TORNTPOWER Options

Date: 28Nov2019 Expiry date: 28Nov2019

Underlying Price: 279.85 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
200.0 81.5 23.0 6000.0 0.0 1.0 -0.06 0.0 0.0 0.79 79.91
205.0 75.9 23.0 0.0 0.0 1.0 -0.06 0.0 0.0 0.81 74.91
210.0 71.3 23.0 0.0 0.0 1.0 -0.06 0.0 0.0 0.83 69.91
215.0 66.75 23.0 0.0 0.0 1.0 -0.06 0.0 0.0 0.85 64.91
220.0 62.3 23.0 0.0 0.0 1.0 -0.06 0.0 0.0 0.87 59.91
225.0 58.0 83.0 0.0 0.0 1.0 -0.06 0.0 0.0 0.89 54.91
230.0 53.8 82.5 0.0 0.0 1.0 -0.06 0.0 0.0 0.91 49.91
235.0 49.75 22.8987214445 0.0 0.0 1.0 -0.07 0.0 0.0 0.93 44.92
240.0 45.85 22.8987214445 0.0 0.0 1.0 -0.07 0.0 0.0 0.95 39.92
245.0 42.1 22.8987214445 0.0 0.0 1.0 -0.07 0.0 0.0 0.97 34.92
250.0 38.5 22.8987214445 0.0 0.0 1.0 -0.07 0.0 0.0 0.99 29.92
255.0 35.15 22.8987214445 0.0 0.0 1.0 -0.07 0.0 0.0 1.01 24.92
260.0 27.0 22.8987214445 0.0 0.0 1.0 -0.07 0.0 0.0 1.03 19.92
265.0 28.95 22.8987214445 0.0 0.0 1.0 -0.07 7e-05 0.005 1.05 14.92
270.0 26.1 22.8987214445 0.0 0.0 0.994 -0.11 0.00423 0.301 1.06 9.93
275.0 4.5 22.8987214445 3000.0 1.0 0.892 -0.44 0.04591 3.267 0.97 5.14
280.0 0.6 9.0 30000.0 11.0 0.496 -0.84 0.09884 7.034 0.54 1.57
285.0 0.05 16.5 18000.0 4.0 0.108 -0.38 0.04595 3.27 0.12 0.21
290.0 0.1 32.5 51000.0 13.0 0.007 -0.04 0.005 0.355 0.01 0.01
295.0 0.05 40.0 3000.0 2.0 0.0 -0.0 0.00014 0.01 0.0 0.0
300.0 0.05 51.0 117000.0 22.0 0.0 -0.0 0.0 0.0 0.0 0.0
305.0 0.05 61.0 21000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
310.0 0.05 71.0 39000.0 7.0 0.0 -0.0 0.0 0.0 0.0 0.0
315.0 0.1 88.0 12000.0 0.0 0.0 -0.0 0.0 0.0 0.0 -0.0
320.0 0.05 89.0 60000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
325.0 0.2 22.8987214445 3000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
330.0 0.05 22.8987214445 33000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
335.0 1.0 22.8987214445 3000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
340.0 0.1 22.8987214445 33000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
345.0 0.3 22.8987214445 9000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
350.0 0.05 22.8987214445 9000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
355.0 2.9 22.8987214445 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
360.0 2.5 22.8987214445 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
200.0 0.6 22.8987214445 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
205.0 0.8 22.8987214445 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
210.0 1.1 22.8987214445 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
215.0 1.5 22.8987214445 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
220.0 2.0 22.8987214445 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
225.0 2.6 22.8987214445 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
230.0 0.4 22.8987214445 3000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
235.0 0.4 22.8987214445 3000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
240.0 0.35 22.8987214445 3000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
245.0 1.0 22.8987214445 6000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
250.0 0.5 22.8987214445 3000.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 -0.0
255.0 0.1 73.0 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
260.0 0.05 54.0 15000.0 8.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
265.0 0.35 60.0 3000.0 0.0 -0.0 -0.0 7e-05 0.005 -0.0 0.0
270.0 0.05 29.5 42000.0 2.0 -0.006 -0.03 0.00423 0.301 -0.01 0.01
275.0 0.05 16.5 24000.0 2.0 -0.108 -0.37 0.04591 3.267 -0.12 0.21
280.0 0.5 6.5 9000.0 6.0 -0.504 -0.77 0.09884 7.034 -0.57 1.65
285.0 5.0 21.0 12000.0 0.0 -0.892 -0.3 0.04595 3.27 -1.01 5.28
290.0 11.0 45.0 24000.0 6.0 -0.993 0.04 0.005 0.355 -1.14 10.08
295.0 14.1 22.8987214445 3000.0 0.0 -1.0 0.08 0.00014 0.01 -1.17 15.07
300.0 22.0 89.0 12000.0 7.0 -1.0 0.08 0.0 0.0 -1.19 20.07
305.0 21.65 22.8987214445 9000.0 0.0 -1.0 0.08 0.0 0.0 -1.21 25.07
310.0 25.25 22.8987214445 12000.0 0.0 -1.0 0.09 0.0 0.0 -1.23 30.06
315.0 18.25 22.8987214445 6000.0 0.0 -1.0 0.09 0.0 0.0 -1.25 35.06
320.0 24.85 22.8987214445 3000.0 0.0 -1.0 0.09 0.0 0.0 -1.27 40.06
325.0 50.0 22.8987214445 0.0 0.0 -1.0 0.09 0.0 0.0 -1.29 45.06
330.0 54.05 78.5 0.0 0.0 -1.0 0.09 0.0 0.0 -1.31 50.06
335.0 58.15 22.8987214445 0.0 0.0 -1.0 0.09 0.0 0.0 -1.33 55.06
340.0 62.4 23.0 0.0 0.0 -1.0 0.09 0.0 0.0 -1.35 60.06
345.0 66.7 23.0 0.0 0.0 -1.0 0.1 0.0 0.0 -1.37 65.05
350.0 71.1 23.0 0.0 0.0 -1.0 0.1 0.0 0.0 -1.39 70.05
355.0 75.55 23.0 0.0 0.0 -1.0 0.1 0.0 0.0 -1.41 75.05
360.0 79.1 23.0 9000.0 0.0 -1.0 0.1 0.0 0.0 -1.43 80.05

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