TORNTPOWER Options

Date: 22Feb2018 Expiry date: 22Feb2018

Underlying Price: 254.35 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
250.0 8.75 93.0 12000.0 1.0 0.758 -1.07 0.04809 5.009 0.74 5.36
255.0 0.15 5.75 6000.0 2.0 0.47 -1.33 0.0612 6.374 0.46 2.32
260.0 0.2 27.0 48000.0 27.0 0.202 -0.93 0.04328 4.508 0.2 0.72
265.0 0.05 33.0 30000.0 11.0 0.057 -0.38 0.01758 1.831 0.06 0.16
270.0 0.05 45.0 78000.0 10.0 0.01 -0.09 0.00423 0.441 0.01 0.02
280.0 0.05 68.0 69000.0 7.0 0.0 -0.0 6e-05 0.006 0.0 0.0
320.0 0.05 40.573176234 51000.0 2.0 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
225.0 3.0 40.573176234 9000.0 3.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
235.0 3.0 40.573176234 18000.0 5.0 -0.001 -0.01 0.00047 0.049 -0.0 0.0
240.0 0.1 50.0 27000.0 1.0 -0.011 -0.09 0.0044 0.458 -0.01 0.02
245.0 0.05 31.0 30000.0 9.0 -0.068 -0.42 0.02026 2.11 -0.07 0.2
250.0 0.2 23.0 21000.0 6.0 -0.242 -1.0 0.04809 5.009 -0.25 0.94
255.0 1.0 11.0 6000.0 8.0 -0.53 -1.25 0.0612 6.374 -0.55 2.9
260.0 7.0 48.0 24000.0 9.0 -0.798 -0.86 0.04328 4.508 -0.83 6.3
270.0 12.0 40.573176234 21000.0 8.0 -0.99 -0.02 0.00423 0.441 -1.06 15.6

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