TORNTPOWER Options

Date: 28Jun2018 Expiry date: 28Jun2018

Underlying Price: 228.25 Trading Days to Expiry: 1.0 Risk Free Interest Rate: 7%

Click here to understand option greeks.
Call Options
Strike Price Option Price Implied Volatility Open Interest Number of Contracts Delta Theta Gamma Vega Rho Black Scholes Price
220.0 8.7 43.0 12000.0 26.0 0.918 -0.52 0.02467 2.179 0.8 8.54
230.0 0.25 14.5 96000.0 63.0 0.397 -1.21 0.06278 5.546 0.35 1.71
240.0 0.1 45.0 90000.0 18.0 0.033 -0.23 0.01193 1.054 0.03 0.08
250.0 0.05 66.0 69000.0 4.0 0.0 -0.0 0.00023 0.02 0.0 0.0
280.0 0.05 42.731901737 66000.0 5.0 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 62.0 24000.0 6.0 -0.001 -0.01 0.0005 0.044 -0.0 0.0
220.0 0.6 56.0 42000.0 42.0 -0.082 -0.46 0.02467 2.179 -0.08 0.23
230.0 1.7 10.0 9000.0 5.0 -0.603 -1.15 0.06278 5.546 -0.56 3.39
240.0 11.95 43.0 18000.0 7.0 -0.967 -0.16 0.01193 1.054 -0.92 11.76
250.0 25.25 42.731901737 27000.0 2.0 -1.0 0.07 0.00023 0.02 -0.99 21.68
260.0 31.75 43.0 15000.0 1.0 -1.0 0.07 0.0 0.0 -1.03 31.68
280.0 56.0 42.731901737 0.0 3.0 -1.0 0.08 0.0 0.0 -1.11 51.67
290.0 65.55 52.126953125 0.0 1.0 -1.0 0.08 0.0 0.0 -1.15 61.67

Get Clearnifty's Android App.

Get clearnifty on Google Play
Get clearnifty on Google Play