BLACK & SHOLES OPTION PRICING MODEL

Spot Price
Strike price
Annual Volatility
Interest rate
Time
d1
d2
N(d1)
N(d2)
Call Price (C )
N(-d1)
N(-d2)
Put Price (P )

1685
1600
0.346787
0.1
0.021918
1.076566
1.025225
0.859163
0.847372
94.86335
0.140837
0.152628
6.360345

0.346787

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Series Date
EQ
EQ
EQ
EQ
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Prev Close Open PriceHigh Price Low Price Last Price

22-Jan-14 1440.15
1440
1449.8 1413.15
1446
23-Jan-14 1444.75 1444.75 1444.75
1398.6
1416.5
24-Jan-14
1411.7 1413.25 1431.05
1400.4
1414.2
27-Jan-14 1411.85
1410 1429.55
1396.6 1424.95
28-Jan-14
1424.5
1419 1426.05
1398.1
1416
29-Jan-14 1412.45
1411
1435
1406.1
1425
30-Jan-14
1422.3
1422.9
1445
1407.8
1440
31-Jan-14
1434.2
1436.1
1469.9
1430.1
1461.3
3-Feb-14
1462.2
1454 1471.15 1448.65
1451.1
4-Feb-14
1452.9
1434.5
1438
1375.1 1402.55
5-Feb-14
1401.9
1412
1414
1375.5
1390.9
6-Feb-14 1393.65
1400 1411.55
1364
1407.5
7-Feb-14
1408.7
1419.7
1422.9
1385.6 1394.05
10-Feb-14 1400.05
1404.4
1422.5
1396.6 1419.95
11-Feb-14 1416.15
1415
1479.2
1415
1477.7
12-Feb-14
1473.1
1480
1510.5 1477.75
1488.8
13-Feb-14
1490.8
1499 1502.35 1480.55
1488
14-Feb-14
1489.2
1494 1513.75
1478.6
1497.7
17-Feb-14 1497.35
1500
1522
1498
1503.6
18-Feb-14
1502.4
1508
1514.8 1483.25 1486.15
19-Feb-14 1486.65
1492
1500
1475.4
1498
20-Feb-14 1494.35
1495
1497.9 1467.35
1471
21-Feb-14
1472.9
1471
1546.4
1471
1540
24-Feb-14
1538.2
1541
1541
1520.6
1528.7
25-Feb-14
1530.2 1538.95 1554.85
1535
1549
26-Feb-14 1548.95
1549 1582.15 1541.15 1572.35
28-Feb-14 1572.65
1530
1590
1530
1578.4
3-Mar-14 1575.55
1576
1576
1491.8
1503.9
4-Mar-14 1504.65
1512
1525 1475.05
1482
5-Mar-14
1481.4
1486.9
1494.4 1453.35
1461.5
6-Mar-14 1462.45
1469.4
1499.5
1469
1492
7-Mar-14 1491.85
1492
1505 1456.25 1480.15
10-Mar-14
1487.9
1478
1483.6
1437.5
1441
11-Mar-14 1441.05 1441.05
1467.1 1437.85
1456
12-Mar-14 1454.55
1446.6 1468.45
1440
1462
13-Mar-14 1460.25
1445
1479
1437.3 1457.65
14-Mar-14
1459.2
1444.6
1445 1405.45
1417
18-Mar-14 1416.85
1425 1426.85
1408
1414.1
19-Mar-14 1413.05
1404
1420 1371.25
1403.5
20-Mar-14
1403.6
1396
1425.9
1396
1410
21-Mar-14 1407.35
1411
1456.7
1397.5
1426.6
22-Mar-14
1426.3
1428
1447.5
1422 1439.15
24-Mar-14
1438.3
1440
1450 1408.85
1412.3
25-Mar-14 1414.35
1411.1
1429.5
1393.4
1401.8

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EQ
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EQ
EQ
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EQ
EQ
EQ
EQ
EQ
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EQ

26-Mar-14
27-Mar-14
28-Mar-14
31-Mar-14
1-Apr-14
2-Apr-14
3-Apr-14
4-Apr-14
7-Apr-14
9-Apr-14
10-Apr-14
11-Apr-14
15-Apr-14
16-Apr-14
17-Apr-14
21-Apr-14
22-Apr-14
23-Apr-14
25-Apr-14
28-Apr-14
29-Apr-14
30-Apr-14
2-May-14
5-May-14
6-May-14
7-May-14
8-May-14
9-May-14
12-May-14
13-May-14
14-May-14
15-May-14
16-May-14
19-May-14
20-May-14
21-May-14
22-May-14
23-May-14
26-May-14
27-May-14
28-May-14
29-May-14
30-May-14
2-Jun-14
3-Jun-14

1397.7
1397.1
1389.15
1405.8
1390.7
1418.45
1425.7
1424.3
1397.9
1406.45
1380.25
1357.4
1400.65
1424.8
1412.5
1424.75
1439.7
1452.65
1438.45
1449.4
1419.6
1414.45
1402.9
1424.75
1381.8
1382.55
1320.8
1339.8
1370.7
1394.4
1432.9
1411.4
1405.8
1365.15
1307.2
1308.5
1336.05
1323.85
1341.05
1386.2
1383.5
1440.45
1399.75
1418.55
1382.8

1405
1405
1401
1405
1410
1432
1438.1
1440.3
1397.5
1395.5
1380
1342.3
1407
1438.5
1451
1438
1431.1
1453
1448.05
1450
1421
1410.55
1403
1430
1381.15
1392
1335
1339
1362
1396.65
1434
1400.6
1405
1377.8
1300
1310.3
1336.05
1317.15
1341
1392
1385.05
1455
1400
1420.05
1385

1408
1405
1422
1405
1429.5
1436.8
1440
1440.3
1411.7
1405
1389
1405
1437.25
1438.5
1452.8
1443.3
1460
1460
1463.8
1455
1433.6
1428.7
1432.7
1438.4
1393
1403.5
1346.35
1378
1401.2
1445.2
1447.95
1426.95
1445.8
1377.8
1343
1343
1339.9
1351.85
1399
1424.45
1452.75
1455
1432
1424.75
1390

