TORNTPOWER Options

Date: 26Apr2018 Expiry date: 26Apr2018

Underlying Price: 237.65 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
210.0 23.9 26.8279406215 6000.0 2.0 1.0 -0.06 0.0 0.0 0.83 27.71
220.0 14.4 26.8279406215 15000.0 1.0 1.0 -0.06 0.0 0.0 0.87 17.71
230.0 5.15 26.8279406215 30000.0 4.0 0.975 -0.18 0.01453 0.873 0.89 7.75
240.0 0.1 12.5 87000.0 28.0 0.289 -0.7 0.08505 5.114 0.27 0.72
250.0 0.05 40.0 129000.0 9.0 0.001 -0.01 0.0012 0.072 0.0 0.0
260.0 0.05 65.0 72000.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
280.0 0.05 26.8279406215 93000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
290.0 0.05 26.8279406215 9000.0 4.0 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
200.0 0.05 26.8279406215 9000.0 1.0 0.0 -0.0 0.0 0.0 -0.0 0.0
210.0 0.05 87.0 24000.0 9.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
220.0 0.05 58.0 30000.0 4.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
230.0 0.1 32.0 36000.0 8.0 -0.025 -0.12 0.01453 0.873 -0.02 0.04
240.0 2.8 25.0 15000.0 7.0 -0.711 -0.64 0.08505 5.114 -0.68 3.0
260.0 24.5 26.8279406215 3000.0 1.0 -1.0 0.07 0.0 0.0 -1.03 22.28

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