TORNTPOWER Options

Date: 27Feb2020 Expiry date: 27Feb2020

Underlying Price: 307.95 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
200.0 100.3 42.559113342 6000.0 0.0 1.0 -0.06 0.0 0.0 0.79 108.01
205.0 77.85 42.559113342 0.0 0.0 1.0 -0.06 0.0 0.0 0.81 103.01
210.0 72.95 42.559113342 0.0 0.0 1.0 -0.06 0.0 0.0 0.83 98.01
215.0 68.05 42.559113342 0.0 0.0 1.0 -0.06 0.0 0.0 0.85 93.01
220.0 63.2 42.559113342 0.0 0.0 1.0 -0.06 0.0 0.0 0.87 88.01
225.0 58.4 42.559113342 0.0 0.0 1.0 -0.06 0.0 0.0 0.89 83.01
230.0 53.7 42.559113342 0.0 0.0 1.0 -0.06 0.0 0.0 0.91 78.01
235.0 49.05 42.559113342 0.0 0.0 1.0 -0.07 0.0 0.0 0.93 73.02
240.0 44.5 42.559113342 0.0 0.0 1.0 -0.07 0.0 0.0 0.95 68.02
245.0 40.15 42.559113342 0.0 0.0 1.0 -0.07 0.0 0.0 0.97 63.02
250.0 35.9 42.559113342 0.0 0.0 1.0 -0.07 0.0 0.0 0.99 58.02
255.0 31.9 42.559113342 0.0 0.0 1.0 -0.07 0.0 0.0 1.01 53.02
260.0 28.1 42.559113342 0.0 0.0 1.0 -0.07 0.0 0.0 1.03 48.02
265.0 24.55 42.559113342 0.0 0.0 1.0 -0.07 0.0 0.0 1.05 43.02
270.0 21.25 42.559113342 0.0 0.0 1.0 -0.07 0.0 0.0 1.07 38.02
275.0 18.25 42.559113342 0.0 0.0 1.0 -0.08 1e-05 0.001 1.09 33.03
280.0 26.9 43.0 3000.0 0.0 1.0 -0.08 8e-05 0.013 1.11 28.03
285.0 19.35 42.559113342 15000.0 0.0 0.998 -0.1 0.0007 0.111 1.13 23.03
290.0 13.7 42.559113342 3000.0 0.0 0.988 -0.21 0.00373 0.597 1.14 18.06
295.0 22.9 42.559113342 12000.0 0.0 0.948 -0.52 0.01288 2.063 1.11 13.21
300.0 7.0 42.559113342 12000.0 4.0 0.841 -1.07 0.02933 4.698 0.99 8.73
305.0 1.35 42.559113342 6000.0 14.0 0.649 -1.58 0.04491 7.193 0.77 5.02
310.0 1.1 25.0 51000.0 23.0 0.411 -1.64 0.04713 7.549 0.49 2.41
315.0 0.1 22.0 21000.0 24.0 0.206 -1.19 0.03451 5.528 0.25 0.94
320.0 0.05 30.0 96000.0 33.0 0.08 -0.62 0.01794 2.873 0.1 0.29
325.0 0.05 40.0 39000.0 12.0 0.024 -0.23 0.00672 1.077 0.03 0.07
330.0 0.1 55.0 180000.0 43.0 0.005 -0.06 0.00184 0.295 0.01 0.01
335.0 0.05 59.0 6000.0 1.0 0.001 -0.01 0.00038 0.06 0.0 0.0
340.0 0.05 68.0 93000.0 8.0 0.0 -0.0 6e-05 0.009 0.0 0.0
345.0 0.05 77.0 15000.0 0.0 0.0 -0.0 1e-05 0.001 0.0 0.0
350.0 0.05 85.0 135000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
355.0 0.05 93.0 12000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
360.0 0.05 42.559113342 99000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
365.0 0.05 42.559113342 6000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
370.0 0.35 42.559113342 3000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
375.0 0.35 42.559113342 3000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
380.0 0.15 42.559113342 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 0.05 42.559113342 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
205.0 0.05 42.559113342 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
210.0 0.1 42.559113342 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
215.0 0.15 42.559113342 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
220.0 0.2 42.559113342 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
225.0 0.35 42.559113342 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
230.0 0.55 42.559113342 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
235.0 0.85 42.559113342 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
240.0 1.25 42.559113342 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
245.0 1.8 42.559113342 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
250.0 0.05 42.559113342 3000.0 1.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
255.0 3.4 42.559113342 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
260.0 4.55 42.559113342 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
265.0 5.9 42.559113342 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
270.0 7.55 42.559113342 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
275.0 0.05 78.0 6000.0 0.0 -0.0 -0.0 1e-05 0.001 -0.0 0.0
280.0 11.7 42.559113342 0.0 0.0 -0.0 -0.0 8e-05 0.013 -0.0 0.0
285.0 0.05 56.0 18000.0 3.0 -0.002 -0.02 0.0007 0.111 -0.0 0.0
290.0 0.05 45.0 36000.0 5.0 -0.012 -0.13 0.00373 0.597 -0.01 0.03
295.0 0.1 38.0 21000.0 3.0 -0.052 -0.43 0.01288 2.063 -0.06 0.18
300.0 0.15 27.5 81000.0 25.0 -0.159 -0.99 0.02933 4.698 -0.2 0.7
305.0 0.35 18.0 12000.0 13.0 -0.351 -1.5 0.04491 7.193 -0.44 1.98
310.0 3.7 35.0 21000.0 7.0 -0.589 -1.55 0.04713 7.549 -0.74 4.38
315.0 8.0 43.0 12000.0 8.0 -0.794 -1.11 0.03451 5.528 -1.0 7.91
320.0 12.65 43.0 21000.0 6.0 -0.92 -0.53 0.01794 2.873 -1.17 12.26
325.0 16.2 40.0 12000.0 0.0 -0.976 -0.14 0.00672 1.077 -1.26 17.03
330.0 29.75 42.559113342 6000.0 1.0 -0.995 0.03 0.00184 0.295 -1.3 21.97
335.0 51.9 42.559113342 0.0 0.0 -0.999 0.08 0.00038 0.06 -1.33 26.96
340.0 29.5 42.559113342 9000.0 0.0 -1.0 0.09 6e-05 0.009 -1.35 31.96
345.0 61.15 42.559113342 0.0 0.0 -1.0 0.1 1e-05 0.001 -1.37 36.95
350.0 65.85 42.559113342 0.0 0.0 -1.0 0.1 0.0 0.0 -1.39 41.95
355.0 54.4 42.559113342 6000.0 0.0 -1.0 0.1 0.0 0.0 -1.41 46.95
360.0 44.0 42.559113342 3000.0 0.0 -1.0 0.1 0.0 0.0 -1.43 51.95
365.0 80.25 42.559113342 0.0 0.0 -1.0 0.1 0.0 0.0 -1.45 56.95
370.0 69.35 42.559113342 21000.0 0.0 -1.0 0.1 0.0 0.0 -1.47 61.95
375.0 89.95 42.559113342 0.0 0.0 -1.0 0.1 0.0 0.0 -1.49 66.95
380.0 94.85 94.0 0.0 0.0 -1.0 0.11 0.0 0.0 -1.51 71.94

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