TORNTPOWER Options

Date: 29Nov2018 Expiry date: 29Nov2018

Underlying Price: 259.65 Trading Days to Expiry: 1.0 Risk Free Interest Rate: 7%

Click here to understand option greeks.
Call Options
Strike Price Option Price Implied Volatility Open Interest Number of Contracts Delta Theta Gamma Vega Rho Black Scholes Price
220.0 42.55 50.927098484 9000.0 1.0 1.0 -0.06 0.0 0.0 0.87 39.71
230.0 29.0 51.0 3000.0 1.0 1.0 -0.07 3e-05 0.005 0.91 29.71
240.0 17.5 50.927098484 24000.0 1.0 0.993 -0.14 0.00222 0.303 0.95 19.73
250.0 10.0 51.0 24000.0 1.0 0.886 -0.86 0.02317 3.157 0.87 10.19
255.0 6.0 51.0 3000.0 3.0 0.722 -1.45 0.0403 5.49 0.72 6.18
260.0 0.6 11.0 21000.0 8.0 0.493 -1.7 0.04789 6.525 0.5 3.19
265.0 0.05 18.5 9000.0 3.0 0.271 -1.4 0.03974 5.415 0.27 1.36
270.0 0.2 41.0 33000.0 7.0 0.116 -0.82 0.02349 3.201 0.12 0.47
280.0 0.05 55.0 30000.0 2.0 0.01 -0.11 0.00319 0.435 0.01 0.03
290.0 0.05 76.0 39000.0 1.0 0.0 -0.0 0.00014 0.019 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
215.0 0.05 50.927098484 3000.0 1.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
225.0 0.05 98.0 15000.0 1.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
235.0 0.05 71.0 9000.0 1.0 -0.001 -0.01 0.00035 0.048 -0.0 0.0
240.0 0.05 58.0 24000.0 1.0 -0.007 -0.08 0.00222 0.303 -0.01 0.02
250.0 0.15 38.0 30000.0 8.0 -0.114 -0.8 0.02317 3.157 -0.12 0.47
255.0 1.05 44.0 9000.0 4.0 -0.278 -1.38 0.0403 5.49 -0.29 1.46
260.0 1.35 19.0 24000.0 1.0 -0.507 -1.62 0.04789 6.525 -0.54 3.47
270.0 11.0 51.0 6000.0 2.0 -0.884 -0.75 0.02349 3.201 -0.95 10.74
280.0 22.55 50.927098484 0.0 1.0 -0.99 -0.03 0.00319 0.435 -1.1 20.3
290.0 33.9 50.927098484 0.0 1.0 -1.0 0.08 0.00014 0.019 -1.15 30.27

Get Clearnifty's Android App.

Get clearnifty on Google Play
Get clearnifty on Google Play