TORNTPOWER Options

Date: 27Apr2017 Expiry date: 27Apr2017

Underlying Price: 227.35 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
210.0 16.0 39.9594731554 3000.0 1.0 0.999 -0.07 0.00045 0.037 0.83 17.41
215.0 11.5 39.9594731554 3000.0 2.0 0.988 -0.15 0.00564 0.462 0.84 12.43
220.0 7.4 40.0 33000.0 4.0 0.908 -0.53 0.02882 2.362 0.79 7.66
225.0 2.25 39.9594731554 33000.0 7.0 0.669 -1.08 0.06339 5.195 0.59 3.68
230.0 0.2 17.5 33000.0 16.0 0.331 -1.06 0.06338 5.195 0.29 1.23
235.0 0.2 37.0 24000.0 4.0 0.098 -0.5 0.0303 2.483 0.09 0.26
240.0 0.05 42.0 78000.0 12.0 0.017 -0.12 0.00725 0.594 0.01 0.03
250.0 0.05 68.0 30000.0 3.0 0.0 -0.0 6e-05 0.005 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
215.0 0.3 62.0 12000.0 1.0 -0.012 -0.09 0.00564 0.462 -0.01 0.02
220.0 0.05 28.5 33000.0 8.0 -0.092 -0.47 0.02882 2.362 -0.08 0.25
225.0 0.15 15.5 63000.0 24.0 -0.331 -1.02 0.06339 5.195 -0.3 1.27
230.0 2.5 11.0 9000.0 75.0 -0.669 -0.99 0.06338 5.195 -0.62 3.82
235.0 10.0 83.0 9000.0 2.0 -0.902 -0.44 0.0303 2.483 -0.84 7.85

Get Clearnifty's Android App.

Get clearnifty on Google Play
Get clearnifty on Google Play