1385
1382.75
1395.3
1381
1400
1422.2
1413
1395
1383.65
1367.2
1349.95
1335
1397.9
1402
1415
1421.2
1431.1
1434
1432.95
1415.6
1407.8
1395.45
1386
1373
1369.05
1316.15
1312.1
1335.15
1342.7
1396.65
1396
1392.1
1358.8
1256
1263.45
1310.1
1313
1317.15
1332.6
1367.55
1378
1385.05
1376.75
1376.75
1341

1393
1390
1400.05
1394
1418.3
1425
1424.05
1397.5
1406.2
1377.7
1354.6
1402.9
1425
1410
1421.5
1440
1448
1438
1450
1420.45
1413.8
1406
1424.75
1379
1384.1
1320.2
1345
1373
1396
1433.5
1414.95
1403
1364.1
1309
1300.1
1336.1
1322.4
1347
1393.8
1382.3
1440.9
1398.4
1426.6
1385.9
1349.15

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4-Jun-14
5-Jun-14
6-Jun-14
9-Jun-14
10-Jun-14
11-Jun-14
12-Jun-14
13-Jun-14
16-Jun-14
17-Jun-14
18-Jun-14
19-Jun-14
20-Jun-14
23-Jun-14
24-Jun-14
25-Jun-14
26-Jun-14
27-Jun-14
30-Jun-14
1-Jul-14
2-Jul-14
3-Jul-14
4-Jul-14
7-Jul-14
8-Jul-14
9-Jul-14
10-Jul-14
11-Jul-14
14-Jul-14
15-Jul-14
16-Jul-14
17-Jul-14
18-Jul-14
21-Jul-14
22-Jul-14
23-Jul-14
24-Jul-14
25-Jul-14
28-Jul-14
30-Jul-14
31-Jul-14
1-Aug-14
4-Aug-14
5-Aug-14
6-Aug-14

1348.3
1308.25
1332.9
1327.7
1367.7
1398.25
1405.8
1406.75
1438.95
1422.45
1454.45
1436.85
1458.6
1443.95
1419.05
1415.95
1418.9
1434.1
1481.45
1500.15
1497.55
1480.3
1466.45
1480.35
1508.5
1478.15
1473.2
1472.4
1501.4
1448.95
1462.5
1469.65
1466.8
1500.25
1508.05
1528.9
1542.1
1582.5
1582.35
1614.35
1597.55
1555.1
1515.25
1555
1544.45

1342.1
1318.8
1326.25
1328.05
1372
1403
1403.3
1407.95
1442.9
1436
1447
1426
1467
1428.65
1415
1415.95
1420
1433
1492.9
1495
1493.8
1460
1473.85
1490
1523.35
1495
1472
1494
1495.4
1450
1468
1472.05
1485
1510
1502
1535
1548.65
1586
1582.35
1610
1594.05
1545.25
1520
1552
1545

1355
1339.5
1334.35
1371.05
1402
1418
1421.9
1445
1448
1474
1457.15
1463.8
1468.9
1443.4
1422.85
1438.4
1446.45
1485.75
1508
1502.95
1496.2
1491
1484.6
1512
1523.35
1495
1497.9
1509
1502
1473.3
1477.15
1483.35
1508.25
1519
1533.4
1550
1588.45
1586
1625
1616.55
1595
1550
1564
1560.15
1558.9

1301.6
1307
1314.5
1328
1364.3
1387.2
1381.4
1386
1411.95
1435.5
1426
1409.6
1434.55
1410
1404
1408.9
1410.9
1425.85
1485
1478
1472.1
1460
1468.7
1475.05
1470
1455.4
1460.6
1480.35
1440
1450
1451
1459
1480.1
1500.1
1496
1518.9
1545
1558.45
1571.1
1591.1
1541.1
1507
1520
1528.15
1535.35

1313.85
1332.65
1327.45
1362
1393.5
1401
1396.95
1434.8
1418.8
1445
1431.3
1456
1441
1414
1416.8
1418
1435
1478.9
1503.05
1499.9
1480.15
1467
1480
1506.95
1478.5
1470.05
1475
1497
1452
1466
1472
1467.2
1501.9
1508.9
1526.6
1541.9
1583
1580
1611.5
1599
1559
1520
1552
1540
1550

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7-Aug-14
8-Aug-14
11-Aug-14
12-Aug-14
13-Aug-14
14-Aug-14
18-Aug-14
19-Aug-14
20-Aug-14
21-Aug-14
22-Aug-14
25-Aug-14
26-Aug-14
27-Aug-14
28-Aug-14
1-Sep-14
2-Sep-14
3-Sep-14
4-Sep-14
5-Sep-14
8-Sep-14
9-Sep-14
10-Sep-14
11-Sep-14
12-Sep-14
15-Sep-14
16-Sep-14
17-Sep-14
18-Sep-14
19-Sep-14
22-Sep-14
23-Sep-14
24-Sep-14
25-Sep-14
26-Sep-14
29-Sep-14
30-Sep-14
1-Oct-14
7-Oct-14
8-Oct-14
9-Oct-14
10-Oct-14
13-Oct-14
14-Oct-14
16-Oct-14

1547.65
1518.25
1532.8
1515.3
1517.15
1560.15
1538
1523.05
1538.75
1558.55
1555.55
1594.75
1597.7
1601.6
1649.9
1630.75
1637.4
1648
1658
1661.05
1664.3
1666.25
1640.8
1635
1637.7
1621
1609.7
1605.55
1626.55
1636.9
1673.55
1699.35
1724.45
1709.4
1708.45
1714
1706
1714.75
1740.15
1729.2
1673.1
1695.5
1737.5
1755.8
1723

1532
1514.95
1534
1518
1530
1574.75
1550.6
1533
1548.9
1563
1551.2
1600
1599.9
1604.9
1651
1659
1642.5
1650
1668.75
1665.9
1674.85
1670
1635
1644.8
1634
1622.05
1605.1
1600.85
1626
1640
1670.85
1700
1725
1710.4
1719.8
1715.85
1714
1720
1716.5
1725.1
1681
1700.1
1741.9
1732.7
1722.7

