TORNTPOWER Options

Date: 28Feb2019 Expiry date: 28Feb2019

Underlying Price: 242.95 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
160.0 103.1 84.734375 0.0 0.0 1.0 -0.04 0.0 0.0 0.63 82.99
165.0 98.35 78.109375 0.0 0.0 1.0 -0.05 0.0 0.0 0.65 78.0
170.0 93.65 99.0 0.0 0.0 1.0 -0.05 0.0 0.0 0.67 73.0
175.0 89.05 83.0 0.0 0.0 1.0 -0.05 0.0 0.0 0.69 68.0
180.0 84.5 23.937772972 0.0 0.0 1.0 -0.05 0.0 0.0 0.71 63.0
185.0 80.05 23.937772972 0.0 0.0 1.0 -0.05 0.0 0.0 0.73 58.0
190.0 75.65 51.0810546875 0.0 0.0 1.0 -0.05 0.0 0.0 0.75 53.0
195.0 71.35 23.937772972 0.0 0.0 1.0 -0.05 0.0 0.0 0.77 48.0
200.0 67.2 23.937772972 0.0 0.0 1.0 -0.06 0.0 0.0 0.79 43.01
205.0 63.15 23.937772972 0.0 0.0 1.0 -0.06 0.0 0.0 0.81 38.01
210.0 59.25 77.0 0.0 0.0 1.0 -0.06 0.0 0.0 0.83 33.01
215.0 55.45 23.937772972 0.0 0.0 1.0 -0.06 0.0 0.0 0.85 28.01
220.0 17.1 23.937772972 3000.0 0.0 1.0 -0.06 0.0 0.0 0.87 23.01
225.0 12.65 23.937772972 3000.0 0.0 1.0 -0.06 0.0 0.0 0.89 18.01
230.0 8.35 23.937772972 3000.0 0.0 1.0 -0.06 0.00014 0.008 0.91 13.01
235.0 9.0 50.0 15000.0 1.0 0.987 -0.12 0.00902 0.505 0.92 8.03
240.0 2.5 23.937772972 21000.0 7.0 0.798 -0.57 0.07678 4.305 0.76 3.43
245.0 0.1 11.0 18000.0 6.0 0.298 -0.65 0.09458 5.303 0.28 0.68
250.0 0.1 28.0 42000.0 12.0 0.031 -0.13 0.01892 1.061 0.03 0.04
255.0 0.05 38.0 0.0 1.0 0.001 -0.0 0.00068 0.038 0.0 0.0
260.0 0.05 51.0 48000.0 14.0 0.0 -0.0 0.0 0.0 0.0 0.0
265.0 25.9 23.937772972 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
270.0 0.1 82.0 27000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
275.0 21.75 23.937772972 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 -0.0
280.0 0.05 96.0 24000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
285.0 18.2 23.937772972 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
290.0 0.2 23.937772972 6000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
295.0 15.15 23.937772972 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
300.0 0.5 23.937772972 3000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
305.0 12.55 23.937772972 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
310.0 11.4 23.937772972 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
315.0 10.35 23.937772972 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
320.0 9.35 23.937772972 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
325.0 8.45 23.937772972 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 0.45 23.937772972 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
165.0 0.65 23.937772972 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
170.0 0.85 23.937772972 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
175.0 1.15 23.937772972 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
180.0 1.5 23.937772972 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
185.0 1.95 23.937772972 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
190.0 2.45 23.937772972 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
195.0 3.1 23.937772972 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
200.0 0.5 23.937772972 3000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
205.0 4.7 23.937772972 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
210.0 5.7 23.937772972 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
215.0 6.8 23.937772972 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 -0.0
220.0 0.05 72.0 15000.0 5.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
225.0 0.7 96.0 3000.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
230.0 0.1 48.0 39000.0 3.0 -0.0 -0.0 0.00014 0.008 -0.0 0.0
235.0 0.1 32.0 18000.0 2.0 -0.013 -0.06 0.00902 0.505 -0.01 0.02
240.0 0.15 17.0 9000.0 8.0 -0.202 -0.5 0.07678 4.305 -0.2 0.42
245.0 13.0 23.937772972 3000.0 0.0 -0.702 -0.59 0.09458 5.303 -0.69 2.67
250.0 7.5 31.0 18000.0 1.0 -0.969 -0.06 0.01892 1.061 -0.96 7.02
255.0 21.2 23.937772972 0.0 0.0 -0.999 0.07 0.00068 0.038 -1.01 11.98
260.0 21.0 23.937772972 9000.0 0.0 -1.0 0.07 0.0 0.0 -1.03 16.98
265.0 26.3 23.937772972 0.0 0.0 -1.0 0.07 0.0 0.0 -1.05 21.98
270.0 30.1 23.937772972 9000.0 0.0 -1.0 0.07 0.0 0.0 -1.07 26.98
275.0 32.0 24.0 0.0 0.0 -1.0 0.08 0.0 0.0 -1.09 31.97
280.0 36.55 24.0 0.0 1.0 -1.0 0.08 0.0 0.0 -1.11 36.97
285.0 38.25 23.937772972 0.0 0.0 -1.0 0.08 0.0 0.0 -1.13 41.97
290.0 46.95 24.0 3000.0 1.0 -1.0 0.08 0.0 0.0 -1.15 46.97
295.0 45.0 23.937772972 0.0 0.0 -1.0 0.08 0.0 0.0 -1.17 51.97
300.0 48.55 23.937772972 0.0 0.0 -1.0 0.08 0.0 0.0 -1.19 56.97
305.0 52.25 23.937772972 0.0 0.0 -1.0 0.08 0.0 0.0 -1.21 61.97
310.0 56.0 23.937772972 0.0 0.0 -1.0 0.09 0.0 0.0 -1.23 66.96
315.0 59.85 23.937772972 0.0 0.0 -1.0 0.09 0.0 0.0 -1.25 71.96
320.0 63.8 23.937772972 0.0 0.0 -1.0 0.09 0.0 0.0 -1.27 76.96
325.0 67.8 23.937772972 0.0 0.0 -1.0 0.09 0.0 0.0 -1.29 81.96

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