TORNTPOWER Options

Date: 28Mar2019 Expiry date: 28Mar2019

Underlying Price: 250.0 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
160.0 102.5 94.953125 0.0 0.0 1.0 -0.04 0.0 0.0 0.63 90.04
170.0 93.15 97.0 0.0 0.0 1.0 -0.05 0.0 0.0 0.67 80.05
180.0 84.05 69.6728515625 0.0 0.0 1.0 -0.05 0.0 0.0 0.71 70.05
190.0 75.35 59.0068359375 0.0 0.0 1.0 -0.05 0.0 0.0 0.75 60.05
200.0 67.0 82.5 0.0 0.0 1.0 -0.06 0.0 0.0 0.79 50.06
210.0 59.15 37.162109375 0.0 0.0 1.0 -0.06 0.0 0.0 0.83 40.06
220.0 20.1 18.0593368491 0.0 0.0 1.0 -0.06 0.0 0.0 0.87 30.06
230.0 18.5 18.0593368491 6000.0 0.0 1.0 -0.06 0.0 0.0 0.91 20.06
240.0 13.0 98.0 6000.0 0.0 1.0 -0.07 0.0002 0.009 0.95 10.07
250.0 0.2 2.5 6000.0 2.0 0.512 -0.6 0.14023 6.281 0.5 1.17
260.0 0.05 32.0 33000.0 13.0 0.0 -0.0 0.00041 0.018 0.0 0.0
270.0 0.05 56.0 45000.0 6.0 0.0 -0.0 0.0 0.0 0.0 0.0
280.0 0.05 79.0 30000.0 5.0 0.0 -0.0 0.0 0.0 0.0 0.0
290.0 0.5 18.0593368491 3000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
300.0 0.05 18.0593368491 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
310.0 11.9 18.0593368491 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
320.0 9.85 18.0593368491 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 0.55 18.0593368491 0.0 0.0 0.0 0.0 0.0 0.0 -0.0 0.0
170.0 1.05 18.0593368491 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
180.0 1.75 18.0593368491 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
190.0 2.85 18.0593368491 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
200.0 1.8 18.0593368491 3000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
210.0 6.3 18.0593368491 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
220.0 0.05 89.0 9000.0 1.0 0.0 -0.0 0.0 0.0 -0.0 0.0
230.0 0.05 61.0 45000.0 1.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
240.0 0.1 38.0 12000.0 1.0 -0.0 -0.0 0.0002 0.009 -0.0 0.0
250.0 1.25 20.0 3000.0 2.0 -0.488 -0.53 0.14023 6.281 -0.49 1.1
260.0 7.5 18.0593368491 12000.0 2.0 -1.0 0.07 0.00041 0.018 -1.03 9.93
270.0 7.7 18.0593368491 3000.0 0.0 -1.0 0.07 0.0 0.0 -1.07 19.93
280.0 26.3 18.0593368491 6000.0 1.0 -1.0 0.08 0.0 0.0 -1.11 29.92
290.0 36.45 18.0593368491 3000.0 1.0 -1.0 0.08 0.0 0.0 -1.15 39.92
300.0 49.75 19.0 0.0 0.0 -1.0 0.08 0.0 0.0 -1.19 49.92
310.0 57.2 19.0 0.0 0.0 -1.0 0.09 0.0 0.0 -1.23 59.91
320.0 64.95 18.0593368491 0.0 0.0 -1.0 0.09 0.0 0.0 -1.27 69.91

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