TORNTPOWER Options

Date: 29Aug2019 Expiry date: 29Aug2019

Underlying Price: 276.95 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
160.0 122.6 32.0 0.0 0.0 1.0 -0.04 0.0 0.0 0.63 116.99
165.0 89.15 31.1150321393 0.0 0.0 1.0 -0.05 0.0 0.0 0.65 112.0
170.0 84.35 31.1150321393 0.0 0.0 1.0 -0.05 0.0 0.0 0.67 107.0
175.0 79.65 31.1150321393 0.0 0.0 1.0 -0.05 0.0 0.0 0.69 102.0
180.0 74.95 31.1150321393 0.0 0.0 1.0 -0.05 0.0 0.0 0.71 97.0
185.0 70.35 31.1150321393 0.0 0.0 1.0 -0.05 0.0 0.0 0.73 92.0
190.0 65.85 31.1150321393 0.0 0.0 1.0 -0.05 0.0 0.0 0.75 87.0
195.0 61.45 31.1150321393 0.0 0.0 1.0 -0.05 0.0 0.0 0.77 82.0
200.0 57.2 31.1150321393 0.0 0.0 1.0 -0.06 0.0 0.0 0.79 77.01
205.0 53.05 31.1150321393 0.0 0.0 1.0 -0.06 0.0 0.0 0.81 72.01
210.0 49.05 31.1150321393 0.0 0.0 1.0 -0.06 0.0 0.0 0.83 67.01
215.0 45.2 31.1150321393 0.0 0.0 1.0 -0.06 0.0 0.0 0.85 62.01
220.0 41.5 31.1150321393 0.0 0.0 1.0 -0.06 0.0 0.0 0.87 57.01
225.0 38.0 31.1150321393 0.0 0.0 1.0 -0.06 0.0 0.0 0.89 52.01
230.0 34.65 31.1150321393 0.0 0.0 1.0 -0.06 0.0 0.0 0.91 47.01
235.0 31.55 31.1150321393 0.0 0.0 1.0 -0.07 0.0 0.0 0.93 42.02
240.0 28.6 3.5 0.0 0.0 1.0 -0.07 0.0 0.0 0.95 37.02
245.0 25.85 31.1150321393 0.0 0.0 1.0 -0.07 0.0 0.0 0.97 32.02
250.0 23.3 31.1150321393 0.0 0.0 1.0 -0.07 0.0 0.0 0.99 27.02
255.0 20.95 31.1150321393 0.0 0.0 1.0 -0.07 1e-05 0.001 1.01 22.02
260.0 34.0 31.1150321393 3000.0 0.0 0.999 -0.08 0.00038 0.036 1.03 17.02
265.0 19.5 31.1150321393 0.0 0.0 0.989 -0.15 0.00554 0.524 1.04 12.05
270.0 14.95 31.1150321393 0.0 0.0 0.907 -0.52 0.03073 2.91 0.97 7.26
275.0 14.05 31.1150321393 6000.0 0.0 0.65 -1.05 0.06827 6.465 0.7 3.32
280.0 0.05 11.0 12000.0 4.0 0.296 -0.96 0.06371 6.033 0.32 1.01
285.0 0.15 30.0 15000.0 1.0 0.075 -0.39 0.02614 2.476 0.08 0.18
290.0 0.05 36.0 30000.0 13.0 0.01 -0.07 0.00492 0.466 0.01 0.02
295.0 0.15 56.0 27000.0 5.0 0.001 -0.01 0.00044 0.042 0.0 0.0
300.0 0.05 57.0 45000.0 12.0 0.0 -0.0 2e-05 0.002 0.0 0.0
305.0 0.05 67.0 12000.0 4.0 0.0 -0.0 0.0 0.0 0.0 0.0
310.0 0.05 77.0 60000.0 7.0 0.0 -0.0 0.0 0.0 0.0 0.0
315.0 0.05 87.0 15000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
320.0 0.1 31.1150321393 36000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
325.0 0.05 31.1150321393 21000.0 0.0 0.0 -0.0 0.0 0.0 0.0 -0.0
330.0 0.05 31.1150321393 24000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
335.0 0.05 31.1150321393 3000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
340.0 0.05 31.1150321393 45000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
345.0 0.45 31.1150321393 9000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
350.0 0.05 31.1150321393 15000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
355.0 0.7 31.1150321393 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
360.0 0.1 31.1150321393 12000.0 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 0.2 31.1150321393 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
