Symbol Description Balance

Premium Delta Gamma Theta Vega Rho

Call Volatility PutVolatility

0 0
Exchange NSE Symbol: NIFTY Description: NIFTY28OCT Expiry Date: 28-Oct-10
2010
Lot Size 50 Interest: 0 Dividend 0 EQ/FUT: FUT

Call Vol: 20 Put Vol: 90 Pro/Cli/ALL: ALL CLIENTS

Prev Today Rate NetQty Manual Qty

Future 0 0 0 0 0 Premium:
Stack -150 0 10 -150 -150 Fut/Stk(R):
Call 450 0 - 450 150 Fut/Stk(U):
Put 750 0 - 750 850 Net Cumm P/L
FUT(ABCDEFGH 0 60 10 60 60

Strike Call/Put Net Qty ATP Volatility Imp. Vol Buy Vol. Sell Vol.
Days To Expiry: 10

Mkt Price/Rate: Mkt 6049.00

Delta Gamma Theta

Profit and Loss Call: 450 0 -0.0001
-298747.5 Cumm. (P/L) -232321 Put: -53.1966 0.1127 -4578.0336
0 Option(R): 246615 C+P 396.8034 0.1127 -4578.0337
-906450 Option (U) 427514 F+S: -90 0 0
-232468 Indv: 306.8034 0.1127 -4578.0337

Theoretical P. Delta Delta Val. Gamma Gamma Val. Theta Theta Val. Vega l
Vega Rho
0.0001 616.4384
1017.3408 -94.3516
1017.3409 522.0868
0 0
1017.3409 522.0868

Vega val. Rho Rho val.