 |
| 130.0 | 58.5 | 43.0 | 12900.0 | 2.0 | 1.0 | -0.04 | 0.0 | 0.0 | 0.52 | 56.24 |
| 135.0 | 47.0 | 42.7866188348 | 4300.0 | 0.0 | 1.0 | -0.04 | 0.0 | 0.0 | 0.54 | 51.24 |
| 140.0 | 46.75 | 43.0 | 21500.0 | 7.0 | 1.0 | -0.04 | 0.0 | 0.0 | 0.56 | 46.24 |
| 145.0 | 41.0 | 43.0 | 17200.0 | 4.0 | 1.0 | -0.04 | 0.0 | 0.0 | 0.58 | 41.24 |
| 150.0 | 37.1 | 43.0 | 43000.0 | 2.0 | 1.0 | -0.04 | 0.0 | 0.0 | 0.6 | 36.24 |
| 155.0 | 30.0 | 43.0 | 30100.0 | 2.0 | 1.0 | -0.04 | 0.0 | 0.0 | 0.61 | 31.24 |
| 160.0 | 26.1 | 43.0 | 25800.0 | 9.0 | 1.0 | -0.04 | 0.0 | 0.0 | 0.63 | 26.24 |
| 165.0 | 21.9 | 43.0 | 21500.0 | 2.0 | 1.0 | -0.05 | 0.0 | 0.0 | 0.65 | 21.25 |
| 170.0 | 16.0 | 43.0 | 90300.0 | 9.0 | 1.0 | -0.05 | 0.00024 | 0.014 | 0.67 | 16.25 |
| 175.0 | 11.1 | 43.0 | 258000.0 | 58.0 | 0.99 | -0.12 | 0.00532 | 0.313 | 0.69 | 11.27 |
| 180.0 | 6.9 | 46.0 | 288100.0 | 331.0 | 0.9 | -0.49 | 0.03503 | 2.062 | 0.64 | 6.49 |
| 185.0 | 1.3 | 11.0 | 361200.0 | 2900.0 | 0.604 | -1.0 | 0.07679 | 4.52 | 0.44 | 2.68 |
| 190.0 | 0.1 | 22.5 | 2438100.0 | 5688.0 | 0.234 | -0.78 | 0.06109 | 3.596 | 0.17 | 0.68 |
| 195.0 | 0.05 | 38.0 | 1569500.0 | 5555.0 | 0.046 | -0.24 | 0.01908 | 1.123 | 0.03 | 0.09 |
| 200.0 | 0.05 | 55.0 | 5327700.0 | 4878.0 | 0.004 | -0.03 | 0.00251 | 0.148 | 0.0 | 0.01 |
| 205.0 | 0.05 | 71.0 | 1788800.0 | 631.0 | 0.0 | -0.0 | 0.00015 | 0.009 | 0.0 | 0.0 |
| 210.0 | 0.05 | 86.0 | 2657400.0 | 407.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 215.0 | 0.05 | 42.7866188348 | 688000.0 | 15.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 220.0 | 0.05 | 42.7866188348 | 1539400.0 | 14.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 225.0 | 0.05 | 42.7866188348 | 524600.0 | 10.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 230.0 | 0.05 | 42.7866188348 | 1027700.0 | 14.0 | 0.0 | -0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| 235.0 | 0.05 | 42.7866188348 | 159100.0 | 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| 120.0 | 0.05 | 42.7866188348 | 292400.0 | 2.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 125.0 | 0.1 | 42.7866188348 | 8600.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 130.0 | 0.05 | 42.7866188348 | 81700.0 | 2.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 135.0 | 0.1 | 42.7866188348 | 68800.0 | 0.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 140.0 | 0.05 | 42.7866188348 | 447200.0 | 5.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 145.0 | 0.05 | 42.7866188348 | 103200.0 | 4.0 | 0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 150.0 | 0.05 | 42.7866188348 | 550400.0 | 2.0 | -0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 155.0 | 0.05 | 42.7866188348 | 210700.0 | 3.0 | -0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 160.0 | 0.05 | 42.7866188348 | 645000.0 | 9.0 | -0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 165.0 | 0.05 | 88.0 | 279500.0 | 2.0 | -0.0 | -0.0 | 0.0 | 0.0 | -0.0 | 0.0 |
| 170.0 | 0.05 | 69.0 | 838500.0 | 80.0 | -0.0 | -0.0 | 0.00024 | 0.014 | -0.0 | 0.0 |
| 175.0 | 0.05 | 50.0 | 915900.0 | 333.0 | -0.01 | -0.07 | 0.00532 | 0.313 | -0.01 | 0.02 |
| 180.0 | 0.05 | 30.0 | 1277100.0 | 1361.0 | -0.1 | -0.44 | 0.03503 | 2.062 | -0.08 | 0.24 |
| 185.0 | 0.1 | 10.5 | 627800.0 | 2834.0 | -0.396 | -0.95 | 0.07679 | 4.52 | -0.3 | 1.43 |
| 190.0 | 4.05 | 37.0 | 447200.0 | 1438.0 | -0.766 | -0.73 | 0.06109 | 3.596 | -0.58 | 4.42 |
| 195.0 | 9.0 | 43.0 | 275200.0 | 185.0 | -0.954 | -0.19 | 0.01908 | 1.123 | -0.74 | 8.84 |
| 200.0 | 13.75 | 43.0 | 232200.0 | 250.0 | -0.996 | 0.02 | 0.00251 | 0.148 | -0.79 | 13.75 |
| 205.0 | 20.35 | 42.7866188348 | 34400.0 | 4.0 | -1.0 | 0.06 | 0.00015 | 0.009 | -0.81 | 18.74 |
| 210.0 | 24.6 | 43.0 | 47300.0 | 14.0 | -1.0 | 0.06 | 0.0 | 0.0 | -0.83 | 23.74 |
| 215.0 | 26.1 | 42.7866188348 | 12900.0 | 1.0 | -1.0 | 0.06 | 0.0 | 0.0 | -0.85 | 28.74 |
| 220.0 | 34.0 | 43.0 | 4300.0 | 2.0 | -1.0 | 0.06 | 0.0 | 0.0 | -0.87 | 33.74 |
| 225.0 | 33.4 | 42.7866188348 | 8600.0 | 0.0 | -1.0 | 0.06 | 0.0 | 0.0 | -0.89 | 38.74 |
| 230.0 | 44.3 | 43.0 | 17200.0 | 4.0 | -1.0 | 0.06 | 0.0 | 0.0 | -0.91 | 43.74 |
| 235.0 | 48.5 | 43.0 | 4300.0 | 1.0 | -1.0 | 0.07 | 0.0 | 0.0 | -0.93 | 48.73 |
