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Effect of time - call put separate

Price of the underlying


5017.20
Risk-free interest rate (%)
8.0
Strike price
4400
Time to expiration (days left)
25
Annual volatility (%)
21.0
Dividend yield (%)
0.0
Call Option
Call Option
Call Option
Call Option
Call Option
Call Option

Price
Delta
Theta
Gamma
Vega
Rho

Put Option
Put Option
Put Option
Put Option
Put Option

Price
Delta
Theta
Gamma
Vega
Rho

Put Option

5017.20

5017.20

5017.20

5017.20

8.0

8.0

8.0

8.0

4400

4400

4400

4400

24

23

22

21

21.0

21.0

21.0

21.0

0.0

0.0

0.0

0.0

641.78

640.74

639.70

638.68

637.66

0.994

0.995

0.996

0.996

0.997

-1.045

-1.038

-1.030

-1.023

-1.015

0.000

0.000

0.000

0.000

0.000

0.221

0.193

0.166

0.141

0.118

2.976

2.861

2.744

2.627

2.510

0.54

0.45

0.38

0.31

0.25

-0.006

-0.005

-0.004

-0.004

-0.003

-0.086

-0.078

-0.071

-0.063

-0.055

0.000

0.000

0.000

0.000

0.000

0.221

0.193

0.166

0.141

0.118

-0.021

-0.017

-0.014

-0.012

-0.009

5017.20

5017.20

5017.20

5017.20

5017.20

5017.20

5017.20

5017.20

5017.20

5017.20

8.0

8.0

8.0

8.0

8.0

8.0

8.0

8.0

8.0

8.0

4400

4400

4400

4400

4400

4400

4400

4400

4400

4400

20

19

18

17

16

15

14

13

11

10

21.0

21.0

21.0

21.0

21.0

21.0

21.0

21.0

21.0

21.0

0.0

0.0

0.0

0.0

0.0

0.0

0.0

0.0

0.0

0.0

636.65

635.64

634.64

633.65

632.67

631.68

630.71

629.74

627.80

626.84

0.997

0.998

0.998

0.999

0.999

0.999

0.999

1.000

1.000

1.000

-1.008

-1.001

-0.995

-0.989

-0.983

-0.978

-0.974

-0.971

-0.966

-0.964

0.000

0.000

0.000

0.000

0.000

0.000

0.000

0.000

0.000

0.000

0.097

0.079

0.062

0.048

0.036

0.026

0.018

0.012

0.004

0.002

2.393

2.275

2.157

2.039

1.920

1.801

1.682

1.562

1.323

1.203

0.20

0.16

0.12

0.09

0.06

0.04

0.03

0.02

0.01

0.00

-0.003

-0.002

-0.002

-0.001

-0.001

-0.001

-0.001

0.000

0.000

0.000

-0.048

-0.041

-0.034

-0.028

-0.022

-0.017

-0.013

-0.009

-0.004

-0.002

0.000

0.000

0.000

0.000

0.000

0.000

0.000

0.000

0.000

0.000

0.097

0.079

0.062

0.048

0.036

0.026

0.018

0.012

0.004

0.002

-0.007

-0.006

-0.004

-0.003

-0.002

-0.002

-0.001

-0.001

0.000

0.000

5017.20

5017.20

5017.20

5017.20

5017.20

5017.20

5017.20

5017.20

5017.20

5017.20

8.0

8.0

8.0

8.0

8.0

8.0

8.0

8.0

8.0

8.0

4400

4400

4400

4400

4400

4400

4400

4400

4400

4400

21.0

21.0

21.0

21.0

21.0

21.0

21.0

21.0

21.0

21.0

0.0

0.0

0.0

0.0

0.0

0.0

0.0

0.0

0.0

0.0

625.87

624.91

623.95

622.98

622.02

621.06

620.09

619.13

618.16

#DIV/0!

1.000

1.000

1.000

1.000

1.000

1.000

1.000

1.000

1.000

#DIV/0!

-0.963

-0.963

-0.963

-0.963

-0.963

-0.964

-0.964

-0.964

-0.964

#DIV/0!

