TORNTPOWER Options

Date: 29Jun2017 Expiry date: 29Jun2017

Underlying Price: 177.25 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
175.0 6.5 21.0139444805 3000.0 16.0 0.84 -0.33 0.1039 2.722 0.58 2.5
180.0 0.1 18.5 18000.0 8.0 0.128 -0.25 0.08926 2.338 0.09 0.15
190.0 0.1 61.0 87000.0 9.0 0.0 -0.0 0.0 0.0 0.0 0.0
195.0 0.1 79.0 30000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
200.0 0.05 87.0 270000.0 2.0 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
170.0 0.1 41.0 12000.0 1.0 -0.001 -0.0 0.00107 0.028 -0.0 0.0
175.0 0.1 17.0 15000.0 3.0 -0.16 -0.28 0.1039 2.722 -0.11 0.2
180.0 2.1 21.0139444805 24000.0 5.0 -0.872 -0.2 0.08926 2.338 -0.62 2.85
190.0 12.5 22.0 39000.0 2.0 -1.0 0.05 0.0 0.0 -0.75 12.7
210.0 32.0 22.0 3000.0 1.0 -1.0 0.06 0.0 0.0 -0.83 32.69

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