TORNTPOWER Options

Date: 25Apr2019 Expiry date: 25Apr2019

Underlying Price: 252.45 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
160.0 90.15 23.0 0.0 0.0 1.0 -0.04 0.0 0.0 0.63 92.49
165.0 85.95 23.0 0.0 0.0 1.0 -0.05 0.0 0.0 0.65 87.5
170.0 80.35 23.0 0.0 0.0 1.0 -0.05 0.0 0.0 0.67 82.5
175.0 76.0 23.0 0.0 0.0 1.0 -0.05 0.0 0.0 0.69 77.5
180.0 70.75 23.0 0.0 0.0 1.0 -0.05 0.0 0.0 0.71 72.5
185.0 66.05 23.0 0.0 0.0 1.0 -0.05 0.0 0.0 0.73 67.5
190.0 61.3 23.0 0.0 0.0 1.0 -0.05 0.0 0.0 0.75 62.5
195.0 56.1 23.0 0.0 0.0 1.0 -0.05 0.0 0.0 0.77 57.5
200.0 52.2 23.0 0.0 0.0 1.0 -0.06 0.0 0.0 0.79 52.51
205.0 46.2 23.0 0.0 0.0 1.0 -0.06 0.0 0.0 0.81 47.51
210.0 43.6 23.0 0.0 0.0 1.0 -0.06 0.0 0.0 0.83 42.51
215.0 36.3 23.0 0.0 0.0 1.0 -0.06 0.0 0.0 0.85 37.51
220.0 35.7 75.5 0.0 0.0 1.0 -0.06 0.0 0.0 0.87 32.51
225.0 26.7 23.0 0.0 0.0 1.0 -0.06 0.0 0.0 0.89 27.51
230.0 28.6 22.1234175867 0.0 0.0 1.0 -0.06 0.0 0.0 0.91 22.51
235.0 17.9 23.0 0.0 0.0 1.0 -0.07 0.0 0.0 0.93 17.52
240.0 22.45 22.1234175867 0.0 0.0 1.0 -0.07 0.00014 0.008 0.95 12.52
245.0 10.65 90.0 0.0 0.0 0.985 -0.13 0.01062 0.594 0.96 7.54
250.0 1.0 22.1234175867 9000.0 3.0 0.766 -0.59 0.08709 4.873 0.76 3.0
255.0 0.2 15.5 9000.0 6.0 0.244 -0.57 0.08912 4.986 0.24 0.5
260.0 0.15 31.0 81000.0 28.0 0.018 -0.08 0.01283 0.718 0.02 0.02
265.0 0.5 61.0 18000.0 0.0 0.0 -0.0 0.00029 0.016 0.0 0.0
270.0 0.05 50.0 45000.0 6.0 0.0 -0.0 0.0 0.0 0.0 0.0
275.0 0.05 61.5 3000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
280.0 0.05 73.0 45000.0 4.0 0.0 -0.0 0.0 0.0 0.0 0.0
285.0 0.3 22.1234175867 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
290.0 0.05 93.0 3000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
295.0 0.1 22.1234175867 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
300.0 0.05 22.1234175867 21000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
305.0 0.05 22.1234175867 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
310.0 2.35 22.1234175867 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
315.0 0.05 22.1234175867 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
320.0 1.6 22.1234175867 0.0 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
160.0 0.05 22.1234175867 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
165.0 0.05 22.1234175867 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
170.0 0.15 22.1234175867 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
175.0 0.05 22.1234175867 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
180.0 0.3 22.1234175867 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
185.0 0.05 22.1234175867 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
190.0 0.7 22.1234175867 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
195.0 0.05 22.1234175867 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
200.0 1.45 22.1234175867 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
205.0 0.05 22.1234175867 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
210.0 2.7 22.1234175867 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
215.0 0.1 22.1234175867 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
220.0 4.6 22.1234175867 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
225.0 0.45 22.1234175867 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 -0.0
230.0 0.05 67.0 6000.0 1.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
235.0 1.6 22.1234175867 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
240.0 2.0 22.1234175867 3000.0 0.0 -0.0 -0.0 0.00014 0.008 -0.0 0.0
245.0 0.05 26.0 12000.0 2.0 -0.015 -0.06 0.01062 0.594 -0.01 0.02
250.0 0.05 10.75 18000.0 4.0 -0.234 -0.52 0.08709 4.873 -0.24 0.48
255.0 2.5 13.0 6000.0 2.0 -0.756 -0.5 0.08912 4.986 -0.77 2.98
260.0 9.0 57.0 6000.0 8.0 -0.982 -0.01 0.01283 0.718 -1.01 7.5
265.0 12.35 23.0 3000.0 1.0 -1.0 0.07 0.00029 0.016 -1.05 12.48
270.0 9.15 22.1234175867 0.0 0.0 -1.0 0.07 0.0 0.0 -1.07 17.48
275.0 24.4 22.1234175867 0.0 0.0 -1.0 0.08 0.0 0.0 -1.09 22.47
280.0 26.65 23.0 0.0 1.0 -1.0 0.08 0.0 0.0 -1.11 27.47
285.0 33.7 23.0 0.0 0.0 -1.0 0.08 0.0 0.0 -1.13 32.47
290.0 37.45 23.0 0.0 1.0 -1.0 0.08 0.0 0.0 -1.15 37.47
295.0 43.45 23.0 0.0 0.0 -1.0 0.08 0.0 0.0 -1.17 42.47
300.0 50.9 36.2607421875 0.0 0.0 -1.0 0.08 0.0 0.0 -1.19 47.47
305.0 53.35 23.0 0.0 0.0 -1.0 0.08 0.0 0.0 -1.21 52.47
310.0 59.65 23.0 0.0 0.0 -1.0 0.09 0.0 0.0 -1.23 57.46
315.0 63.25 23.0 0.0 0.0 -1.0 0.09 0.0 0.0 -1.25 62.46
320.0 68.75 23.0 0.0 0.0 -1.0 0.09 0.0 0.0 -1.27 67.46

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