1541.35
1540.7
1542.85
1522.05
1567.6
1577
1553.95
1542
1564.95
1585.4
1614.95
1618
1617.5
1655.7
1665.75
1659
1657
1672
1673.85
1671.95
1683.05
1672
1655.9
1654.8
1638
1625
1637.8
1635
1652.3
1711
1702.85
1735
1735
1730
1725
1727.45
1724
1755.5
1776.25
1744.55
1710
1743
1768.25
1754.4
1740.5

1510
1512.1
1502.2
1502.7
1511.2
1522
1518
1525.65
1538.65
1540.2
1551.2
1584.5
1568.5
1604.9
1624.8
1633.5
1624.25
1642.75
1652.55
1651
1653.4
1636.1
1628.3
1621.35
1612.7
1605.4
1594.9
1600.8
1610.3
1634.05
1655
1696.8
1703.75
1694.65
1691.2
1700.4
1706.05
1713.35
1716.5
1665
1671
1686.95
1721.5
1716.6
1648.05

1519.5
1528.35
1516
1516.85
1561
1537.05
1522
1536
1564.4
1560
1594
1599
1600.4
1648.95
1634
1635
1650
1659.15
1661.9
1667
1665
1641
1637.75
1644
1622
1610
1608.15
1634
1634
1669.05
1695.6
1720
1712
1719.5
1713.9
1708.2
1716.3
1740
1737
1669
1710
1735.1
1754.2
1730.85
1655.9

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17-Oct-14
20-Oct-14
21-Oct-14
22-Oct-14
23-Oct-14
27-Oct-14
28-Oct-14
29-Oct-14
30-Oct-14
31-Oct-14
3-Nov-14
5-Nov-14
7-Nov-14
10-Nov-14
11-Nov-14
12-Nov-14
13-Nov-14
14-Nov-14
17-Nov-14
18-Nov-14
19-Nov-14
20-Nov-14
21-Nov-14
24-Nov-14
25-Nov-14
26-Nov-14
27-Nov-14
28-Nov-14
1-Dec-14
2-Dec-14
3-Dec-14
4-Dec-14
5-Dec-14
8-Dec-14
9-Dec-14
10-Dec-14
11-Dec-14
12-Dec-14
15-Dec-14
16-Dec-14
17-Dec-14
18-Dec-14
19-Dec-14
22-Dec-14
23-Dec-14

1655.85
1505.5
1496.35
1505.1
1513.25
1525.65
1496.75
1501.15
1512
1576.75
1608.4
1570.8
1605
1618.65
1617.55
1615.5
1600.5
1639.5
1610.7
1619.65
1600.7
1631.15
1649
1642.65
1673.25
1657.55
1633.15
1664.35
1662.35
1671.15
1641.3
1654.6
1623.85
1596.8
1559.5
1560.7
1572.55
1552.05
1512.5
1485.3
1558.9
1539.4
1554.25
1589.2
1588.5

1585
1530
1497
1520.3
1530
1538
1491.05
1495.35
1517.95
1588
1615
1571
1601.25
1618.65
1607
1619.8
1604.95
1622.1
1615.9
1625
1600.05
1640
1656
1643
1680
1641.6
1635
1670
1665
1660
1657.5
1648.6
1627.95
1591.1
1562.8
1565
1561
1550.1
1499.9
1472
1559.9
1545
1564.3
1584.05
1578.5

1593.15
1535
1514
1523.95
1535
1538
1511
1519
1587.6
1624.65
1628.3
1611
1624.95
1626
1627
1619.8
1647
1650
1623.9
1625
1635
1652
1656
1689.5
1697
1651.05
1674.75
1678.4
1689.8
1675
1661
1659.85
1628
1594
1576.15
1580
1579.85
1565.85
1506.7
1566.45
1560
1562
1601
1594.9
1584.15

1497.3
1480
1485.05
1502
1519.15
1487
1480
1495.35
1517.95
1583.85
1566.1
1552
1601.25
1585
1605
1591.4
1588.15
1606
1598.35
1598
1600.05
1622.2
1630.1
1638.35
1620.1
1616
1623
1644.7
1650
1638.05
1631.35
1616.6
1592
1540
1546.3
1546.7
1543.2
1506
1450
1472
1510
1520.1
1545.55
1564.8
1522

1510
1500
1507.85
1515
1525.2
1495
1500.5
1516.05
1583
1613.15
1570
1608.75
1619
1612.9
1608
1600
1645
1610
1621
1600
1633
1650
1633
1679.95
1657
1632
1664.7
1663
1670
1643
1655.85
1622
1601.95
1562
1563.45
1578.2
1558
1511.45
1493
1560
1540
1556
1589.95
1585
1539

HCLTECH
HCLTECH
HCLTECH
HCLTECH
HCLTECH
HCLTECH
HCLTECH
HCLTECH
HCLTECH
HCLTECH
HCLTECH
HCLTECH
HCLTECH
HCLTECH
HCLTECH
HCLTECH
HCLTECH
HCLTECH
HCLTECH
HCLTECH

EQ
EQ
EQ
EQ
EQ
EQ
EQ
EQ
EQ
EQ
EQ
EQ
EQ
EQ
EQ
EQ
EQ
EQ
EQ
EQ

24-Dec-14
26-Dec-14
29-Dec-14
30-Dec-14
31-Dec-14
1-Jan-15
2-Jan-15
5-Jan-15
6-Jan-15
7-Jan-15
8-Jan-15
9-Jan-15
12-Jan-15
13-Jan-15
14-Jan-15
15-Jan-15
16-Jan-15
19-Jan-15
20-Jan-15
21-Jan-15

1537.35
1539.7
1564.65
1580.05
1589.1
1596.9
1606.8
1605.25
1578.25
1536.1
1499.6
1534.3
1545.55
1575.55
1583.6
1578.8
1593.25
1639
1644.65
1672.15

1539.5
1541.55
1576
1576
1589
1599
1602.05
1615
1574
1539.5
1517
1536.65
1555.1
1575.55
1595.9
1594.95
1594
1650
1662.5
1661.2

1563.8
1567.8
1587.5
1595.85
1609.8
1611.65
1618.95
1615
1574.4
1548
1540
1583.65
1579
1594.95
1598.8
1618.45
1644.1
1730
1679.25
1692

