TORNTPOWER Options

Date: 27Jun2019 Expiry date: 27Jun2019

Underlying Price: 286.25 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 93.0 45.9733648466 0.0 0.0 1.0 -0.04 0.0 0.0 0.63 126.29
165.0 88.1 45.9733648466 0.0 0.0 1.0 -0.05 0.0 0.0 0.65 121.3
170.0 83.2 45.9733648466 0.0 0.0 1.0 -0.05 0.0 0.0 0.67 116.3
175.0 78.3 45.9733648466 0.0 0.0 1.0 -0.05 0.0 0.0 0.69 111.3
180.0 73.4 45.9733648466 0.0 0.0 1.0 -0.05 0.0 0.0 0.71 106.3
185.0 68.5 45.9733648466 0.0 0.0 1.0 -0.05 0.0 0.0 0.73 101.3
190.0 63.65 45.9733648466 0.0 0.0 1.0 -0.05 0.0 0.0 0.75 96.3
195.0 58.8 45.9733648466 0.0 0.0 1.0 -0.05 0.0 0.0 0.77 91.3
200.0 54.05 45.9733648466 0.0 0.0 1.0 -0.06 0.0 0.0 0.79 86.31
205.0 49.35 45.9733648466 0.0 0.0 1.0 -0.06 0.0 0.0 0.81 81.31
210.0 44.75 45.9733648466 0.0 0.0 1.0 -0.06 0.0 0.0 0.83 76.31
215.0 40.25 45.9733648466 0.0 0.0 1.0 -0.06 0.0 0.0 0.85 71.31
220.0 35.95 45.9733648466 0.0 0.0 1.0 -0.06 0.0 0.0 0.87 66.31
225.0 31.85 45.9733648466 0.0 0.0 1.0 -0.06 0.0 0.0 0.89 61.31
230.0 20.9 45.9733648466 6000.0 0.0 1.0 -0.06 0.0 0.0 0.91 56.31
235.0 24.3 45.9733648466 0.0 0.0 1.0 -0.07 0.0 0.0 0.93 51.32
240.0 40.95 45.9733648466 30000.0 0.0 1.0 -0.07 0.0 0.0 0.95 46.32
245.0 33.0 9.5 12000.0 0.0 1.0 -0.07 0.0 0.0 0.97 41.32
250.0 31.15 45.9733648466 15000.0 1.0 1.0 -0.07 0.0 0.0 0.99 36.32
255.0 3.1 45.9733648466 3000.0 0.0 1.0 -0.07 2e-05 0.002 1.01 31.32
260.0 20.75 45.9733648466 12000.0 2.0 1.0 -0.08 0.00018 0.027 1.03 26.32
265.0 13.45 45.9733648466 3000.0 0.0 0.996 -0.12 0.0013 0.194 1.05 21.33
270.0 14.1 45.9733648466 12000.0 4.0 0.979 -0.28 0.00598 0.894 1.05 16.39
275.0 5.6 45.9733648466 0.0 0.0 0.921 -0.68 0.01785 2.668 1.0 11.63
280.0 5.55 45.9733648466 9000.0 2.0 0.784 -1.27 0.03533 5.281 0.86 7.36
285.0 5.0 57.0 9000.0 3.0 0.57 -1.67 0.0474 7.085 0.63 4.01
290.0 0.4 22.0 15000.0 10.0 0.335 -1.54 0.04397 6.573 0.37 1.81
295.0 0.25 35.0 3000.0 0.0 0.155 -1.0 0.02874 4.296 0.17 0.66
300.0 0.2 46.0 6000.0 0.0 0.055 -0.47 0.01347 2.013 0.06 0.19
305.0 1.25 92.0 0.0 0.0 0.015 -0.16 0.0046 0.688 0.02 0.04
310.0 0.95 45.9733648466 0.0 0.0 0.003 -0.04 0.00116 0.174 0.0 0.01
315.0 0.75 45.9733648466 0.0 0.0 0.001 -0.01 0.00022 0.033 0.0 0.0
320.0 0.55 45.9733648466 0.0 0.0 0.0 -0.0 3e-05 0.005 0.0 0.0
325.0 0.4 45.9733648466 0.0 0.0 0.0 -0.0 0.0 0.001 0.0 0.0
330.0 0.3 45.9733648466 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
335.0 0.25 45.9733648466 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
160.0 0.05 45.9733648466 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
165.0 0.05 45.9733648466 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
170.0 0.05 45.9733648466 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
175.0 0.05 45.9733648466 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
180.0 0.05 45.9733648466 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
185.0 0.05 45.9733648466 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
190.0 0.1 45.9733648466 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
195.0 0.2 45.9733648466 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
200.0 0.35 45.9733648466 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
205.0 0.55 45.9733648466 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
210.0 0.05 45.9733648466 3000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
215.0 1.25 45.9733648466 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
220.0 0.05 45.9733648466 0.0 1.0 0.0 -0.0 0.0 0.0 -0.0 0.0
225.0 0.1 45.9733648466 9000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
230.0 0.25 45.9733648466 9000.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
235.0 0.05 45.9733648466 6000.0 2.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
240.0 0.05 45.9733648466 36000.0 10.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
245.0 0.5 45.9733648466 6000.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
250.0 0.1 45.9733648466 18000.0 2.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
255.0 12.85 45.9733648466 0.0 0.0 -0.0 -0.0 2e-05 0.002 -0.0 0.0
260.0 0.05 68.0 12000.0 2.0 -0.0 -0.01 0.00018 0.027 -0.0 0.0
265.0 0.05 56.0 3000.0 1.0 -0.004 -0.04 0.0013 0.194 -0.0 0.01
270.0 0.05 44.5 27000.0 7.0 -0.021 -0.2 0.00598 0.894 -0.02 0.06
275.0 1.05 66.0 6000.0 0.0 -0.079 -0.61 0.01785 2.668 -0.09 0.3
280.0 0.8 42.0 9000.0 6.0 -0.216 -1.2 0.03533 5.281 -0.25 1.04
285.0 33.25 45.9733648466 0.0 0.0 -0.43 -1.59 0.0474 7.085 -0.5 2.68
290.0 2.0 45.9733648466 3000.0 1.0 -0.665 -1.46 0.04397 6.573 -0.78 5.48
295.0 41.65 45.9733648466 0.0 0.0 -0.845 -0.92 0.02874 4.296 -1.0 9.33
300.0 46.1 45.9733648466 0.0 0.0 -0.945 -0.38 0.01347 2.013 -1.13 13.86
305.0 50.6 45.9733648466 0.0 0.0 -0.985 -0.07 0.0046 0.688 -1.19 18.71
310.0 55.2 45.9733648466 0.0 0.0 -0.997 0.05 0.00116 0.174 -1.23 23.67
315.0 59.9 45.9733648466 0.0 0.0 -0.999 0.08 0.00022 0.033 -1.25 28.66
320.0 78.1 45.9733648466 6000.0 0.0 -1.0 0.09 3e-05 0.005 -1.27 33.66
325.0 69.35 45.9733648466 0.0 0.0 -1.0 0.09 0.0 0.001 -1.29 38.66
330.0 74.15 45.9733648466 0.0 0.0 -1.0 0.09 0.0 0.0 -1.31 43.66
335.0 79.0 45.9733648466 0.0 0.0 -1.0 0.09 0.0 0.0 -1.33 48.66

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