0.000

0.000

0.000

0.000

0.000

0.000

0.000

0.000

0.000

#DIV/0!

0.001

0.000

0.000

0.000

0.000

0.000

0.000

0.000

0.000

#DIV/0!

1.083

0.963

0.843

0.722

0.602

0.482

0.361

0.241

0.121

#DIV/0!

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

#DIV/0!

0.000

0.000

0.000

0.000

0.000

0.000

0.000

0.000

0.000

#DIV/0!

-0.001

0.000

0.000

0.000

0.000

0.000

0.000

0.000

0.000

#DIV/0!

0.000

0.000

0.000

0.000

0.000

0.000

0.000

0.000

0.000

#DIV/0!

0.001

0.000

0.000

0.000

0.000

0.000

0.000

0.000

0.000

#DIV/0!

0.000

0.000

0.000

0.000

0.000

0.000

0.000

0.000

0.000

#DIV/0!

Effect of different strike prices - call put separate


Price of the underlying
Risk-free interest rate (%)
Strike price
Time to expiration (days left)
Annual volatility (%)
Dividend yield (%)
Call Option
Call Option
Call Option
Call Option
Call Option
Call Option

Price
Delta
Theta
Gamma
Vega
Rho

Put Option
Put Option
Put Option
Put Option
Put Option

Price
Delta
Theta
Gamma
Vega
Rho

Put Option

5017.20

5017.20

5017.20

5017.20

8.0

8.0

8.0

8.0

4000

4100

4200

4300

20

20

20

20

21.0

21.0

21.0

21.0

0.0

0.0

0.0

0.0

1034.70

935.13

835.58

736.05

1.000

1.000

1.000

0.999

-0.873

-0.895

-0.919

-0.950

0.000

0.000

0.000

0.000

0.000

0.001

0.004

0.024

2.182

2.237

2.291

2.344

0.00

0.00

0.01

0.04

0.000

0.000

0.000

-0.001

0.000

0.000

-0.002

-0.012

0.000

0.000

0.000

0.000

0.000

0.001

0.004

0.024

0.000

0.000

0.000

-0.002

5017.20

5017.20

5017.20

5017.20

5017.20

5017.20

5017.20

5017.20

5017.20

5017.20

8.0

8.0

8.0

8.0

8.0

8.0

8.0

8.0

8.0

8.0

4400

4500

4600

4700

4800

4900

5000

5100

5200

5300

20

20

20

20

20

20

20

20

20

20

21.0

21.0

21.0

21.0

21.0

21.0

21.0

21.0

21.0

21.0

0.0

0.0

0.0

0.0

0.0

0.0

0.0

0.0

0.0

0.0

636.65

537.73

440.24

346.15

258.65

181.68

118.77

71.66

39.65

20.03

0.997

0.990

0.970

0.925

0.845

0.724

0.573

0.413

0.270

0.158

-1.008

-1.135

-1.390

-1.811

-2.343

-2.818

-3.023

-2.840

-2.325

-1.659

0.000

0.000

0.000

0.001

0.001

0.001

0.002

0.002

0.001

0.001

0.097

0.313

0.801

1.656

2.802

3.926

4.607

4.574

3.880

2.837

2.393

2.427

2.425

2.354

2.181

1.891

1.510

1.097

0.719

0.424

0.20

0.85

2.92

8.40

20.46

43.05

79.70

132.15

199.70

279.65

-0.003

-0.010

-0.030

-0.075

-0.155

-0.276

-0.427

-0.587

-0.730

-0.842

-0.048

-0.153

-0.387

-0.785

-1.296

-1.748

-1.931

-1.727

-1.190

-0.502

0.000

0.000

0.000

0.001

0.001

0.001

0.002

0.002

0.001

0.001

0.097

0.313

0.801

1.656

2.802

3.926

