TORNTPOWER Options

Date: 25Oct2018 Expiry date: 25Oct2018

Underlying Price: 224.6 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
220.0 7.25 75.0 6000.0 1.0 0.821 -0.73 0.05039 3.701 0.71 5.17
230.0 0.15 27.0 27000.0 8.0 0.158 -0.64 0.04642 3.409 0.14 0.42
235.0 0.3 52.0 24000.0 10.0 0.026 -0.16 0.01182 0.868 0.02 0.05
240.0 0.45 77.0 51000.0 11.0 0.002 -0.02 0.00134 0.098 0.0 0.0
245.0 0.05 63.0 6000.0 1.0 0.0 -0.0 7e-05 0.005 0.0 0.0
250.0 0.05 76.0 57000.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
260.0 0.05 99.0 15000.0 11.0 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
190.0 0.1 36.6879607345 9000.0 3.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
210.0 0.15 62.0 36000.0 12.0 -0.002 -0.01 0.00105 0.077 -0.0 0.0
215.0 0.5 60.0 6000.0 1.0 -0.028 -0.16 0.01232 0.905 -0.03 0.06
220.0 0.65 40.0 6000.0 6.0 -0.179 -0.67 0.05039 3.701 -0.16 0.51
230.0 5.4 33.0 6000.0 2.0 -0.842 -0.57 0.04642 3.409 -0.77 5.76
240.0 13.0 36.6879607345 15000.0 3.0 -0.998 0.05 0.00134 0.098 -0.95 15.34
280.0 53.9 37.0 0.0 1.0 -1.0 0.08 0.0 0.0 -1.11 55.32
290.0 63.75 37.0 0.0 1.0 -1.0 0.08 0.0 0.0 -1.15 65.32

Get Clearnifty's Android App.

Get clearnifty on Google Play
Get clearnifty on Google Play