1415
1522
1570.05
1570.45
1563.8
1585.6
1600.05
1568.7
1522.65
1492.7
1495
1522.9
1540.7
1563.35
1550.3
1552.45
1575.55
1639.8
1649.7
1641

1542
1563
1577.5
1586.25
1604
1605.5
1607
1581
1543.05
1500
1536.5
1546.3
1575
1580.7
1575.2
1598.6
1638
1646.1
1668
1684.95

Close PriceAverage PriTotal TradeTurnover inNo. of Trad Deliverable Qty

1444.75
1433.9 1804019 25867.9
157518
1314153
1411.7
1410.6 1510886 21312.52
84657
931484
1411.85 1416.51 1104056 15639.08
82115
639712
1424.5 1418.71 1564091 22189.84
98132
934745
1412.45 1412.75
978666 13826.07
56081
569850
1422.3 1423.44
654069 9310.31
49535
367220
1434.2 1424.23 1361644 19392.96
65268
815068
1462.2 1455.52
949421 13819.02
78098
616708
1452.9 1457.29
605213 8819.73
31274
331563
1401.9
1398.5 1272988 17802.79
62072
592606
1393.65 1385.29 1663836 23048.93
97857
1106340
1408.7 1385.99 1342826 18611.41
96706
733171
1400.05 1405.23 1112214 15629.21
50985
687790
1416.15 1415.62
884190 12516.76
50786
640596
1473.1 1457.01 1901827 27709.81
89533
1210835
1490.8 1496.63 1852686 27727.89
87876
1293743
1489.2 1489.66 1358472 20236.65
113680
898924
1497.35 1497.15 1208412 18091.79
71831
730162
1502.4
1508.8
698027 10531.82
48952
333571
1486.65 1490.63
700536 10442.43
64442
432104
1494.35 1484.76
699062 10379.37
43898
411813
1472.9 1477.34
921830 13618.56
57987
560053
1538.2 1512.88 1472096 22271.04
63882
594113
1530.2 1530.18
704951 10787.04
54275
312024
1548.95 1546.39
699546 10817.73
41769
410754
1572.65 1561.59 1442805 22530.69
53503
972870
1575.55 1569.07 4047036 63500.77
137031
3295087
1504.65 1519.63 2231663 33913.07
116307
1502693
1481.4 1490.75 1734181 25852.33
103377
1034511
1462.45 1466.21 2002769 29364.79
107470
1311923
1491.85 1489.26 1872592 27887.75
77635
1243738
1487.9 1480.19 2204739 32634.37
81397
1510961
1441.05 1452.83 2461035 35754.64
120789
1860295
1454.55 1454.56 1895774 27575.1
73114
1218371
1460.25
1454 1099194 15982.29
62669
673830
1459.2 1461.26 1472872 21522.43
57899
926720
1416.85 1421.04 1402450 19929.38
61905
868743
1413.05 1415.64 1132518 16032.33
59860
765797
1403.6 1397.73 1609316 22493.94
88249
960609
1407.35 1413.71 1236041
17474
53094
706688
1426.3 1430.93 1968169 28163.13
68688
1217186
1438.3 1438.45
100799 1449.95
3575
20804
1414.35 1423.88
961423 13689.46
71676
591044
1397.7 1405.25 1258823 17689.65
68955
832510

1397.1
1389.15
1405.8
1390.7
1418.45
1425.7
1424.3
1397.9
1406.45
1380.25
1357.4
1400.65
1424.8
1412.5
1424.75
1439.7
1452.65
1438.45
1449.4
1419.6
1414.45
1402.9
1424.75
1381.8
1382.55
1320.8
1339.8
1370.7
1394.4
1432.9
1411.4
1405.8
1365.15
1307.2
1308.5
1336.05
1323.85
1341.05
1386.2
1383.5
1440.45
1399.75
1418.55
1382.8
1348.3

1397.71
1391.28
1408.82
1391.34
1417.47
1429.77
1424.1
1410.19
1401.14
1380.85
1365.15
1372.03
1414.96
1422.37
1427.88
1433.52
1450.23
1445.01
1447.01
1433.08
1418.52
1409.17
1412.6
1402.61
1381.56
1353.14
1331.06
1361.85
1369.6
1422.26
1409.35
1407.83
1391.91
1283.77
1304.3
1329.99
1324.49
1338.17
1366.57
1397.74
1422.33
1420.13
1407.02
1394.45
1354.67

1188396
1782659
1082735
981507
1490724
1207771
1266432
1054941
984286
1767317
1417498
1872522
1735953
1179914
1519615
940025
987317
1687118
1211783
1065907
678726
607572
636812
757532
641775
1346676
951633
1007637
1068314
669927
968099
654619
1582944
1917250
2050177
1001627
1125954
1212189
1085650
853105
1385530
1148900
882870
643481
1186999

16610.31
24801.79
15253.81
13656.08
21130.61
17268.4
18035.25
14876.67
13791.23
24404.02
19351.03
25691.48
24563.07
16782.8
21698.22
13475.42
14318.36
24379.01
17534.62
15275.31
9627.88
8561.71
8995.59
10625.2
8866.49
18222.43
12666.81
13722.51
14631.64
9528.09
13643.92
9215.9
22033.14
24613.04
26740.48
13321.54
14913.19
16221.1
14836.16
11924.23
19706.84
16315.87
12422.13
8973.05
16079.9

80880
59657
78366
58044
107567
67759
82048
39584
47272
83926
94149
105414
102816
60035
68095
55855
74254
71346
65878
35600
42934
29844
25391
39293
28582
53280
48771
72242
51960
55619
56334
28646
53364
89619
69723
55726
30359
46420
50026
51162
84111
60431
46880
35885
73501

880758
1431378
714149
633037
889325
876717
920212
760437
715039
1402340
941120
1037721
950046
666983
678718
567219
638953
1190778
759959
513297
334606
309398
195598
340414
356078
739226
409744
621374
690048
334335
565884
398189
906565
1035153
1236775
612301
744259
700618
527722
383971
773340
773416
487753
371508
711431