4.607

4.574

3.880

2.837

-0.007

-0.028

-0.084

-0.210

-0.438

-0.783

-1.218

-1.686

-2.118

-2.467

5017.20

5017.20

5017.20

5017.20

5017.20

5017.20

8.0

8.0

8.0

8.0

8.0

8.0

5400

5500

5600

5700

5800

5900

20

20

20

20

20

20

21.0

21.0

21.0

21.0

21.0

21.0

0.0

0.0

0.0

0.0

0.0

0.0

9.22

3.87

1.48

0.52

0.16

0.05

0.083

0.040

0.017

0.007

0.002

0.001

-1.036

-0.570

-0.277

-0.120

-0.047

-0.016

0.001

0.000

0.000

0.000

0.000

0.000

1.803

1.004

0.493

0.215

0.084

0.030

0.224

0.107

0.046

0.018

0.006

0.002

368.41

462.61

559.78

658.38

757.60

857.04

-0.917

-0.960

-0.983

-0.993

-0.998

-0.999

0.142

0.630

0.945

1.124

1.219

1.271

0.001

0.000

0.000

0.000

0.000

0.000

1.803

1.004

0.493

0.215

0.084

0.030

-2.721

-2.894

-3.009

-3.092

-3.158

-3.217

Effect of different dividend payout - call put separate


Strike price - 5000

Price of the underlying


Risk-free interest rate (%)
Strike price
Time to expiration (days left)
Annual volatility (%)
Dividend yield (%)
Call Option
Call Option
Call Option
Call Option
Call Option
Call Option

Price
Delta
Theta
Gamma
Vega
Rho

Put Option
Put Option
Put Option
Put Option
Put Option

Price
Delta
Theta
Gamma
Vega
Rho

Put Option

5017.20

5017.20

5017.20

5017.20

8.0

8.0

8.0

8.0

5000

5000

5000

5000

20

20

20

20

21.0

21.0

21.0

21.0

1.0

2.0

3.0

4.0

117.20

115.65

114.10

112.57

0.568

0.563

0.559

0.554

-2.943

-2.865

-2.787

-2.711

0.002

0.002

0.002

0.002

4.614

4.620

4.625

4.630

1.497

1.484

1.471

1.458

80.88

82.07

83.27

84.49

-0.431

-0.435

-0.440

-0.444

-1.989

-2.048

-2.108

-2.168

0.002

0.002

0.002

0.002

4.614

4.620

4.625

4.630

-1.229

-1.241

-1.252

-1.263

Strike Price - 5100

Price of the underlying


5017.20
Risk-free interest rate (%) 8.0
Strike price
5100
Time to expiration (days left)20
Annual volatility (%)
21.0
Dividend yield (%)
1.0

5017.20
8.0
5000
20
21.0
5.0

Call Option
Call Option
Call Option
Call Option
Call Option
Call Option

Price
Delta
Theta
Gamma
Vega
Rho

4.634

Put Option
Put Option
Put Option
Put Option
Put Option

-1.275

Put Option

Price
Delta
Theta
Gamma
Vega
Rho

111.06
0.549
-2.635
0.002
4.634
1.445
85.71
-0.448
-2.230
0.002

5017.20
8.0
5100
20
21.0
2.0

70.53

69.41

0.409

0.404

-2.772

-2.705

0.002

0.002

4.560

4.546

1.084

1.072

133.77

135.40

-0.591

-0.595

-1.796

-1.866

0.002

0.002

4.560

4.546

-1.697

-1.707

Strike Price - 5200


5017.20

5017.20

Price of the underlying


Risk-free interest rate (%)
Strike price
Time to expiration (days left)
Annual volatility (%)
Dividend yield (%)

