TORNTPOWER Options

Date: 30Jan2020 Expiry date: 30Jan2020

Underlying Price: 319.5 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
200.0 125.3 19.0 0.0 0.0 1.0 -0.06 0.0 0.0 0.79 119.56
205.0 78.15 18.0147702574 0.0 0.0 1.0 -0.06 0.0 0.0 0.81 114.56
210.0 73.25 18.0147702574 0.0 0.0 1.0 -0.06 0.0 0.0 0.83 109.56
215.0 68.35 18.0147702574 0.0 0.0 1.0 -0.06 0.0 0.0 0.85 104.56
220.0 63.4 18.0147702574 0.0 0.0 1.0 -0.06 0.0 0.0 0.87 99.56
225.0 58.55 18.0147702574 0.0 0.0 1.0 -0.06 0.0 0.0 0.89 94.56
230.0 53.7 18.0147702574 0.0 0.0 1.0 -0.06 0.0 0.0 0.91 89.56
235.0 48.9 18.0147702574 0.0 0.0 1.0 -0.07 0.0 0.0 0.93 84.57
240.0 44.2 18.0147702574 0.0 0.0 1.0 -0.07 0.0 0.0 0.95 79.57
245.0 39.6 18.0147702574 0.0 0.0 1.0 -0.07 0.0 0.0 0.97 74.57
250.0 35.15 18.0147702574 0.0 0.0 1.0 -0.07 0.0 0.0 0.99 69.57
255.0 30.85 18.0147702574 0.0 0.0 1.0 -0.07 0.0 0.0 1.01 64.57
260.0 26.8 18.0147702574 0.0 0.0 1.0 -0.07 0.0 0.0 1.03 59.57
265.0 23.05 18.0147702574 0.0 0.0 1.0 -0.07 0.0 0.0 1.05 54.57
270.0 59.0 18.0147702574 6000.0 0.0 1.0 -0.07 0.0 0.0 1.07 49.57
275.0 16.4 18.0147702574 0.0 0.0 1.0 -0.08 0.0 0.0 1.09 44.58
280.0 41.35 19.0 27000.0 1.0 1.0 -0.08 0.0 0.0 1.11 39.58
285.0 43.0 18.0147702574 12000.0 0.0 1.0 -0.08 0.0 0.0 1.13 34.58
290.0 32.0 18.0147702574 9000.0 2.0 1.0 -0.08 0.0 0.0 1.15 29.58
295.0 25.0 19.0 9000.0 1.0 1.0 -0.08 0.0 0.0 1.17 24.58
300.0 21.55 83.0 24000.0 5.0 1.0 -0.08 0.0 0.0 1.19 19.58
305.0 23.5 18.0147702574 6000.0 0.0 1.0 -0.08 2e-05 0.002 1.21 14.58
310.0 11.25 55.0 18000.0 4.0 0.996 -0.11 0.00295 0.215 1.23 9.59
315.0 6.35 41.0 9000.0 1.0 0.9 -0.4 0.0485 3.539 1.12 4.76
320.0 0.15 4.0 6000.0 11.0 0.457 -0.76 0.10941 7.984 0.57 1.25
325.0 0.3 23.5 15000.0 8.0 0.07 -0.25 0.03714 2.71 0.09 0.11
330.0 0.05 26.0 75000.0 35.0 0.002 -0.01 0.00207 0.151 0.0 0.0
335.0 0.05 36.0 18000.0 3.0 0.0 -0.0 2e-05 0.001 0.0 0.0
340.0 0.1 50.0 24000.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
345.0 0.5 81.0 9000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
350.0 0.05 63.0 27000.0 0.0 0.0 -0.0 0.0 0.0 0.0 -0.0
355.0 0.2 87.0 3000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
360.0 0.15 92.0 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
365.0 0.1 96.0 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
370.0 0.05 95.0 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
375.0 0.05 18.0147702574 0.0 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
200.0 0.05 18.0147702574 0.0 0.0 0.0 0.0 0.0 0.0 -0.0 0.0
205.0 0.05 18.0147702574 0.0 0.0 0.0 0.0 0.0 0.0 -0.0 0.0
210.0 0.05 18.0147702574 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
215.0 0.05 18.0147702574 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
220.0 0.05 18.0147702574 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
225.0 0.1 18.0147702574 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
230.0 0.2 18.0147702574 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
235.0 0.35 18.0147702574 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
240.0 0.55 18.0147702574 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
245.0 0.85 18.0147702574 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
250.0 1.35 18.0147702574 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
255.0 3.2 18.0147702574 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
260.0 0.25 18.0147702574 9000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
265.0 0.25 18.0147702574 3000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
270.0 0.3 18.0147702574 3000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
275.0 0.1 18.0147702574 3000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
280.0 0.2 18.0147702574 33000.0 1.0 0.0 -0.0 0.0 0.0 -0.0 0.0
285.0 0.1 86.0 24000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
290.0 0.05 68.0 42000.0 2.0 0.0 -0.0 0.0 0.0 -0.0 0.0
295.0 0.05 57.0 18000.0 1.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
300.0 0.05 46.5 27000.0 5.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
305.0 0.1 40.0 9000.0 3.0 -0.0 -0.0 2e-05 0.002 -0.0 0.0
310.0 0.2 33.0 18000.0 9.0 -0.004 -0.02 0.00295 0.215 -0.0 0.0
315.0 0.05 13.5 12000.0 3.0 -0.1 -0.31 0.0485 3.539 -0.13 0.17
320.0 3.5 39.0 6000.0 18.0 -0.543 -0.67 0.10941 7.984 -0.69 1.66
325.0 4.5 18.0147702574 6000.0 2.0 -0.93 -0.16 0.03714 2.71 -1.2 5.52
330.0 3.25 18.0147702574 3000.0 0.0 -0.998 0.08 0.00207 0.151 -1.31 10.41
335.0 50.7 18.0147702574 0.0 0.0 -1.0 0.09 2e-05 0.001 -1.33 15.41
340.0 55.4 18.0147702574 0.0 0.0 -1.0 0.09 0.0 0.0 -1.35 20.41
345.0 29.4 18.0147702574 6000.0 0.0 -1.0 0.1 0.0 0.0 -1.37 25.4
350.0 65.0 18.0147702574 0.0 0.0 -1.0 0.1 0.0 0.0 -1.39 30.4
355.0 69.85 18.0147702574 0.0 0.0 -1.0 0.1 0.0 0.0 -1.41 35.4
360.0 53.4 18.0147702574 9000.0 0.0 -1.0 0.1 0.0 0.0 -1.43 40.4
365.0 79.6 18.0147702574 0.0 0.0 -1.0 0.1 0.0 0.0 -1.45 45.4
370.0 84.55 52.75 0.0 0.0 -1.0 0.1 0.0 0.0 -1.47 50.4
375.0 89.45 18.0147702574 0.0 0.0 -1.0 0.1 0.0 0.0 -1.49 55.4

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