1308.25
1332.9
1327.7
1367.7
1398.25
1405.8
1406.75
1438.95
1422.45
1454.45
1436.85
1458.6
1443.95
1419.05
1415.95
1418.9
1434.1
1481.45
1500.15
1497.55
1480.3
1466.45
1480.35
1508.5
1478.15
1473.2
1472.4
1501.4
1448.95
1462.5
1469.65
1466.8
1500.25
1508.05
1528.9
1542.1
1582.5
1582.35
1614.35
1597.55
1555.1
1515.25
1555
1544.45
1547.65

1314.81
1326.91
1323.57
1349.26
1389.31
1405.06
1401.5
1428.04
1430.77
1459.49
1443.11
1444.78
1446.89
1422.52
1411.3
1428.03
1435.49
1469.46
1498.42
1493.92
1482.22
1477.5
1477.54
1503.41
1486.29
1472.34
1477.72
1497.15
1461.96
1461.1
1466.35
1470.77
1499.77
1509.06
1517.35
1539.85
1570.17
1573.06
1609.23
1598.76
1558.75
1523.23
1552.44
1543.35
1548.98

1421146
1148076
1275264
1088338
945288
878710
1008383
1173641
1227055
1982665
1239131
1289988
1431405
556326
638942
488010
1029878
1767254
1002241
922736
627393
1297500
333067
1097565
1397041
1822432
648257
935379
1636422
613256
604172
365825
630935
770695
881286
865476
944805
1098648
1886724
1143846
2356859
1933511
1283058
724242
619732

18685.43
15233.92
16878.99
14684.5
13133
12346.44
14132.47
16760.05
17556.3
28936.78
17882.08
18637.49
20710.9
7913.86
9017.36
6968.93
14783.8
25969.08
15017.81
13784.93
9299.37
19170.57
4921.21
16500.86
20764.08
26832.38
9579.42
14004.04
23923.83
8960.3
8859.28
5380.43
9462.6
11630.28
13372.21
13327.07
14835.04
17282.39
30361.7
18287.41
36737.63
29451.77
19918.66
11177.59
9599.53

98842
45268
33886
39400
56708
55545
72506
50384
73066
126025
68217
90561
48601
27742
26887
24683
34064
92845
50712
49048
36783
59089
22226
48325
67876
86138
43066
44559
61518
42373
39869
14090
31226
31752
39222
32444
44225
48460
82286
50429
109893
85577
71657
32526
31715

987743
696152
973051
717432
513289
426208
587241
630994
736915
1238015
793283
736587
772229
315843
380997
254913
725543
960515
635808
602398
399911
900166
161840
688940
897762
1405685
353377
520902
1029381
359831
378969
198094
314840
411583
565324
355717
510899
688134
1328059
823446
1432185
1239225
798087
395490
330000

1518.25
1532.8
1515.3
1517.15
1560.15
1538
1523.05
1538.75
1558.55
1555.55
1594.75
1597.7
1601.6
1649.9
1630.75
1637.4
1648
1658
1661.05
1664.3
1666.25
1640.8
1635
1637.7
1621
1609.7
1605.55
1626.55
1636.9
1673.55
1699.35
1724.45
1709.4
1708.45
1714
1706
1714.75
1740.15
1729.2
1673.1
1695.5
1737.5
1755.8
1723
1655.85

1520.57
1531.34
1513.23
1510.87
1551
1545.26
1531.62
1536.21
1552.86
1562.67
1587.1
1602.27
1603.91
1642.83
1640.81
1643.7
1645.07
1662.29
1663.61
1663.87
1665.79
1643.56
1638.44
1634.05
1620.8
1610.7
1615.09
1623.13
1642.2
1679.45
1685.61
1723.23
1718.09
1713.13
1713.21
1712.93
1716.63
1739.6
1751.43
1695.02
1686.64
1727.37
1754.04
1732.07
1686.37

766414
678984
713553
582142
960336
632920
569899
447389
751420
1067550
1218155
721143
921412
1241469
1293453
372136
423010
1263103
581000
566480
522621
512588
433242
640415
772824
681432
557917
603870
714332
2196038
482580
1693785
553312
779813
775230
680007
850148
1609259
1204104
1077075
542317
1037543
904693
712460
1283230

11653.88
10397.59
10797.71
8795.41
14894.8
9780.28
8728.68
6872.82
11668.47
16682.26
19333.33
11554.66
14778.61
20395.24
21223.05
6116.79
6958.8
20996.44
9665.56
9425.48
8705.79
8424.67
7098.43
10464.7
12525.94
10975.81
9010.86
9801.62
11730.76
36881.39
8134.41
29187.79
9506.42
13359.22
13281.28
11648.02
14593.88
27994.66
21089.08
18256.66
9146.94
17922.26
15868.67
12340.28
21640.03

46115
37699
62104
27320
47817
31999
29094
34757
33310
47748
60998
82604
37570
56371
72847
22947
20484
55906
24643
28312
26506
42115
21759
37359
33816
39746
34772
45860
27344
94138
26807
65541
55254
40101
53513
32726
53672
85539
116452
52736
31067
68374
71412
64462
60497

418510
286492
395823
319726
448652
316917
354794
192622
534157
543598
728333
436363
627562
689370
840680
207712
227641
748230
372647
378678
303168
342038
264140
449249
613196
520819
312461
406365
431062
1567059
273728
1237693
317293
526476
490314
474815
607479
1150533
905567
665696
248332
559394
540204
464666
918949

1505.5
1496.35
1505.1
1513.25
1525.65
1496.75
1501.15
1512
1576.75
1608.4
1570.8
1605
1618.65
1617.55
1615.5
1600.5
1639.5
1610.7
1619.65
1600.7
1631.15
1649
1642.65
1673.25
1657.55
1633.15
1664.35
1662.35
1671.15
1641.3
1654.6
1623.85
1596.8
1559.5
1560.7
1572.55
1552.05
1512.5
1485.3
1558.9
1539.4
1554.25
1589.2
1588.5
1537.35

1522.74
1502.14
1497.79
1512.57
1524.19
1496.82
1494.64
1507.71
1566.76
1608.92
1589.61
1589.03
1616.21
1609.39
1618.98
1604.05
1624.59
1629.84
1607.2
1604.11
1621.17
1636.87
1643.67
1666.86
1659.81
1628.78
1646.92
1662.3
1672.79
1651.26
1648.04
1630.26
1601.22
1562.6
1561.37
1565.3
1553.74
1526.56
1484.19
1542.94
1538.11
1539.17
1570.18
1580.69
1554.7

