TORNTPOWER Options

Date: 26Dec2019 Expiry date: 26Dec2019

Underlying Price: 280.85 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
200.0 84.5 23.0 3000.0 0.0 1.0 -0.06 0.0 0.0 0.79 80.91
205.0 88.25 93.5 0.0 0.0 1.0 -0.06 0.0 0.0 0.81 75.91
210.0 83.35 60.40234375 0.0 0.0 1.0 -0.06 0.0 0.0 0.83 70.91
215.0 78.45 22.1991960482 0.0 0.0 1.0 -0.06 0.0 0.0 0.85 65.91
220.0 73.6 22.1991960482 0.0 0.0 1.0 -0.06 0.0 0.0 0.87 60.91
225.0 68.75 22.1991960482 0.0 0.0 1.0 -0.06 0.0 0.0 0.89 55.91
230.0 63.95 22.1991960482 0.0 0.0 1.0 -0.06 0.0 0.0 0.91 50.91
235.0 59.2 58.5 0.0 0.0 1.0 -0.07 0.0 0.0 0.93 45.92
240.0 54.55 22.1991960482 0.0 0.0 1.0 -0.07 0.0 0.0 0.95 40.92
245.0 50.0 22.1991960482 0.0 0.0 1.0 -0.07 0.0 0.0 0.97 35.92
250.0 45.55 22.1991960482 0.0 0.0 1.0 -0.07 0.0 0.0 0.99 30.92
255.0 41.25 22.1991960482 0.0 0.0 1.0 -0.07 0.0 0.0 1.01 25.92
260.0 37.15 22.1991960482 0.0 0.0 1.0 -0.07 0.0 0.0 1.03 20.92
265.0 33.2 22.1991960482 0.0 0.0 1.0 -0.07 2e-05 0.001 1.05 15.92
270.0 16.0 22.1991960482 9000.0 0.0 0.998 -0.09 0.00178 0.124 1.07 10.93
275.0 4.5 22.1991960482 9000.0 1.0 0.937 -0.31 0.03142 2.183 1.02 6.03
280.0 0.25 22.1991960482 15000.0 30.0 0.596 -0.81 0.09862 6.853 0.66 2.07
285.0 0.1 16.0 12000.0 6.0 0.153 -0.48 0.06026 4.187 0.17 0.31
290.0 0.05 26.5 57000.0 23.0 0.012 -0.06 0.0078 0.542 0.01 0.02
295.0 0.05 38.0 21000.0 1.0 0.0 -0.0 0.00023 0.016 0.0 0.0
300.0 0.05 48.5 63000.0 9.0 0.0 -0.0 0.0 0.0 0.0 0.0
305.0 10.55 22.1991960482 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
310.0 0.05 69.0 18000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
315.0 0.05 78.0 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 -0.0
320.0 0.35 22.1991960482 3000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
325.0 5.0 22.1991960482 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
330.0 0.35 22.1991960482 3000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
335.0 3.3 22.1991960482 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
340.0 0.35 22.1991960482 3000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
345.0 2.15 22.1991960482 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
350.0 0.3 22.1991960482 3000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
355.0 1.35 22.1991960482 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
360.0 1.05 22.1991960482 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
200.0 0.3 22.1991960482 3000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
205.0 0.05 22.1991960482 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
210.0 0.05 22.1991960482 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
215.0 0.1 22.1991960482 6000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
220.0 0.1 22.1991960482 3000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
225.0 0.1 22.1991960482 6000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
230.0 0.35 22.1991960482 3000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
235.0 0.55 22.1991960482 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
240.0 0.8 22.1991960482 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
245.0 1.15 22.1991960482 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
250.0 0.15 94.0 3000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
255.0 0.4 97.0 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
260.0 0.05 56.5 27000.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
265.0 0.05 44.0 3000.0 0.0 -0.0 -0.0 2e-05 0.001 -0.0 0.0
270.0 0.05 32.0 33000.0 7.0 -0.002 -0.01 0.00178 0.124 -0.0 0.0
275.0 0.05 19.0 9000.0 8.0 -0.063 -0.24 0.03142 2.183 -0.07 0.11
280.0 0.25 8.5 12000.0 16.0 -0.404 -0.73 0.09862 6.853 -0.45 1.14
285.0 5.95 46.0 0.0 2.0 -0.847 -0.4 0.06026 4.187 -0.96 4.38
290.0 12.15 83.0 6000.0 1.0 -0.988 0.02 0.0078 0.542 -1.14 9.09
295.0 15.05 50.0 0.0 0.0 -1.0 0.08 0.00023 0.016 -1.17 14.07
300.0 18.75 23.0 6000.0 0.0 -1.0 0.08 0.0 0.0 -1.19 19.07
305.0 20.8 22.1991960482 0.0 0.0 -1.0 0.08 0.0 0.0 -1.21 24.07
310.0 24.0 22.1991960482 0.0 0.0 -1.0 0.09 0.0 0.0 -1.23 29.06
315.0 27.45 22.1991960482 0.0 0.0 -1.0 0.09 0.0 0.0 -1.25 34.06
320.0 31.15 22.1991960482 0.0 0.0 -1.0 0.09 0.0 0.0 -1.27 39.06
325.0 34.95 22.1991960482 0.0 0.0 -1.0 0.09 0.0 0.0 -1.29 44.06
330.0 38.95 22.1991960482 0.0 0.0 -1.0 0.09 0.0 0.0 -1.31 49.06
335.0 43.1 22.1991960482 0.0 0.0 -1.0 0.09 0.0 0.0 -1.33 54.06
340.0 47.4 22.1991960482 0.0 0.0 -1.0 0.09 0.0 0.0 -1.35 59.06
345.0 51.8 22.1991960482 0.0 0.0 -1.0 0.1 0.0 0.0 -1.37 64.05
350.0 56.3 22.1991960482 0.0 0.0 -1.0 0.1 0.0 0.0 -1.39 69.05
355.0 78.0 22.1991960482 0.0 0.0 -1.0 0.1 0.0 0.0 -1.41 74.05
360.0 81.1 23.0 9000.0 0.0 -1.0 0.1 0.0 0.0 -1.43 79.05

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