TORNTPOWER Options

Date: 25Jul2019 Expiry date: 25Jul2019

Underlying Price: 300.65 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
160.0 146.4 28.0 3000.0 0.0 1.0 -0.04 0.0 0.0 0.63 140.69
165.0 90.35 27.7636500812 0.0 0.0 1.0 -0.05 0.0 0.0 0.65 135.7
170.0 85.45 27.7636500812 0.0 0.0 1.0 -0.05 0.0 0.0 0.67 130.7
175.0 80.55 27.7636500812 0.0 0.0 1.0 -0.05 0.0 0.0 0.69 125.7
180.0 75.65 27.7636500812 0.0 0.0 1.0 -0.05 0.0 0.0 0.71 120.7
185.0 70.75 27.7636500812 0.0 0.0 1.0 -0.05 0.0 0.0 0.73 115.7
190.0 65.9 27.7636500812 0.0 0.0 1.0 -0.05 0.0 0.0 0.75 110.7
195.0 61.1 27.7636500812 0.0 0.0 1.0 -0.05 0.0 0.0 0.77 105.7
200.0 56.3 27.7636500812 0.0 0.0 1.0 -0.06 0.0 0.0 0.79 100.71
205.0 51.6 27.7636500812 0.0 0.0 1.0 -0.06 0.0 0.0 0.81 95.71
210.0 46.95 27.7636500812 0.0 0.0 1.0 -0.06 0.0 0.0 0.83 90.71
215.0 42.45 27.7636500812 0.0 0.0 1.0 -0.06 0.0 0.0 0.85 85.71
220.0 38.1 27.7636500812 0.0 0.0 1.0 -0.06 0.0 0.0 0.87 80.71
225.0 33.95 27.7636500812 0.0 0.0 1.0 -0.06 0.0 0.0 0.89 75.71
230.0 30.0 27.7636500812 0.0 0.0 1.0 -0.06 0.0 0.0 0.91 70.71
235.0 26.3 27.7636500812 0.0 0.0 1.0 -0.07 0.0 0.0 0.93 65.72
240.0 65.0 27.7636500812 9000.0 0.0 1.0 -0.07 0.0 0.0 0.95 60.72
245.0 22.5 27.7636500812 0.0 0.0 1.0 -0.07 0.0 0.0 0.97 55.72
250.0 54.0 39.796875 6000.0 0.0 1.0 -0.07 0.0 0.0 0.99 50.72
255.0 14.2 27.7636500812 0.0 0.0 1.0 -0.07 0.0 0.0 1.01 45.72
260.0 42.7 28.0 6000.0 5.0 1.0 -0.07 0.0 0.0 1.03 40.72
265.0 40.5 27.7636500812 9000.0 0.0 1.0 -0.07 0.0 0.0 1.05 35.72
270.0 34.5 27.7636500812 12000.0 0.0 1.0 -0.07 0.0 0.0 1.07 30.72
275.0 12.85 27.7636500812 6000.0 0.0 1.0 -0.08 0.0 0.0 1.09 25.73
280.0 21.55 28.0 12000.0 4.0 1.0 -0.08 2e-05 0.002 1.11 20.73
285.0 19.7 27.7636500812 3000.0 0.0 0.999 -0.09 0.00066 0.066 1.13 15.73
290.0 13.1 75.0 36000.0 12.0 0.982 -0.2 0.0086 0.857 1.13 10.77
295.0 5.25 27.7636500812 15000.0 2.0 0.866 -0.64 0.04101 4.084 1.01 6.09
300.0 1.35 13.0 21000.0 29.0 0.559 -1.08 0.07505 7.474 0.66 2.48
305.0 0.1 15.5 24000.0 11.0 0.213 -0.78 0.05525 5.502 0.25 0.63
310.0 0.1 28.5 51000.0 19.0 0.042 -0.24 0.0171 1.703 0.05 0.09
315.0 0.05 35.5 69000.0 29.0 0.004 -0.03 0.00232 0.231 0.0 0.01
320.0 0.1 51.0 114000.0 9.0 0.0 -0.0 0.00014 0.014 0.0 0.0
325.0 0.05 55.5 15000.0 5.0 0.0 -0.0 0.0 0.0 0.0 0.0
330.0 0.05 65.0 51000.0 7.0 0.0 -0.0 0.0 0.0 0.0 0.0
335.0 0.1 81.0 21000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
340.0 0.05 82.0 99000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
345.0 0.45 27.7636500812 9000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
350.0 0.05 99.0 78000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
355.0 0.5 27.7636500812 3000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
360.0 0.05 27.7636500812 42000.0 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 27.7636500812 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
165.0 0.05 27.7636500812 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