4321027
2171626
1495094
662025
121186
1908830
1138698
1315532
1865724
845271
1122425
1130388
1231084
720124
562377
1029955
836209
971486
787998
623374
566124
649613
548719
760841
928480
806708
965513
468068
623626
368648
654889
697292
1392962
1283165
1195861
643510
757714
1091197
1160346
1085514
1088722
871283
1012899
409772
1007633

65797.94
32620.89
22393.35
10013.61
1847.11
28571.69
17019.44
19834.35
29231.39
13599.76
17842.14
17962.21
19896.95
11589.61
9104.76
16521
13584.94
15833.7
12664.7
9999.59
9177.85
10633.31
9019.13
12682.13
15411.02
13139.48
15901.2
7780.67
10431.98
6087.35
10792.83
11367.71
22304.45
20050.7
18671.85
10072.89
11772.92
16657.73
17221.79
16748.86
16745.71
13410.53
15904.37
6477.21
15665.64

210306
109284
78265
37987
4479
71148
40695
77861
92382
42105
72096
72060
51123
29778
37350
25304
60120
55530
58009
53432
39992
41787
35886
29056
52361
61912
33577
24528
22499
24901
25527
37476
53236
88391
80034
40352
38535
58650
49631
66498
53943
43521
44657
42863
62272

2620049
1452142
1081561
414166
74003
1525418
837840
913701
1097564
407415
805713
754682
852402
343737
323943
834747
421741
557768
560028
453777
352549
293969
276695
497988
505689
442533
595586
229308
390761
211988
408881
525856
1099929
981880
824534
402724
459499
787034
692944
577674
704076
490161
577837
246227
546200

1539.7
1564.65
1580.05
1589.1
1596.9
1606.8
1605.25
1578.25
1536.1
1499.6
1534.3
1545.55
1575.55
1583.6
1578.8
1593.25
1639
1644.65
1672.15
1687.25

1540.03
1550.97
1577.37
1585.77
1583.13
1604.76
1608.73
1586.98
1553.35
1517.47
1510.48
1545.74
1562.35
1583.22
1571.96
1596.15
1615.05
1674.58
1669.76
1667.03

2025094
526667
300960
325417
727322
334123
233343
503156
867602
885140
976509
1541112
665421
729018
1033319
914744
796337
833958
774817
1885258

31186.97
8168.44
4747.25
5160.35
11514.42
5361.86
3753.86
7985
13476.88
13431.75
14749.96
23821.54
10396.23
11541.94
16243.31
14600.66
12861.24
13965.3
12937.58
31427.81

52891
24705
16138
23651
25396
14239
12194
28045
53920
39157
57004
65701
42335
54305
67925
57993
60519
41312
43863
88386

1343359
255561
155673
181557
450995
180691
127793
281694
575044
534338
633995
967732
364295
488134
652258
594162
432045
395397
478967
1414667

% Dly Qt to Traded Qty

72.85
61.65
57.94
59.76
58.23
56.14
59.86
64.96
54.78
46.55
66.49
54.6
61.84
72.45
63.67
69.83
66.17
60.42
47.79
61.68
58.91
60.75
40.36
44.26
58.72
67.43
81.42
67.34
59.65
65.51
66.42
68.53
75.59
64.27
61.3
62.92
61.94
67.62
59.69
57.17
61.84
20.64
61.48
66.13

daily volatility
-0.0231416443
0.0001062492
0.0089199738
-0.0084950898
0.0069494944
0.0083319229
0.0193349484
-0.0063805918
-0.0357330997
-0.0059022546
0.0107410885
-0.006159343
0.0114339716
0.039427102
0.0119438648
-0.0010738256
0.005457816
0.0033669504
-0.0105385629
0.0051660631
-0.0144580832
0.0433796551
-0.0052144558
0.0121788362
0.0151848125
0.0018423231
-0.0460441047
-0.0155727264
-0.0128744751
0.019903849
-0.0026512307
-0.0319937153
0.0093245599
0.0039110795
-0.0007193136
-0.0294522427
-0.0026856089
-0.0067101241
0.0026681387
0.0133751751
0.0083781821
-0.016791799
-0.0118420331

Yearly Volatility
SD
-0.4421204937 0.346787
0.0020298886
0.1704158606
-0.1622984622
0.1327699043
0.159181163
0.3693936707
-0.1219010348
-0.6826799113
-0.1127624162
0.2052082079
-0.1176740831
0.2184457206
0.7532537256
0.2281872163
-0.0205154094
0.1042714288
0.0643254976
-0.2013389621
0.0986974979
-0.2762212912
0.8287671475
-0.0996220387
0.2326763391
0.290105436
0.0351975338
-0.8796713842
-0.2975165205
-0.2459665013
0.3802625018
-0.0506516911
-0.6112390727
0.1781454667
0.074721069
-0.013742467
-0.5626843063
-0.0513084856
-0.12819674
0.0509747181
0.2555323621
0.1600649439
-0.32080687
-0.2262417245

74.11
80.29
65.96
64.5
59.66
72.59
72.66
72.08
72.65
79.35
66.39
55.42
54.73
56.53
44.66
60.34
64.72
70.58
62.71
48.16
49.3
50.92
30.72
44.94
55.48
54.89
43.06
61.67
64.59
49.91
58.45
60.83
57.27
53.99
60.33
61.13
66.1
57.8
48.61
45.01
55.82
67.32
55.25
57.73
59.94

-0.0004293688
-0.0057066104
0.0119144865
-0.0107993183
0.0197575086
0.005098195
-0.0009824562
-0.0187093545
0.0060976886
-0.0188041569
-0.0166935369
0.0313653093
0.0170950384
-0.008670269
0.0086351757
0.0104383988
0.0089547161
-0.0098233297
0.0075835327
-0.0207745359
-0.0036343788
-0.0081992402
0.015454837
-0.0306093627
0.0005426231
-0.0456920065
0.0142827355
0.0228012092
0.017142657
0.0272361475
-0.0151182432
-0.0039755838
-0.0293422231
-0.0433768676
0.0009939979
0.0208360566
-0.0091733415
0.0129087312
0.0331133013
-0.0019496703
0.0403390445
-0.0286619155
0.0133415739
-0.0255247941
-0.0252658894

