TORNTPOWER Options

Date: 30May2019 Expiry date: 30May2019

Underlying Price: 251.0 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
160.0 85.95 35.4177871697 0.0 0.0 1.0 -0.04 0.0 0.0 0.63 91.04
165.0 87.15 36.0 0.0 0.0 1.0 -0.05 0.0 0.0 0.65 86.05
170.0 76.2 35.4177871697 0.0 0.0 1.0 -0.05 0.0 0.0 0.67 81.05
175.0 77.3 36.0 0.0 0.0 1.0 -0.05 0.0 0.0 0.69 76.05
180.0 66.6 35.4177871697 0.0 0.0 1.0 -0.05 0.0 0.0 0.71 71.05
185.0 67.4 36.0 0.0 0.0 1.0 -0.05 0.0 0.0 0.73 66.05
190.0 57.15 35.4177871697 0.0 0.0 1.0 -0.05 0.0 0.0 0.75 61.05
195.0 57.6 36.0 0.0 0.0 1.0 -0.05 0.0 0.0 0.77 56.05
200.0 48.1 35.4177871697 0.0 0.0 1.0 -0.06 0.0 0.0 0.79 51.06
205.0 47.85 36.0 0.0 0.0 1.0 -0.06 0.0 0.0 0.81 46.06
210.0 39.65 36.0 0.0 0.0 1.0 -0.06 0.0 0.0 0.83 41.06
215.0 38.45 35.4177871697 0.0 0.0 1.0 -0.06 0.0 0.0 0.85 36.06
220.0 31.9 36.0 0.0 0.0 1.0 -0.06 0.0 0.0 0.87 31.06
225.0 29.6 35.4177871697 0.0 0.0 1.0 -0.06 0.0 0.0 0.89 26.06
230.0 25.0 35.4177871697 0.0 0.0 1.0 -0.06 3e-05 0.003 0.91 21.06
235.0 21.7 35.4177871697 0.0 0.0 0.999 -0.08 0.00085 0.075 0.93 16.07
240.0 6.9 35.4177871697 6000.0 1.0 0.979 -0.21 0.00904 0.8 0.93 11.11
245.0 15.0 35.4177871697 0.0 0.0 0.866 -0.66 0.03856 3.415 0.84 6.45
250.0 1.05 5.0 6000.0 2.0 0.58 -1.13 0.0698 6.181 0.57 2.8
255.0 0.05 15.0 9000.0 1.0 0.247 -0.9 0.05635 4.989 0.24 0.81
260.0 0.05 29.0 21000.0 3.0 0.06 -0.34 0.02125 1.882 0.06 0.14
265.0 5.0 35.4177871697 9000.0 0.0 0.008 -0.06 0.00391 0.346 0.01 0.01
270.0 0.05 54.0 27000.0 2.0 0.001 -0.01 0.00037 0.032 0.0 0.0
275.0 3.5 35.4177871697 0.0 0.0 0.0 -0.0 2e-05 0.002 0.0 0.0
280.0 0.75 35.4177871697 3000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
285.0 1.9 35.4177871697 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
290.0 0.1 35.4177871697 6000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
295.0 1.0 35.4177871697 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
300.0 2.35 35.4177871697 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 -0.0
305.0 0.5 35.4177871697 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
310.0 1.55 35.4177871697 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
315.0 0.25 35.4177871697 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
320.0 1.0 35.4177871697 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
160.0 0.05 35.4177871697 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
165.0 0.05 35.4177871697 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
170.0 0.1 35.4177871697 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
175.0 0.05 35.4177871697 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
180.0 0.3 35.4177871697 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
185.0 0.05 35.4177871697 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
190.0 0.7 35.4177871697 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
195.0 0.05 35.4177871697 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
200.0 1.45 35.4177871697 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
205.0 0.25 35.4177871697 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
210.0 0.35 35.4177871697 3000.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
215.0 0.05 35.4177871697 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
220.0 4.85 35.4177871697 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
225.0 1.7 35.4177871697 0.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
230.0 0.05 64.0 6000.0 0.0 -0.0 -0.0 3e-05 0.003 -0.0 0.0
235.0 3.65 35.4177871697 0.0 0.0 -0.001 -0.01 0.00085 0.075 -0.0 0.0
240.0 0.1 41.0 3000.0 1.0 -0.021 -0.14 0.00904 0.8 -0.02 0.04
245.0 0.25 31.0 3000.0 1.0 -0.134 -0.6 0.03856 3.415 -0.13 0.38
250.0 2.45 45.0 6000.0 2.0 -0.42 -1.06 0.0698 6.181 -0.42 1.74
255.0 10.2 35.4177871697 6000.0 0.0 -0.753 -0.83 0.05635 4.989 -0.77 4.74
260.0 14.0 35.4177871697 6000.0 2.0 -0.94 -0.27 0.02125 1.882 -0.97 9.07
265.0 17.6 35.4177871697 0.0 0.0 -0.992 0.01 0.00391 0.346 -1.04 13.94
270.0 29.45 35.4177871697 0.0 0.0 -0.999 0.07 0.00037 0.032 -1.07 18.93
275.0 24.95 36.0 0.0 0.0 -1.0 0.08 2e-05 0.002 -1.09 23.92
280.0 33.25 35.4177871697 0.0 1.0 -1.0 0.08 0.0 0.0 -1.11 28.92
285.0 33.25 36.0 0.0 0.0 -1.0 0.08 0.0 0.0 -1.13 33.92
290.0 43.45 35.4177871697 0.0 1.0 -1.0 0.08 0.0 0.0 -1.15 38.92
295.0 42.2 36.0 0.0 0.0 -1.0 0.08 0.0 0.0 -1.17 43.92
300.0 53.85 35.4177871697 0.0 0.0 -1.0 0.08 0.0 0.0 -1.19 48.92
305.0 51.55 36.0 0.0 0.0 -1.0 0.08 0.0 0.0 -1.21 53.92
310.0 62.85 35.4177871697 0.0 0.0 -1.0 0.09 0.0 0.0 -1.23 58.91
315.0 61.15 36.0 0.0 0.0 -1.0 0.09 0.0 0.0 -1.25 63.91
320.0 72.15 36.0 0.0 0.0 -1.0 0.09 0.0 0.0 -1.27 68.91

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