TORNTPOWER Options

Date: 26Jul2018 Expiry date: 26Jul2018

Underlying Price: 238.25 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
220.0 17.5 34.0 15000.0 4.0 1.0 -0.06 6e-05 0.005 0.87 18.31
240.0 1.5 37.0 9000.0 7.0 0.374 -0.98 0.07505 5.686 0.35 1.29
250.0 0.05 38.0 48000.0 10.0 0.012 -0.08 0.00631 0.478 0.01 0.02
260.0 0.05 63.0 21000.0 2.0 0.0 -0.0 2e-05 0.001 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
220.0 0.25 78.0 12000.0 4.0 -0.0 -0.0 6e-05 0.005 -0.0 0.0
240.0 0.35 33.6353857036 12000.0 4.0 -0.626 -0.91 0.07505 5.686 -0.6 2.97
280.0 45.0 33.6353857036 3000.0 4.0 -1.0 0.08 0.0 0.0 -1.11 41.67
290.0 53.45 34.0 0.0 1.0 -1.0 0.08 0.0 0.0 -1.15 51.67

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