170.0 0.05 27.7636500812 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
175.0 0.05 27.7636500812 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
180.0 0.05 27.7636500812 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
185.0 0.1 27.7636500812 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
190.0 0.15 27.7636500812 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
195.0 0.2 27.7636500812 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
200.0 0.35 27.7636500812 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
205.0 0.55 27.7636500812 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
210.0 0.85 27.7636500812 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
215.0 1.25 27.7636500812 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
220.0 0.35 27.7636500812 3000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
225.0 0.3 27.7636500812 3000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
230.0 0.7 27.7636500812 6000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
235.0 0.35 27.7636500812 3000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
240.0 0.05 27.7636500812 18000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
245.0 0.35 27.7636500812 9000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
250.0 0.05 27.7636500812 102000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
255.0 0.8 27.7636500812 9000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
260.0 0.1 27.7636500812 96000.0 3.0 0.0 -0.0 0.0 0.0 -0.0 0.0
265.0 0.05 86.0 6000.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
270.0 0.05 75.0 27000.0 1.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
275.0 2.1 27.7636500812 12000.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
280.0 0.05 52.0 120000.0 4.0 -0.0 -0.0 2e-05 0.002 -0.0 0.0
285.0 0.1 45.5 12000.0 0.0 -0.001 -0.01 0.00066 0.066 -0.0 0.0
290.0 0.1 33.0 45000.0 22.0 -0.018 -0.12 0.0086 0.857 -0.02 0.04
295.0 0.1 20.0 27000.0 14.0 -0.134 -0.56 0.04101 4.084 -0.16 0.36
300.0 0.65 13.0 30000.0 35.0 -0.441 -1.0 0.07505 7.474 -0.53 1.75
305.0 1.3 27.7636500812 12000.0 12.0 -0.787 -0.7 0.05525 5.502 -0.96 4.9
310.0 11.45 65.0 15000.0 3.0 -0.958 -0.15 0.0171 1.703 -1.18 9.35
315.0 13.4 27.7636500812 6000.0 0.0 -0.996 0.06 0.00232 0.231 -1.24 14.27
320.0 13.0 27.7636500812 12000.0 0.0 -1.0 0.09 0.00014 0.014 -1.27 19.26
325.0 67.45 27.7636500812 0.0 0.0 -1.0 0.09 0.0 0.0 -1.29 24.26
330.0 27.3 27.7636500812 6000.0 0.0 -1.0 0.09 0.0 0.0 -1.31 29.26
335.0 77.0 27.7636500812 0.0 0.0 -1.0 0.09 0.0 0.0 -1.33 34.26
340.0 81.85 27.7636500812 0.0 0.0 -1.0 0.09 0.0 0.0 -1.35 39.26
345.0 86.7 27.7636500812 0.0 0.0 -1.0 0.1 0.0 0.0 -1.37 44.25
350.0 91.55 27.7636500812 0.0 0.0 -1.0 0.1 0.0 0.0 -1.39 49.25
355.0 94.7 27.7636500812 0.0 0.0 -1.0 0.1 0.0 0.0 -1.41 54.25
360.0 96.6 60.75 0.0 0.0 -1.0 0.1 0.0 0.0 -1.43 59.25

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