TORNTPOWER Options

Date: 26Sep2019 Expiry date: 26Sep2019

Underlying Price: 290.1 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
185.0 102.7 16.0 3000.0 0.0 1.0 -0.05 0.0 0.0 0.73 105.15
190.0 102.25 16.0 0.0 0.0 1.0 -0.05 0.0 0.0 0.75 100.15
195.0 97.9 16.0 0.0 0.0 1.0 -0.05 0.0 0.0 0.77 95.15
200.0 93.7 16.0 0.0 0.0 1.0 -0.06 0.0 0.0 0.79 90.16
205.0 89.55 16.0 0.0 0.0 1.0 -0.06 0.0 0.0 0.81 85.16
210.0 85.5 67.109375 0.0 0.0 1.0 -0.06 0.0 0.0 0.83 80.16
215.0 81.55 89.5 0.0 0.0 1.0 -0.06 0.0 0.0 0.85 75.16
220.0 77.7 57.203125 0.0 0.0 1.0 -0.06 0.0 0.0 0.87 70.16
225.0 73.95 15.7521037652 0.0 0.0 1.0 -0.06 0.0 0.0 0.89 65.16
230.0 70.3 54.0625 0.0 0.0 1.0 -0.06 0.0 0.0 0.91 60.16
235.0 66.8 53.375 0.0 0.0 1.0 -0.07 0.0 0.0 0.93 55.17
240.0 63.4 15.7521037652 0.0 0.0 1.0 -0.07 0.0 0.0 0.95 50.17
245.0 60.15 15.7521037652 0.0 0.0 1.0 -0.07 0.0 0.0 0.97 45.17
250.0 56.95 73.5 0.0 0.0 1.0 -0.07 0.0 0.0 0.99 40.17
255.0 53.9 15.7521037652 0.0 0.0 1.0 -0.07 0.0 0.0 1.01 35.17
260.0 24.55 15.7521037652 0.0 0.0 1.0 -0.07 0.0 0.0 1.03 30.17
265.0 48.2 15.7521037652 0.0 0.0 1.0 -0.07 0.0 0.0 1.05 25.17
270.0 19.0 15.7521037652 15000.0 1.0 1.0 -0.07 0.0 0.0 1.07 20.17
275.0 17.0 79.0 0.0 0.0 1.0 -0.08 0.0 0.0 1.09 15.18
280.0 10.15 16.0 12000.0 6.0 1.0 -0.08 0.00021 0.011 1.11 10.18
285.0 6.0 31.0 9000.0 6.0 0.966 -0.19 0.02644 1.391 1.09 5.22
290.0 0.15 15.7521037652 12000.0 22.0 0.527 -0.62 0.13829 7.275 0.6 1.24
295.0 0.15 19.5 9000.0 7.0 0.049 -0.15 0.03524 1.854 0.06 0.06
300.0 0.05 27.0 36000.0 24.0 0.0 -0.0 0.00051 0.027 0.0 0.0
305.0 0.5 60.0 3000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
310.0 0.05 48.5 21000.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
315.0 0.1 65.0 3000.0 2.0 0.0 -0.0 0.0 0.0 0.0 -0.0
320.0 0.1 75.0 12000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
325.0 0.35 15.7521037652 3000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
330.0 0.05 86.0 21000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
335.0 0.35 15.7521037652 3000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
340.0 19.0 15.7521037652 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
345.0 17.75 15.7521037652 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
350.0 16.6 15.7521037652 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
355.0 15.55 15.7521037652 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
360.0 0.05 15.7521037652 6000.0 2.0 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
185.0 2.3 15.7521037652 0.0 0.0 0.0 0.0 0.0 0.0 -0.0 0.0
190.0 2.8 15.7521037652 0.0 0.0 0.0 0.0 0.0 0.0 -0.0 0.0
195.0 3.4 15.7521037652 0.0 0.0 0.0 0.0 0.0 0.0 -0.0 0.0
200.0 4.1 15.7521037652 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
205.0 4.85 15.7521037652 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
210.0 5.7 15.7521037652 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
215.0 6.7 15.7521037652 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
220.0 7.75 15.7521037652 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
225.0 8.95 15.7521037652 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
230.0 0.35 15.7521037652 3000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
235.0 2.35 15.7521037652 6000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
240.0 13.15 15.7521037652 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
245.0 14.8 15.7521037652 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
250.0 0.05 15.7521037652 0.0 1.0 0.0 -0.0 0.0 0.0 -0.0 0.0
255.0 0.3 15.7521037652 3000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
260.0 0.95 15.7521037652 12000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
265.0 0.05 64.5 6000.0 1.0 0.0 -0.0 0.0 0.0 -0.0 0.0
270.0 0.1 59.0 21000.0 2.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
275.0 0.05 41.0 3000.0 3.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
280.0 0.15 35.5 15000.0 4.0 -0.0 -0.0 0.00021 0.011 -0.0 0.0
285.0 1.15 42.0 6000.0 4.0 -0.034 -0.11 0.02644 1.391 -0.04 0.04
290.0 5.0 67.0 6000.0 0.0 -0.473 -0.53 0.13829 7.275 -0.55 1.06
295.0 20.0 15.7521037652 3000.0 0.0 -0.951 -0.07 0.03524 1.854 -1.11 4.88
300.0 12.0 69.0 0.0 1.0 -1.0 0.08 0.00051 0.027 -1.19 9.82
305.0 43.5 15.7521037652 0.0 0.0 -1.0 0.08 0.0 0.0 -1.21 14.82
310.0 46.6 15.7521037652 0.0 0.0 -1.0 0.09 0.0 0.0 -1.23 19.81
315.0 49.8 15.7521037652 0.0 0.0 -1.0 0.09 0.0 0.0 -1.25 24.81
320.0 53.05 15.7521037652 0.0 0.0 -1.0 0.09 0.0 0.0 -1.27 29.81
325.0 56.45 15.7521037652 0.0 0.0 -1.0 0.09 0.0 0.0 -1.29 34.81
330.0 59.9 71.5 0.0 0.0 -1.0 0.09 0.0 0.0 -1.31 39.81
335.0 63.45 15.7521037652 0.0 0.0 -1.0 0.09 0.0 0.0 -1.33 44.81
340.0 67.05 15.7521037652 0.0 0.0 -1.0 0.09 0.0 0.0 -1.35 49.81
345.0 70.75 15.7521037652 0.0 0.0 -1.0 0.1 0.0 0.0 -1.37 54.8
350.0 74.55 58.5 0.0 0.0 -1.0 0.1 0.0 0.0 -1.39 59.8
355.0 78.35 15.7521037652 0.0 0.0 -1.0 0.1 0.0 0.0 -1.41 64.8
360.0 73.3 16.0 0.0 0.0 -1.0 0.1 0.0 0.0 -1.43 69.8

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