TORNTPOWER Options

Date: 30Aug2018 Expiry date: 30Aug2018

Underlying Price: 264.1 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 63.9 36.0 12000.0 2.0 1.0 -0.06 0.0 0.0 0.79 64.16
220.0 43.3 36.0 3000.0 2.0 1.0 -0.06 0.0 0.0 0.87 44.16
230.0 34.05 36.0 12000.0 8.0 1.0 -0.06 0.0 0.0 0.91 34.16
240.0 26.9 35.029457217 27000.0 4.0 1.0 -0.07 1e-05 0.0 0.95 24.17
250.0 15.55 72.0 54000.0 3.0 0.994 -0.12 0.00293 0.284 0.99 14.18
260.0 5.05 36.0 9000.0 10.0 0.768 -0.94 0.05235 5.075 0.79 4.97
270.0 0.05 19.5 15000.0 10.0 0.164 -0.73 0.04246 4.116 0.17 0.5
280.0 0.05 44.0 9000.0 1.0 0.004 -0.04 0.00218 0.211 0.0 0.01
290.0 0.35 91.0 6000.0 1.0 0.0 -0.0 1e-05 0.001 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 0.05 35.029457217 6000.0 2.0 0.0 -0.0 0.0 0.0 -0.0 0.0
210.0 0.05 35.029457217 24000.0 6.0 0.0 -0.0 0.0 0.0 -0.0 0.0
220.0 0.05 35.029457217 24000.0 2.0 0.0 -0.0 0.0 0.0 -0.0 0.0
230.0 0.15 35.029457217 30000.0 5.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
240.0 0.05 69.0 48000.0 1.0 -0.0 -0.0 1e-05 0.0 -0.0 0.0
250.0 0.35 61.0 33000.0 9.0 -0.006 -0.05 0.00293 0.284 -0.01 0.01
260.0 0.9 37.0 3000.0 12.0 -0.232 -0.87 0.05235 5.075 -0.25 0.8
280.0 18.3 99.0 0.0 4.0 -0.996 0.04 0.00218 0.211 -1.11 15.83
290.0 25.35 36.0 0.0 1.0 -1.0 0.08 1e-05 0.001 -1.15 25.82

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