165.0 0.3 31.1150321393 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
170.0 1.5 31.1150321393 3000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
175.0 0.6 31.1150321393 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
180.0 0.85 31.1150321393 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
185.0 1.15 31.1150321393 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
190.0 1.55 31.1150321393 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
195.0 2.1 31.1150321393 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
200.0 2.7 31.1150321393 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
205.0 3.5 31.1150321393 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
210.0 4.4 31.1150321393 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
215.0 5.45 31.1150321393 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
220.0 6.7 31.1150321393 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
225.0 8.1 31.1150321393 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
230.0 9.7 31.1150321393 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
235.0 0.35 31.1150321393 3000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
240.0 0.15 31.1150321393 3000.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
245.0 0.35 31.1150321393 3000.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
250.0 0.05 72.0 3000.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
255.0 20.55 31.1150321393 0.0 0.0 -0.0 -0.0 1e-05 0.001 -0.0 0.0
260.0 0.1 53.0 24000.0 2.0 -0.001 -0.01 0.00038 0.036 -0.0 0.0
265.0 0.5 56.0 3000.0 0.0 -0.011 -0.08 0.00554 0.524 -0.01 0.02
270.0 0.3 33.0 87000.0 8.0 -0.093 -0.45 0.03073 2.91 -0.1 0.24
275.0 0.85 24.0 15000.0 2.0 -0.35 -0.98 0.06827 6.465 -0.39 1.29
280.0 1.65 31.1150321393 15000.0 12.0 -0.704 -0.88 0.06371 6.033 -0.79 3.98
285.0 6.2 31.1150321393 6000.0 0.0 -0.925 -0.31 0.02614 2.476 -1.05 8.15
290.0 12.6 32.0 15000.0 12.0 -0.99 0.01 0.00492 0.466 -1.14 12.99
295.0 12.0 31.1150321393 12000.0 0.0 -0.999 0.08 0.00044 0.042 -1.17 17.97
300.0 23.0 32.0 18000.0 1.0 -1.0 0.08 2e-05 0.002 -1.19 22.97
305.0 26.2 31.1150321393 6000.0 1.0 -1.0 0.08 0.0 0.0 -1.21 27.97
310.0 31.25 31.1150321393 15000.0 1.0 -1.0 0.09 0.0 0.0 -1.23 32.96
315.0 27.65 31.1150321393 6000.0 0.0 -1.0 0.09 0.0 0.0 -1.25 37.96
320.0 27.3 31.1150321393 6000.0 0.0 -1.0 0.09 0.0 0.0 -1.27 42.96
325.0 71.95 31.1150321393 0.0 0.0 -1.0 0.09 0.0 0.0 -1.29 47.96
330.0 30.1 31.1150321393 3000.0 0.0 -1.0 0.09 0.0 0.0 -1.31 52.96
335.0 80.9 31.1150321393 0.0 0.0 -1.0 0.09 0.0 0.0 -1.33 57.96
340.0 85.45 31.1150321393 0.0 0.0 -1.0 0.09 0.0 0.0 -1.35 62.96
345.0 90.05 31.1150321393 0.0 0.0 -1.0 0.1 0.0 0.0 -1.37 67.95
350.0 94.65 31.1150321393 0.0 0.0 -1.0 0.1 0.0 0.0 -1.39 72.95
355.0 98.05 92.0 0.0 0.0 -1.0 0.1 0.0 0.0 -1.41 77.95
360.0 69.1 31.1150321393 3000.0 0.0 -1.0 0.1 0.0 0.0 -1.43 82.95

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