5017.20

8.0

8.0

8.0

5100

5100

5100

20

20

20

21.0

21.0

21.0

3.0

4.0

5.0

68.30

67.21

66.13

0.400

0.395

0.391

-2.638

-2.573

-2.509

0.002

0.002

0.002

4.531

4.515

4.499

1.059

1.047

1.035

137.04

138.69

140.35

-0.599

-0.603

-0.607

-1.937

-2.009

-2.081

0.002

0.002

0.002

4.531

4.515

-1.718

-1.729

Call Option
Call Option
Call Option
Call Option
Call Option
Call Option

Price
Delta
Theta
Gamma
Vega
Rho

4.499

Put Option
Put Option
Put Option
Put Option
Put Option

-1.740

Put Option

Price
Delta
Theta
Gamma
Vega
Rho

5017.20

5017.20

5017.20

5017.20

5017.20

8.0

8.0

8.0

8.0

8.0

5200

5200

5200

5200

5200

20

20

20

20

20

21.0

21.0

21.0

21.0

21.0

1.0

2.0

3.0

4.0

5.0

38.91

38.19

37.47

36.77

36.07

0.266

0.262

0.258

0.254

0.251

-2.269

-2.214

-2.160

-2.107

-2.055

0.001

0.001

0.001

0.001

0.001

3.851

3.822

3.793

3.763

3.733

0.709

0.698

0.688

0.678

0.668

201.71

203.74

205.77

207.81

209.85

-0.734

-0.737

-0.740

-0.743

-0.747

-1.272

-1.354

-1.437

-1.521

-1.606

0.001

0.001

0.001

0.001

0.001

3.851

3.822

3.793

3.763

3.733

Put Option
Put Option
Put Option
Put Option
Put Option

-2.127

-2.135

-2.144

-2.153

-2.161

Put Option

Call Option
Call Option
Call Option
Call Option
Call Option
Call Option

Strike Price - 5300

Price of the underlying


Risk-free interest rate (%)
Strike price
Time to expiration (days left)
Annual volatility (%)
Dividend yield (%)
Price
Delta
Theta
Gamma
Vega
Rho
Price
Delta
Theta
Gamma
Vega
Rho

5017.20

5017.20

5017.20

5017.20

5017.20

8.0

8.0

8.0

8.0

8.0

5300

5300

5300

5300

5300

20

20

20

20

20

21.0

21.0

21.0

21.0

21.0

1.0

2.0

3.0

4.0

5.0

19.60

19.18

18.76

18.35

17.95

0.155

0.153

0.150

0.147

0.145

-1.617

-1.576

-1.536

-1.497

-1.458

0.001

0.001

0.001

0.001

0.001

2.804

2.770

2.737

2.704

2.671

0.416

0.409

0.402

0.394

0.387

281.97

284.29

286.62

288.96

291.30

-0.844

-0.846

-0.848

-0.850

-0.853

-0.598

-0.694

-0.791

-0.889

-0.987

0.001

0.001

0.001

0.001

0.001

2.804

2.770

2.737

2.704

2.671

-2.473

-2.479

-2.485

-2.491

-2.496

Effect of different annual volatility - call put separate


Price of the underlying
Risk-free interest rate (%)
Strike price
Time to expiration (days left)
Annual volatility (%)
Dividend yield (%)
Call Option
Call Option
Call Option
Call Option
Call Option
Call Option

