TORNTPOWER Options

Date: 28Sep2017 Expiry date: 28Sep2017

Underlying Price: 208.8 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
190.0 19.5 32.0 0.0 1.0 1.0 -0.05 0.0 0.0 0.75 18.85
215.0 0.65 50.0 54000.0 68.0 0.072 -0.29 0.03333 1.803 0.06 0.13
220.0 0.05 41.5 48000.0 19.0 0.004 -0.03 0.00306 0.166 0.0 0.01
225.0 0.2 71.0 45000.0 5.0 0.0 -0.0 8e-05 0.004 0.0 0.0
230.0 0.05 70.0 165000.0 6.0 0.0 -0.0 0.0 0.0 0.0 0.0
240.0 0.05 96.0 123000.0 9.0 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
195.0 3.0 31.2644727264 27000.0 9.0 -0.0 -0.0 0.00022 0.012 -0.0 0.0
200.0 0.05 36.0 84000.0 3.0 -0.014 -0.07 0.00843 0.456 -0.01 0.02
205.0 0.1 21.0 18000.0 3.0 -0.169 -0.51 0.06141 3.321 -0.14 0.38
210.0 1.2 9.0 12000.0 1.0 -0.605 -0.76 0.09363 5.064 -0.51 2.28
215.0 2.0 31.2644727264 21000.0 6.0 -0.928 -0.23 0.03333 1.803 -0.79 6.27
220.0 5.05 31.2644727264 27000.0 1.0 -0.996 0.03 0.00306 0.166 -0.87 11.14
225.0 15.0 31.2644727264 33000.0 2.0 -1.0 0.06 8e-05 0.004 -0.89 16.14

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