TORNTPOWER Options

Date: 31Jan2019 Expiry date: 31Jan2019

Underlying Price: 247.3 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 69.8 23.376672206 0.0 0.0 1.0 -0.04 0.0 0.0 0.63 87.34
165.0 65.5 23.376672206 0.0 0.0 1.0 -0.05 0.0 0.0 0.65 82.35
170.0 61.35 23.376672206 0.0 0.0 1.0 -0.05 0.0 0.0 0.67 77.35
175.0 57.3 23.376672206 0.0 0.0 1.0 -0.05 0.0 0.0 0.69 72.35
180.0 53.4 23.376672206 0.0 0.0 1.0 -0.05 0.0 0.0 0.71 67.35
185.0 49.65 23.376672206 0.0 0.0 1.0 -0.05 0.0 0.0 0.73 62.35
190.0 46.05 23.376672206 0.0 0.0 1.0 -0.05 0.0 0.0 0.75 57.35
195.0 42.6 23.376672206 0.0 0.0 1.0 -0.05 0.0 0.0 0.77 52.35
200.0 39.35 23.376672206 0.0 0.0 1.0 -0.06 0.0 0.0 0.79 47.36
205.0 36.25 23.376672206 0.0 0.0 1.0 -0.06 0.0 0.0 0.81 42.36
210.0 33.35 23.376672206 0.0 0.0 1.0 -0.06 0.0 0.0 0.83 37.36
215.0 30.6 23.376672206 0.0 0.0 1.0 -0.06 0.0 0.0 0.85 32.36
220.0 28.0 24.0 0.0 0.0 1.0 -0.06 0.0 0.0 0.87 27.36
225.0 25.6 23.376672206 0.0 0.0 1.0 -0.06 0.0 0.0 0.89 22.36
230.0 23.35 23.376672206 0.0 0.0 1.0 -0.06 0.0 0.0 0.91 17.36
235.0 21.25 23.376672206 0.0 0.0 1.0 -0.07 0.00025 0.014 0.93 12.37
240.0 21.8 23.376672206 3000.0 0.0 0.98 -0.15 0.0131 0.743 0.93 7.39
245.0 15.6 23.376672206 3000.0 0.0 0.746 -0.63 0.08808 4.997 0.72 2.93
250.0 2.9 63.0 9000.0 2.0 0.238 -0.58 0.08508 4.827 0.23 0.51
255.0 0.1 29.5 15000.0 4.0 0.02 -0.09 0.01324 0.751 0.02 0.03
260.0 0.05 39.0 48000.0 1.0 0.0 -0.0 0.00037 0.021 0.0 0.0
265.0 0.1 57.0 21000.0 7.0 0.0 -0.0 0.0 0.0 0.0 0.0
270.0 0.05 63.0 93000.0 10.0 0.0 -0.0 0.0 0.0 0.0 0.0
275.0 0.05 74.0 51000.0 2.0 0.0 -0.0 0.0 0.0 0.0 0.0
280.0 0.05 85.0 33000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
285.0 0.4 23.376672206 3000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
290.0 0.05 23.376672206 27000.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
295.0 6.15 23.376672206 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
300.0 0.05 23.376672206 24000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
305.0 0.5 23.376672206 3000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
310.0 0.5 23.376672206 3000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
315.0 0.5 23.376672206 12000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
320.0 0.7 23.376672206 3000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
325.0 0.5 23.376672206 3000.0 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 2.05 23.376672206 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
165.0 2.65 23.376672206 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
170.0 3.35 23.376672206 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
175.0 4.2 23.376672206 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
180.0 5.2 23.376672206 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
185.0 6.35 23.376672206 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
190.0 7.65 23.376672206 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
195.0 9.1 23.376672206 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
200.0 10.75 23.376672206 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
205.0 0.5 23.376672206 6000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
210.0 0.1 23.376672206 12000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
215.0 1.5 23.376672206 6000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
220.0 0.05 82.0 18000.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
225.0 2.2 23.376672206 12000.0 0.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
230.0 0.1 61.0 39000.0 2.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
235.0 4.15 23.376672206 6000.0 0.0 -0.0 -0.0 0.00025 0.014 -0.0 0.0
240.0 0.1 29.5 12000.0 2.0 -0.02 -0.09 0.0131 0.743 -0.02 0.03
245.0 0.05 10.25 6000.0 3.0 -0.254 -0.57 0.08808 4.997 -0.25 0.56
250.0 4.5 45.0 9000.0 4.0 -0.762 -0.51 0.08508 4.827 -0.76 3.14
255.0 7.7 24.0 6000.0 1.0 -0.98 -0.02 0.01324 0.751 -0.99 7.66
260.0 13.0 24.0 21000.0 3.0 -1.0 0.07 0.00037 0.021 -1.03 12.63
265.0 19.0 77.0 6000.0 0.0 -1.0 0.07 0.0 0.0 -1.05 17.63
270.0 23.0 24.0 3000.0 0.0 -1.0 0.07 0.0 0.0 -1.07 22.63
275.0 54.45 23.376672206 0.0 0.0 -1.0 0.08 0.0 0.0 -1.09 27.62
280.0 33.7 24.0 9000.0 1.0 -1.0 0.08 0.0 0.0 -1.11 32.62
285.0 62.4 23.376672206 0.0 0.0 -1.0 0.08 0.0 0.0 -1.13 37.62
290.0 43.65 24.0 0.0 1.0 -1.0 0.08 0.0 0.0 -1.15 42.62
295.0 70.7 80.5 0.0 0.0 -1.0 0.08 0.0 0.0 -1.17 47.62
300.0 74.95 40.4921875 0.0 0.0 -1.0 0.08 0.0 0.0 -1.19 52.62
305.0 79.25 44.2294921875 0.0 0.0 -1.0 0.08 0.0 0.0 -1.21 57.62
310.0 45.25 23.376672206 6000.0 0.0 -1.0 0.09 0.0 0.0 -1.23 62.61
315.0 88.05 86.5 0.0 0.0 -1.0 0.09 0.0 0.0 -1.25 67.61
320.0 54.1 23.376672206 6000.0 0.0 -1.0 0.09 0.0 0.0 -1.27 72.61
325.0 97.05 58.4682617188 0.0 0.0 -1.0 0.09 0.0 0.0 -1.29 77.61

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