-0.0082030801
-0.1090246381
0.2276259442
-0.2063206856
0.3774666726
0.0974008794
-0.0187697997
-0.3574417151
0.1164961768
-0.3592529131
-0.3189295746
0.5992333928
0.3266002501
-0.1656452558
0.1649748
0.1994253294
0.1710796106
-0.1876744496
0.1448831891
-0.3968969511
-0.0694347101
-0.1566462643
0.2952642461
-0.5847910525
0.0103667989
-0.8729445585
0.272871278
0.4356164894
0.3275100015
0.5203458677
-0.2888336299
-0.0759534223
-0.5605823843
-0.8287138916
0.0189903025
0.3980723019
-0.1752564436
0.2466209627
0.6326287329
-0.037248398
0.7706763635
-0.5475851272
0.2548904115
-0.4876505062
-0.4827041394

69.5
-0.0301541734
60.64
0.0186666534
76.3
-0.0039088977
65.92
0.029682375
54.3
0.0220909578
48.5
0.005385081
58.24
0.0006755436
53.76
0.0226316016
60.06
-0.0115329439
62.44
0.0222470853
64.02
-0.0121746048
57.1
0.0150238541
53.95
-0.0100946577
56.77
-0.0173947802
59.63
-0.0021869497
52.24
0.0020812396
70.45
0.0106555512
54.35
0.0324838631
63.44
0.0125437652
65.28
-0.0017346637
63.74
-0.0115856695
69.38
-0.0094002559
48.59
0.0094340322
62.77
0.0188372333
64.26
-0.0203244737
77.13
-0.0033544003
54.51
-0.0005431831
55.69
0.0195042836
62.9
-0.03555885
58.68
0.0093081439
62.73
0.0048769771
54.15
-0.00194112
49.9
0.0225486037
53.4
0.0051856646
64.15
0.013731097
41.1
0.0085966013
54.07
0.0258607512
62.63 -9.4791222404E-005
70.39
0.0200213151
71.99
-0.0104611932
60.77
-0.0269313534
64.09
-0.0259594104
62.2
0.0258951038
54.61
-0.0068076857
53.25
0.0020697915

-0.5760946737
0.3566259117
-0.0746793859
0.5670809779
0.4220471564
0.1028818288
0.0129062418
0.4323761418
-0.2203365845
0.4250299673
-0.2325954976
0.2870303287
-0.1928581652
-0.332326809
-0.0417816158
0.0397620271
0.2035740203
0.6206033337
0.2396482981
-0.033140703
-0.2213439049
-0.1795916362
0.1802369327
0.3598848371
-0.3882985256
-0.0640857275
-0.0103774979
0.3726288156
-0.6793508748
0.1778318402
0.0931745163
-0.0370850453
0.4307904683
0.099071984
0.2623322408
0.1642378372
0.4940689571
-0.0018109838
0.3825066872
-0.1998608154
-0.514522785
-0.4959538392
0.4947252631
-0.130060653
0.039543311

54.61
42.19
55.47
54.92
46.72
50.07
62.26
43.05
71.09
50.92
59.79
60.51
68.11
55.53
65
55.82
53.81
59.24
64.14
66.85
58.01
66.73
60.97
70.15
79.34
76.43
56
67.29
60.34
71.36
56.72
73.07
57.34
67.51
63.25
69.83
71.46
71.49
75.21
61.81
45.79
53.92
59.71
65.22
71.61

-0.0191792956
0.0095377724
-0.0114826891
0.0012201357
0.0279483956
-0.0142990994
-0.0097679678
0.0102554952
0.0127855033
-0.001926721
0.0248878033
0.0018481109
0.0024380345
0.0297115504
-0.0116746483
0.0040695863
0.0064528135
0.0060496252
0.0018378758
0.0019546821
0.0011709779
-0.0153916647
-0.0035411234
0.0016500141
-0.0102495757
-0.0069954165
-0.0025814492
0.0129948303
0.0063430019
0.0221429096
0.0152987063
0.0146623341
-0.0087657273
-0.000555905
0.0032432935
-0.0046783711
0.0051158483
0.014704019
-0.0063124426
-0.0329806807
0.0132994895
0.0244696159
0.0104772951
-0.018857636
-0.0397524854

-0.3664199283
0.1822188866
-0.2193764667
0.0233106595
0.533953349
-0.2731839105
-0.1866167622
0.1959309607
0.244266698
-0.036809953
0.4754808143
0.0353081094
0.0465785842
0.5676383741
-0.223043843
0.0777493364
0.1232808293
0.1155779277
0.0351125681
0.0373441488
0.0223715014
-0.2940573419
-0.0676530681
0.0315234756
-0.1958178692
-0.133647245
-0.0493185181
0.2482658844
0.1211828803
0.4230396931
0.2922813731
0.2801234988
-0.1674689852
-0.0106205509
0.0619630347
-0.0893801545
0.0977381451
0.2809198887
-0.1205990465
-0.6300950206
0.2540863902
0.4674913548
0.2001684409
-0.3602746292
-0.7594701671

60.63
66.87
72.34
62.56
61.07
79.91
73.58
69.45
58.83
48.2
71.78
66.76
69.24
47.73
57.6
81.05
50.43
57.41
71.07
72.79
62.27
45.25
50.43
65.45
54.46
54.86
61.69
48.99
62.66
57.5
62.44
75.41
78.96
76.52
68.95
62.58
60.64
72.13
59.72
53.22
64.67
56.26
57.05
60.09
54.21

