TORNTPOWER Options

Date: 27Sep2018 Expiry date: 27Sep2018

Underlying Price: 223.2 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
230.0 0.2 35.0 9000.0 5.0 0.169 -0.87 0.03698 3.547 0.15 0.61
240.0 0.1 61.0 12000.0 1.0 0.009 -0.09 0.0037 0.355 0.01 0.02
250.0 0.1 88.0 42000.0 10.0 0.0 -0.0 7e-05 0.006 0.0 0.0
260.0 0.05 48.5172009085 51000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
270.0 0.05 48.5172009085 69000.0 5.0 0.0 -0.0 0.0 0.0 0.0 0.0
280.0 0.05 48.5172009085 60000.0 1.0 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
210.0 0.05 48.0 24000.0 2.0 -0.022 -0.18 0.00762 0.731 -0.02 0.06
220.0 1.1 43.0 18000.0 3.0 -0.31 -1.18 0.0517 4.959 -0.28 1.38
240.0 14.0 48.5172009085 15000.0 1.0 -0.991 -0.02 0.0037 0.355 -0.94 16.75
250.0 27.85 49.0 15000.0 1.0 -1.0 0.07 7e-05 0.006 -0.99 26.73
260.0 34.0 48.5172009085 9000.0 2.0 -1.0 0.07 0.0 0.0 -1.03 36.73
280.0 54.95 49.0 6000.0 1.0 -1.0 0.08 0.0 0.0 -1.11 56.72
290.0 65.45 49.0 3000.0 1.0 -1.0 0.08 0.0 0.0 -1.15 66.72

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