TORNTPOWER Options

Date: 31Oct2019 Expiry date: 31Oct2019

Underlying Price: 280.15 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 83.1 17.0 12000.0 0.0 1.0 -0.06 0.0 0.0 0.79 80.21
205.0 100.0 63.640625 0.0 0.0 1.0 -0.06 0.0 0.0 0.81 75.21
210.0 95.35 16.011187553 0.0 0.0 1.0 -0.06 0.0 0.0 0.83 70.21
215.0 90.75 86.0 0.0 0.0 1.0 -0.06 0.0 0.0 0.85 65.21
220.0 86.2 83.0 0.0 0.0 1.0 -0.06 0.0 0.0 0.87 60.21
225.0 81.75 16.011187553 0.0 0.0 1.0 -0.06 0.0 0.0 0.89 55.21
230.0 77.35 42.830078125 0.0 0.0 1.0 -0.06 0.0 0.0 0.91 50.21
235.0 73.05 46.875 0.0 0.0 1.0 -0.07 0.0 0.0 0.93 45.22
240.0 68.85 16.011187553 0.0 0.0 1.0 -0.07 0.0 0.0 0.95 40.22
245.0 64.8 16.011187553 0.0 0.0 1.0 -0.07 0.0 0.0 0.97 35.22
250.0 60.85 46.75 0.0 0.0 1.0 -0.07 0.0 0.0 0.99 30.22
255.0 57.05 68.5 0.0 0.0 1.0 -0.07 0.0 0.0 1.01 25.22
260.0 53.35 16.011187553 0.0 0.0 1.0 -0.07 0.0 0.0 1.03 20.22
265.0 31.05 16.011187553 6000.0 0.0 1.0 -0.07 0.0 0.0 1.05 15.22
270.0 18.5 16.011187553 3000.0 0.0 1.0 -0.08 0.00016 0.008 1.07 10.23
275.0 13.6 16.011187553 3000.0 0.0 0.969 -0.17 0.02448 1.221 1.06 5.26
280.0 0.4 4.0 15000.0 4.0 0.534 -0.6 0.14069 7.016 0.59 1.24
285.0 0.15 20.0 9000.0 4.0 0.048 -0.14 0.03506 1.749 0.05 0.06
290.0 0.05 28.0 48000.0 12.0 0.0 -0.0 0.00045 0.022 0.0 0.0
295.0 0.05 39.5 6000.0 1.0 0.0 -0.0 0.0 0.0 0.0 0.0
300.0 0.05 50.0 81000.0 18.0 0.0 -0.0 0.0 0.0 0.0 0.0
305.0 0.35 83.0 12000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
310.0 0.05 70.0 39000.0 9.0 0.0 -0.0 0.0 0.0 0.0 0.0
315.0 0.55 16.011187553 3000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
320.0 0.4 16.011187553 9000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
325.0 0.4 16.011187553 6000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
330.0 0.05 16.011187553 21000.0 3.0 0.0 -0.0 0.0 0.0 0.0 0.0
335.0 15.65 16.011187553 0.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
340.0 0.35 16.011187553 6000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
345.0 0.35 16.011187553 3000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
350.0 0.9 16.011187553 3000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
355.0 0.35 16.011187553 3000.0 0.0 0.0 -0.0 0.0 0.0 0.0 0.0
360.0 0.9 16.011187553 6000.0 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 0.55 16.011187553 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
205.0 0.75 16.011187553 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
210.0 1.0 16.011187553 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
215.0 1.3 16.011187553 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
220.0 1.65 16.011187553 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
225.0 2.1 16.011187553 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
230.0 0.2 16.011187553 3000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
235.0 3.25 16.011187553 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
240.0 4.0 16.011187553 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
245.0 4.8 16.011187553 0.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
250.0 0.05 79.0 3000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
255.0 0.4 95.0 3000.0 0.0 0.0 -0.0 0.0 0.0 -0.0 0.0
260.0 0.1 61.0 3000.0 1.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
265.0 0.05 42.5 15000.0 8.0 -0.0 -0.0 0.0 0.0 -0.0 0.0
270.0 0.05 30.0 24000.0 2.0 -0.0 -0.0 0.00016 0.008 -0.0 0.0
275.0 0.2 23.5 12000.0 6.0 -0.031 -0.1 0.02448 1.221 -0.03 0.03
280.0 0.25 5.0 12000.0 9.0 -0.466 -0.53 0.14069 7.016 -0.52 1.02
285.0 4.6 16.0 6000.0 1.0 -0.952 -0.06 0.03506 1.749 -1.08 4.83
290.0 11.0 52.0 6000.0 3.0 -1.0 0.08 0.00045 0.022 -1.15 9.77
295.0 18.0 16.011187553 0.0 0.0 -1.0 0.08 0.0 0.0 -1.17 14.77
300.0 25.0 16.011187553 12000.0 0.0 -1.0 0.08 0.0 0.0 -1.19 19.77
305.0 25.75 17.0 0.0 0.0 -1.0 0.08 0.0 0.0 -1.21 24.77
310.0 28.45 17.0 0.0 0.0 -1.0 0.09 0.0 0.0 -1.23 29.76
315.0 31.3 16.011187553 0.0 0.0 -1.0 0.09 0.0 0.0 -1.25 34.76
320.0 34.3 16.011187553 0.0 0.0 -1.0 0.09 0.0 0.0 -1.27 39.76
325.0 34.55 16.011187553 12000.0 0.0 -1.0 0.09 0.0 0.0 -1.29 44.76
330.0 40.7 16.011187553 0.0 0.0 -1.0 0.09 0.0 0.0 -1.31 49.76
335.0 44.05 16.011187553 0.0 0.0 -1.0 0.09 0.0 0.0 -1.33 54.76
340.0 47.55 16.011187553 0.0 0.0 -1.0 0.09 0.0 0.0 -1.35 59.76
345.0 51.15 16.011187553 0.0 0.0 -1.0 0.1 0.0 0.0 -1.37 64.75
350.0 54.85 16.011187553 0.0 0.0 -1.0 0.1 0.0 0.0 -1.39 69.75
355.0 58.65 16.011187553 0.0 0.0 -1.0 0.1 0.0 0.0 -1.41 74.75
360.0 78.4 17.0 3000.0 0.0 -1.0 0.1 0.0 0.0 -1.43 79.75

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