-0.0951894032
-0.0060962595
0.0058305318
0.0054003146
0.008160893
-0.0191244579
0.0029353902
0.0072017967
0.0419324888
0.0198741295
-0.0236548523
0.0215387129
0.0084687119
-0.0006798097
-0.0012681525
-0.0093284259
0.0240752369
-0.0177224502
0.0055412094
-0.0117690429
0.018844254
0.010883756
-0.0038582522
0.0184570516
-0.0094272345
-0.0148299433
0.0189239916
-0.0012023929
0.0052797483
-0.0180234014
0.008070677
-0.0187594148
-0.0167982464
-0.0236363695
0.0007691815
0.007564067
-0.0131218679
-0.0258127268
-0.0181471389
0.0483636723
-0.0125877142
0.009600384
0.0222376308
-0.0004405702
-0.0327300198

-1.8185909948
-0.1164688748
0.111392153
0.1031728658
0.1559136412
-0.3653722558
0.0560805513
0.1375901332
0.8011190737
0.3796947106
-0.451925319
0.4114965314
0.1617945139
-0.0129877457
-0.0242280201
-0.1782193257
0.4599567547
-0.3385869354
0.105864657
-0.2248472498
0.3600189663
0.2079338674
-0.0737118042
0.3526214755
-0.1801070615
-0.2833256686
0.3615423513
-0.0229716842
0.1008694492
-0.3443366009
0.1541900679
-0.3583981171
-0.3209300462
-0.4515722054
0.0146951919
0.1445112976
-0.2506929333
-0.4931514533
-0.3467006013
0.9239866616
-0.2404879425
0.1834150797
0.4248493397
-0.0084170824
-0.6253061496

66.34
48.52
51.73
55.79
62.01
54.08
54.77
55.99
66.28
60.37
64.92
62.79
54.75
66.96
63.12
64.95
54.25
47.41
61.82
75.04

0.0015274373
0.0160745646
0.0097943353
0.0057113261
0.0048964316
0.0061803736
-0.0009651158
-0.0169628694
-0.0270699015
-0.0240483309
0.0228758451
0.0073055831
0.0192245836
0.0050963186
-0.0030356714
0.0091108904
0.0283103445
0.0034412959
0.0165826279
0.0089897611

0.0291816485
0.3071041246
0.1871205132
0.1091147325
0.0935461949
0.1180758726
-0.0184385117
-0.3240751654
-0.5171697419
-0.4594427166
0.4370424068
0.1395729689
0.3672851542
0.0973650298
-0.0579964215
0.1740633168
0.5408683732
0.0657458651
0.3168106619
0.1717491444

CALLS

PUTS

Bid

Bid

Ask

Ask

Bid

Bid

Ask

Qty

Strike
Price

Qty

Price

Price

Qty

Price

Price

1320

1350

125

0.35

2.8

1360

2.9

1380

125

0.35

2.6

1400

500

0.05

2.8

1420

500

0.05

2.65

1440

125

0.5

2.7

1450

125

0.1

2.8

1460

250

0.45

2.95

125

55.1

1480

250

0.6

1,000

136.85

1500

875

1.2

1,000

120.25

1520

1,875

0.85

250

121.35

172.75

250

1540

3,375

1.55

2.85

2,250

135.9

148.4

1,875

1550

1,250

2.85

2,000

125.6

138.75

2,000

1560

3,375

2.2

4.9

2,500

107.75

119.05

2,000

1580

1,625

3.95

4.3

2,625

89.95

98.95

2,000

1600

2,125

5.8

1,625

75.3

83.7

3,500

1620

3,625

8.2

8.85

3,500

55.9

66

3,500

1640

2,250

12.35

13

1,625

52.35

56.25

125

1650

1,125

14.85

15.6

3,750

42.4

48.75

125

1660

1,625

17.95

18.75

250

35.9

39

2,000

1680

1,375

25.45

26.2

750

26

26.9

1,375

1700

3,750

33.35

38.75

3,875

17.75

18.55

500

1720

2,375

37.25

51.2

1,125

12.2

12.5

1,375

1740

5,000

6.65

112.45

4,750

8.15

10.7

1,500

1750

5,000

6.65

124.65

3,000

3.55

9.9

3,000

1760

2,250

68.25

81.85

2,625

2.05

6.95

2,625

1780

5,000

98.9

1,500

3.15

3.85

1,625

1800

1,875

105.65

117.25

1820

1,875

120.9

135.7

1840

1,500

143.55

154.9

125

0.05

1850

1,125

152.35

164.55

1860

750

162.1

173.05

1880

750

181.75

194.75

S
Ask

10%

1685

Qty

P+S

C+K*e^-r*t

#VALUE!

#VALUE!

#VALUE!

125

1687.8

#VALUE!

#VALUE!

250

1687.9

#VALUE!

#VALUE!

250

1687.6

#VALUE!

#VALUE!

250

1687.8

#VALUE!

#VALUE! 52.78142 Arbitrage Opportunity if m

250

1687.65

#VALUE!

#VALUE!

250

1687.7

#VALUE!

#VALUE!

250

1687.8

#VALUE!

#VALUE!

250

1687.95

#VALUE!

#VALUE!

#VALUE!

#VALUE!

#VALUE!

1,000

1686.2

#VALUE!

#VALUE!

#VALUE!

#VALUE!

#VALUE!

2,625

1687.85

1709.3783538387 -21.52835

3,375

1687.85

1695.0064600325

3,750

1689.9

1695.3345662262 -5.434566

2,500

1689.3

1695.5907786137 -6.290779

3,250

1691

1695.4469910013 -4.446991

2,000

1693.85

1700.1532033888 -6.303203

2,500

1698

1702.4094157763 -4.409416

2,250

1700.6

2,125

1703.75

1705.1156281638 -1.365628

250

1711.2

1715.3218405513 -4.121841

3,375

1723.75

1723.1780529388

0.571947

1,875

1736.2

1734.7842653263

1.415735

1,000

1797.45

1748.6904777139

48.75952

1,000

1809.65

1756.8685839076

52.78142

1,875

1766.85

1766.0466901014

0.80331

1,500

1783.9

1783.0529024889

0.847098

1,500

1802.25

1799.9091148764

2.340885

1,500

1820.7

#VALUE!

#VALUE!

1,125

1839.9

#VALUE!

#VALUE!

1,125

1849.55

#VALUE!

#VALUE!

750

1858.05

#VALUE!

#VALUE!

1702.63752197

-7.15646

-2.037522

750

1879.75

#VALUE!

#VALUE!

rbitrage Opportunity if more for this option