TORNTPOWER Options

Date: 27Dec2018 Expiry date: 27Dec2018

Underlying Price: 259.0 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
160.0 69.2 43.9630623527 0.0 0.0 1.0 -0.04 0.0 0.0 0.63 99.04
165.0 65.1 43.9630623527 0.0 0.0 1.0 -0.05 0.0 0.0 0.65 94.05
170.0 61.1 43.9630623527 0.0 0.0 1.0 -0.05 0.0 0.0 0.67 89.05
175.0 57.2 43.9630623527 0.0 0.0 1.0 -0.05 0.0 0.0 0.69 84.05
180.0 53.5 43.9630623527 0.0 0.0 1.0 -0.05 0.0 0.0 0.71 79.05
185.0 49.9 43.9630623527 0.0 0.0 1.0 -0.05 0.0 0.0 0.73 74.05
190.0 46.5 43.9630623527 0.0 0.0 1.0 -0.05 0.0 0.0 0.75 69.05
195.0 43.2 43.9630623527 0.0 0.0 1.0 -0.05 0.0 0.0 0.77 64.05
200.0 60.15 44.0 6000.0 0.0 1.0 -0.06 0.0 0.0 0.79 59.06
205.0 55.2 44.0 3000.0 0.0 1.0 -0.06 0.0 0.0 0.81 54.06
210.0 50.45 44.0 6000.0 0.0 1.0 -0.06 0.0 0.0 0.83 49.06
215.0 31.75 43.9630623527 0.0 0.0 1.0 -0.06 0.0 0.0 0.85 44.06
220.0 40.65 44.0 6000.0 0.0 1.0 -0.06 0.0 0.0 0.87 39.06
225.0 26.95 43.9630623527 0.0 0.0 1.0 -0.06 0.0 0.0 0.89 34.06
230.0 24.8 43.9630623527 0.0 0.0 1.0 -0.06 1e-05 0.001 0.91 29.06
235.0 22.75 43.9630623527 0.0 0.0 1.0 -0.07 0.00011 0.013 0.93 24.07
240.0 21.75 43.9630623527 6000.0 0.0 0.997 -0.1 0.00118 0.138 0.95 19.07
245.0 22.2 43.9630623527 3000.0 0.0 0.979 -0.25 0.00708 0.829 0.95 14.12
250.0 11.25 77.0 15000.0 2.0 0.903 -0.68 0.02387 2.793 0.89 9.4
255.0 4.0 18.0 12000.0 0.0 0.721 -1.26 0.04685 5.483 0.72 5.33
260.0 0.5 14.0 18000.0 6.0 0.454 -1.45 0.05526 6.467 0.46 2.43
265.0 0.05 20.0 18000.0 8.0 0.211 -1.05 0.04029 4.715 0.21 0.85
270.0 0.1 37.5 63000.0 16.0 0.07 -0.48 0.01866 2.184 0.07 0.22
275.0 0.15 54.0 42000.0 0.0 0.016 -0.15 0.00563 0.659 0.02 0.04
280.0 0.05 57.0 63000.0 2.0 0.003 -0.03 0.00113 0.132 0.0 0.01
285.0 0.3 90.0 9000.0 0.0 0.0 -0.0 0.00015 0.018 0.0 0.0
290.0 0.1 86.0 57000.0 7.0 0.0 -0.0 1e-05 0.002 0.0 0.0
295.0 7.55 43.9630623527 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
300.0 0.05 98.0 30000.0 4.0 0.0 -0.0 0.0 0.0 0.0 0.0
305.0 6.2 43.9630623527 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
310.0 0.2 43.9630623527 9000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
315.0 5.1 43.9630623527 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
320.0 4.6 43.9630623527 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
325.0 0.5 43.9630623527 3000.0 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
160.0 3.0 43.9630623527 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
165.0 3.8 43.9630623527 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
170.0 4.7 43.9630623527 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
175.0 5.75 43.9630623527 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
180.0 0.15 43.9630623527 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
185.0 0.15 43.9630623527 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
190.0 9.7 43.9630623527 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
195.0 0.25 43.9630623527 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
200.0 13.15 43.9630623527 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
205.0 15.1 43.9630623527 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
210.0 17.25 43.9630623527 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
215.0 19.5 43.9630623527 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
220.0 0.05 43.9630623527 9000.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
225.0 24.55 43.9630623527 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
230.0 0.5 43.9630623527 39000.0 0.0 -0.0 -0.0 1e-05 0.001 -0.0 0.0
235.0 0.05 70.0 6000.0 1.0 -0.0 -0.0 0.00011 0.013 -0.0 0.0
240.0 0.05 56.5 21000.0 4.0 -0.003 -0.03 0.00118 0.138 -0.0 0.01
245.0 0.1 48.0 6000.0 1.0 -0.021 -0.18 0.00708 0.829 -0.02 0.06
250.0 0.15 36.0 24000.0 4.0 -0.097 -0.61 0.02387 2.793 -0.1 0.33
255.0 0.2 21.0 15000.0 1.0 -0.279 -1.18 0.04685 5.483 -0.29 1.26
260.0 0.3 43.9630623527 15000.0 4.0 -0.546 -1.38 0.05526 6.467 -0.57 3.35
265.0 6.75 44.0 9000.0 5.0 -0.789 -0.98 0.04029 4.715 -0.84 6.77
270.0 12.0 54.0 33000.0 2.0 -0.93 -0.41 0.01866 2.184 -1.0 11.14
275.0 12.5 43.9630623527 0.0 0.0 -0.984 -0.07 0.00563 0.659 -1.07 15.96
280.0 20.25 44.0 12000.0 0.0 -0.997 0.05 0.00113 0.132 -1.11 20.93
285.0 22.0 43.9630623527 0.0 1.0 -1.0 0.08 0.00015 0.018 -1.13 25.92
290.0 26.4 43.9630623527 0.0 1.0 -1.0 0.08 1e-05 0.002 -1.15 30.92
295.0 73.8 43.9630623527 0.0 0.0 -1.0 0.08 0.0 0.0 -1.17 35.92
300.0 32.8 43.9630623527 9000.0 0.0 -1.0 0.08 0.0 0.0 -1.19 40.92
305.0 82.3 43.9630623527 0.0 0.0 -1.0 0.08 0.0 0.0 -1.21 45.92
310.0 86.6 43.9630623527 0.0 0.0 -1.0 0.09 0.0 0.0 -1.23 50.91
315.0 90.95 43.9630623527 0.0 0.0 -1.0 0.09 0.0 0.0 -1.25 55.91
320.0 95.4 43.9630623527 0.0 0.0 -1.0 0.09 0.0 0.0 -1.27 60.91
325.0 99.85 43.9630623527 0.0 0.0 -1.0 0.09 0.0 0.0 -1.29 65.91

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