TORNTPOWER Options

Date: 27Jul2017 Expiry date: 27Jul2017

Underlying Price: 179.4 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
180.0 0.6 19.0 18000.0 13.0 0.413 -0.49 0.16146 4.4 0.29 0.71
185.0 0.15 35.0 39000.0 20.0 0.012 -0.04 0.01289 0.351 0.01 0.01
190.0 0.05 46.0 105000.0 13.0 0.0 -0.0 2e-05 0.001 0.0 0.0
195.0 0.05 63.0 6000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
200.0 0.05 79.0 27000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
210.0 0.05 21.3392848454 9000.0 3.0 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
170.0 0.05 44.5 3000.0 1.0 -0.0 -0.0 5e-05 0.001 -0.0 0.0
180.0 0.6 5.0 9000.0 3.0 -0.587 -0.44 0.16146 4.4 -0.42 1.26
185.0 5.3 22.0 15000.0 6.0 -0.988 0.01 0.01289 0.351 -0.73 5.56
190.0 8.0 21.3392848454 6000.0 1.0 -1.0 0.05 2e-05 0.001 -0.75 10.55

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