TORNTPOWER Options

Date: 17Jan2020 Expiry date: 30Jan2020

Underlying Price: 313.05 Trading Days to Expiry: 10.0 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 93.3 21.102209715 30000.0 0.0 1.0 -0.06 0.0 0.0 7.91 113.6
205.0 78.15 21.102209715 0.0 0.0 1.0 -0.06 0.0 0.0 8.11 108.62
210.0 73.25 21.102209715 0.0 0.0 1.0 -0.06 0.0 0.0 8.31 103.63
215.0 68.35 21.102209715 0.0 0.0 1.0 -0.06 0.0 0.0 8.51 98.65
220.0 63.4 21.102209715 0.0 0.0 1.0 -0.06 0.0 0.0 8.71 93.66
225.0 58.55 21.102209715 0.0 0.0 1.0 -0.06 0.0 0.0 8.9 88.67
230.0 53.7 21.102209715 0.0 0.0 1.0 -0.06 0.0 0.0 9.1 83.69
235.0 48.9 21.102209715 0.0 0.0 1.0 -0.07 0.0 0.0 9.3 78.7
240.0 44.2 21.102209715 0.0 0.0 1.0 -0.07 0.0 0.0 9.5 73.72
245.0 39.6 21.102209715 0.0 0.0 1.0 -0.07 0.0 0.0 9.7 68.73
250.0 35.15 21.102209715 0.0 0.0 1.0 -0.07 0.0 0.0 9.89 63.74
255.0 30.85 21.102209715 0.0 0.0 1.0 -0.07 0.0 0.0 10.09 58.76
260.0 26.8 21.102209715 0.0 0.0 1.0 -0.07 0.0 0.001 10.29 53.77
265.0 23.05 21.102209715 0.0 0.0 1.0 -0.07 1e-05 0.007 10.49 48.79
270.0 10.0 21.102209715 6000.0 0.0 1.0 -0.08 5e-05 0.037 10.68 43.8
275.0 16.4 21.102209715 0.0 0.0 0.999 -0.08 0.0002 0.164 10.87 38.82
280.0 27.85 21.102209715 30000.0 0.0 0.997 -0.08 0.00071 0.581 11.04 33.84
285.0 23.0 21.102209715 15000.0 0.0 0.99 -0.1 0.00205 1.686 11.15 28.89
290.0 27.7 43.0 27000.0 6.0 0.972 -0.12 0.00493 4.042 11.12 24.0
295.0 20.35 22.0 15000.0 2.0 0.933 -0.16 0.00985 8.08 10.83 19.26
300.0 17.0 30.0 57000.0 28.0 0.864 -0.21 0.01656 13.587 10.15 14.8
305.0 15.0 38.0 15000.0 8.0 0.76 -0.27 0.02362 19.382 9.01 10.79
310.0 10.35 32.0 66000.0 294.0 0.626 -0.3 0.02881 23.64 7.48 7.4
315.0 8.1 33.0 54000.0 71.0 0.476 -0.3 0.03026 24.836 5.72 4.74
320.0 5.85 33.0 246000.0 619.0 0.332 -0.27 0.02758 22.633 4.01 2.81
325.0 4.25 34.0 27000.0 26.0 0.211 -0.21 0.02194 18.009 2.56 1.54
330.0 3.2 35.0 183000.0 187.0 0.122 -0.14 0.01534 12.59 1.48 0.78
335.0 2.9 39.0 0.0 3.0 0.064 -0.09 0.00948 7.778 0.78 0.36
340.0 1.75 37.0 30000.0 21.0 0.03 -0.05 0.0052 4.271 0.37 0.15
345.0 1.2 37.0 3000.0 3.0 0.013 -0.02 0.00255 2.095 0.16 0.06
350.0 0.8 37.5 21000.0 11.0 0.005 -0.01 0.00112 0.923 0.06 0.02
355.0 0.65 39.0 6000.0 4.0 0.002 -0.0 0.00045 0.366 0.02 0.01
360.0 0.15 33.0 0.0 0.0 0.001 -0.0 0.00016 0.132 0.01 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 85.0 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
205.0 0.05 81.0 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
210.0 0.05 76.5 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
215.0 0.05 72.0 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
220.0 0.05 68.0 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
225.0 0.1 70.0 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
230.0 0.2 72.0 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
235.0 0.35 73.0 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
240.0 0.55 74.0 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
245.0 0.85 75.0 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
250.0 1.35 77.0 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
255.0 3.2 90.0 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
260.0 0.25 48.0 9000.0 0.0 -0.0 -0.0 0.0 0.001 -0.0 0.0
265.0 0.25 44.0 3000.0 0.0 -0.0 -0.0 1e-05 0.007 -0.0 0.0
270.0 0.3 41.0 3000.0 0.0 -0.0 -0.0 5e-05 0.037 -0.0 0.0
275.0 0.4 39.0 9000.0 0.0 -0.001 -0.0 0.0002 0.164 -0.01 0.0
280.0 0.55 37.0 42000.0 3.0 -0.003 -0.01 0.00071 0.581 -0.04 0.01
285.0 0.75 35.0 27000.0 33.0 -0.01 -0.02 0.00205 1.686 -0.13 0.05
290.0 1.4 35.0 48000.0 26.0 -0.028 -0.04 0.00493 4.042 -0.36 0.15
295.0 2.25 35.0 21000.0 14.0 -0.067 -0.08 0.00985 8.08 -0.85 0.39
300.0 3.2 34.0 66000.0 53.0 -0.136 -0.13 0.01656 13.587 -1.72 0.92
305.0 4.65 34.0 12000.0 10.0 -0.24 -0.18 0.02362 19.382 -3.05 1.9
310.0 6.85 34.0 30000.0 35.0 -0.374 -0.22 0.02881 23.64 -4.79 3.49
315.0 9.2 33.0 12000.0 8.0 -0.524 -0.21 0.03026 24.836 -6.74 5.81
320.0 11.8 32.0 30000.0 14.0 -0.668 -0.18 0.02758 22.633 -8.65 8.87
325.0 41.5 21.102209715 0.0 0.0 -0.789 -0.12 0.02194 18.009 -10.31 12.59
330.0 46.05 21.102209715 0.0 0.0 -0.878 -0.05 0.01534 12.59 -11.58 16.81
335.0 50.7 21.102209715 0.0 0.0 -0.936 0.01 0.00948 7.778 -12.48 21.38
340.0 55.4 21.102209715 0.0 0.0 -0.97 0.05 0.0052 4.271 -13.09 26.16
345.0 60.2 21.102209715 0.0 0.0 -0.987 0.07 0.00255 2.095 -13.49 31.05
350.0 65.0 21.102209715 0.0 0.0 -0.995 0.09 0.00112 0.923 -13.79 36.0
355.0 69.85 21.102209715 0.0 0.0 -0.998 0.09 0.00045 0.366 -14.03 40.97
360.0 53.4 75.0 9000.0 0.0 -0.999 0.1 0.00016 0.132 -14.24 45.95

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