Price
Delta
Theta
Gamma
Vega
Rho

Put Option
Put Option
Put Option
Put Option
Put Option

Price
Delta
Theta
Gamma
Vega
Rho

Put Option

5500.00

5500.00

5500.00

5500.00

8.0

8.0

8.0

8.0

5300

5300

5300

5300

20

20

20

20

21.0

22.0

23.0

24.0

0.0

0.0

0.0

0.0

252.68

256.27

259.96

263.75

0.807

0.797

0.787

0.778

-2.769

-2.906

-3.043

-3.179

0.001

0.001

0.001

0.001

3.526

3.639

3.741

3.832

2.294

2.261

2.230

2.200

29.50

33.09

36.78

40.56

-0.193

-0.203

-0.213

-0.222

-1.612

-1.749

-1.886

-2.023

0.001

0.001

0.001

0.001

3.526

3.639

3.741

3.832

-0.597

-0.631

-0.662

-0.691

5500.00

5500.00

5500.00

5500.00

5500.00

5500.00

5500.00

5500.00

5500.00

5500.00

8.0

8.0

8.0

8.0

8.0

8.0

8.0

8.0

8.0

8.0

5300

5300

5300

5300

5300

5300

5300

5300

5300

5300

20

20

20

20

20

20

20

20

20

20

25.0

26.0

27.0

28.0

29.0

30.0

31.0

32.0

33.0

34.0

0.0

0.0

0.0

0.0

0.0

0.0

0.0

0.0

0.0

0.0

267.62

271.57

275.59

279.68

283.83

288.03

292.28

296.57

300.90

305.28

0.769

0.761

0.754

0.747

0.740

0.734

0.728

0.723

0.717

0.712

-3.315

-3.451

-3.587

-3.722

-3.856

-3.990

-4.124

-4.258

-4.391

-4.523

0.001

0.001

0.001

0.001

0.001

0.001

0.001

0.001

0.001

0.001

3.914

3.989

4.056

4.118

4.174

4.225

4.272

4.315

4.354

4.390

2.172

2.146

2.121

2.098

2.075

2.054

2.034

2.015

1.997

1.980

44.44

48.39

52.41

56.50

60.65

64.85

69.09

73.39

77.72

82.09

-0.231

-0.239

-0.246

-0.253

-0.260

-0.266

-0.272

-0.277

-0.283

-0.288

-2.159

-2.295

-2.430

-2.565

-2.700

-2.834

-2.968

-3.101

-3.234

-3.367

0.001

0.001

0.001

0.001

0.001

0.001

0.001

0.001

0.001

0.001

3.914

3.989

4.056

4.118

4.174

4.225

4.272

4.315

4.354

4.390

-0.719

-0.745

-0.770

-0.794

-0.816

-0.837

-0.857

-0.876

-0.895

-0.912

5500.00
8.0
5300
20
35.0
0.0
309.68
0.708
-4.656
0.001
4.424
1.963
86.50
-0.292
-3.499
0.001
4.424
-0.928

Effect of different interest rates - call put separate

Price of the underlying


Risk-free interest rate (%)
Strike price
Time to expiration (days left)
Annual volatility (%)
Dividend yield (%)

5500.00

Call Option
Call Option
Call Option
Call Option
Call Option
Call Option
Put Option
Put Option
Put Option
Put Option
Put Option
Put Option

5500.00

5500.00

5500.00

8.0

9.0

10.0

11.0

5300

5300

5300

5300

20

20

20

20

20.0

20.0

20.0

20.0

0.0

0.0

0.0

0.0

Price
Delta
Theta
Gamma
Vega
Rho

249.22

251.55

253.89

256.24

0.818

0.821

0.824

0.827

-2.632

-2.734

-2.836

-2.940

0.001

0.001

0.001

0.001

3.400

3.364

3.328

3.292

2.329

2.337

2.345

2.353

Price
Delta
Theta
Gamma
Vega
Rho

26.04

25.48

24.93

24.39

-0.182

-0.179

-0.176

-0.173

-1.475

-1.433

-1.392

-1.352

0.001

0.001

0.001

0.001

3.400

3.364

3.328

3.292

-0.562

-0.553

-0.543

-0.534

5500.00

5500.00

5500.00

5500.00

5500.00

5500.00

12.0

13.0

14.0

15.0

16.0

17.0

5300

5300

5300

5300

5300

5300

20

20

20

20

20

20

20.0

20.0

20.0

20.0

20.0

20.0

0.0

0.0

0.0

0.0

0.0

0.0

258.60

260.96

263.33

265.71

268.10

270.49

0.830

0.833

0.836

0.839

0.842

0.845

-3.044

-3.149

-3.254

-3.360

-3.467

-3.574

0.001

0.001

0.001

0.001

0.001

0.001

3.255

3.219

3.182

3.146

3.109

3.073

2.360

2.368

2.375

2.383

2.390

2.397

23.86

23.34

22.83

22.33

21.84

21.35

-0.170

-0.167

-0.164

-0.161

-0.158

-0.155

-1.313

-1.274

-1.237

-1.200

-1.164

-1.128

0.001

0.001

0.001

0.001

0.001

0.001

3.255

3.219

3.182

3.146

3.109

3.073

-0.525

-0.516

-0.507

-0.498

-0.489

-0.480