Spreadsheet: harry_arora__12206__Options-Pricer-oct2001
Sheet: Monthly Strip Options

 |  | Do you want in the money prices? |  |  |  | yes
 |  | Monthly Strip Options
 |  | Today
 |  | Term: |  | Months
 |  | Start Date: | 1 | 2002
 |  | End Date: | 12 | 2002
 |  | Call Price |  |  | Strike | 40
 |  | Put Price
 |  | Vol | Month | Price | Strike | C-Price | C-Delta | P-Price | P-Delta | Gamma | VEGA | Theta | [NAME] | Rate | Peak Days |  | Days
 |  | 0.8 | 2001-06-01 00:00:00 | 55.5
 |  | 1.2 | 2001-07-01 00:00:00 | 95.5
 |  | 1.2 | 2001-08-01 00:00:00 | 95.5
 |  | 0.45 | 2001-09-01 00:00:00 | 39.25
 |  | 0.3 | 2001-10-01 00:00:00 | 48
 |  | 0.4 | 2001-11-01 00:00:00 | 48
 |  | 0.4 | 2001-12-01 00:00:00 | 48
 |  | 0.25 | 2002-01-01 00:00:00 | 46
 |  | 0.4 | 2002-02-01 00:00:00 | 47.16999588012695
 |  | 0.4 | 2002-03-01 00:00:00 | 42.69999313354492
 |  | 0.2575 | 2002-04-01 00:00:00 | 42.49998779296875
 |  | 0.2775 | 2002-05-01 00:00:00 | 45.0000114440918
 |  | 0.4 | 2002-06-01 00:00:00 | 49.74999618530273
 |  | 0.5 | 2002-07-01 00:00:00 | 62.49999237060547
 |  | 0.5 | 2002-08-01 00:00:00 | 62.5
 |  | 0.3 | 2002-09-01 00:00:00 | 42.50000381469727
 |  | 0.2425 | 2002-10-01 00:00:00 | 40.85000228881836
 |  | 0.2425 | 2002-11-01 00:00:00 | 40.79999542236328
 |  | 0.245 | 2002-12-01 00:00:00 | 40.79999542236328
 |  | 0.285 | 2003-01-01 00:00:00 | 42.86999893188477
 |  | 0.285 | 2003-02-01 00:00:00 | 42.66999588012695
 |  | 0.2375 | 2003-03-01 00:00:00 | 39.69999313354492
 |  | 0.2375 | 2003-04-01 00:00:00 | 38.99998779296875
 |  | 0.2675 | 2003-05-01 00:00:00 | 42.0000114440918
 |  | 0.2875 | 2003-06-01 00:00:00 | 47.74999618530273
 |  | 0.3175 | 2003-07-01 00:00:00 | 55.99999237060547
 |  | 0.55 | 2003-08-01 00:00:00 | 56
 |  | 0.55 | 2003-09-01 00:00:00 | 68.25
 |  | 0.2275 | 2003-10-01 00:00:00 | 38.85000228881836
 |  | 0.2275 | 2003-11-01 00:00:00 | 38.79999542236328
 |  | 0.2325 | 2003-12-01 00:00:00 | 38.79999542236328
 |  | 0.09 | 2004-01-01 00:00:00 | 40.86999893188477
 |  | 0.26 | 2004-02-01 00:00:00 | 40.66999588012695
 |  | 0.2225 | 2004-03-01 00:00:00 | 38.69999313354492
 |  | 0.2225 | 2004-04-01 00:00:00 | 37.99998779296875
 |  | 0.24 | 2004-05-01 00:00:00 | 41.0000114440918
 |  | 0.25 | 2004-06-01 00:00:00 | 47.24999618530273
 |  | 0.27 | 2004-07-01 00:00:00 | 55.74999237060547
 |  | 0.27 | 2004-08-01 00:00:00 | 55.75
 |  | 0.24 | 2004-09-01 00:00:00 | 40.50000381469727
 |  | 0.2175 | 2004-10-01 00:00:00 | 37.10000228881836
 |  | 0.2175 | 2004-11-01 00:00:00 | 37.04999542236328
 |  | 0.2175 | 2004-12-01 00:00:00 | 37.04999542236328
 |  | 0.25 | 2005-01-01 00:00:00 | 40.86999893188477
 |  | 0.25 | 2005-02-01 00:00:00 | 40.66999588012695
 |  | 0.215 | 2005-03-01 00:00:00 | 38.69999313354492
 |  | 0.215 | 2005-04-01 00:00:00 | 37.99998779296875
 |  | 0.225 | 2005-05-01 00:00:00 | 40.5000114440918
 |  | 0.245 | 2005-06-01 00:00:00 | 46.74999618530273
 |  | 0.255 | 2005-07-01 00:00:00 | 55.24999237060547
 |  | 0.255 | 2005-08-01 00:00:00 | 55.25
 |  | 0.235 | 2005-09-01 00:00:00 | 40.50000381469727
 |  | 0.215 | 2005-10-01 00:00:00 | 37.10000228881836
 |  | 0.215 | 2005-11-01 00:00:00 | 37.04999542236328
 |  | 0.2175 | 2005-12-01 00:00:00 | 37.04999542236328
 |  | 0.273 | 2006-01-01 00:00:00
 |  | 0.273 | 2006-02-01 00:00:00 | 72
 |  | 0.273 | 2006-03-01 00:00:00
 |  | 0.273 | 2006-04-01 00:00:00
 |  | 0.273 | 2006-05-01 00:00:00
 |  | 0.273 | 2006-06-01 00:00:00
 |  | 0.273 | 2006-07-01 00:00:00
 |  | 0.273 | 2006-08-01 00:00:00
 |  | 0.273 | 2006-09-01 00:00:00
 |  | 0.273 | 2006-10-01 00:00:00
 |  | 0.273 | 2006-11-01 00:00:00
 |  | 0.273 | 2006-12-01 00:00:00
 |  | 0.273 | 2007-01-01 00:00:00 | 41.5 | 41.5
 |  | 0.273 | 2007-02-01 00:00:00
 |  | 0.273 | 2007-03-01 00:00:00
 |  | 0.273 | 2007-04-01 00:00:00
 |  | 0.273 | 2007-05-01 00:00:00
 |  | 0.273 | 2007-06-01 00:00:00
 |  | 0.273 | 2007-07-01 00:00:00
 |  | 0.273 | 2007-08-01 00:00:00
 |  | 0.273 | 2007-09-01 00:00:00
 |  | 0.273 | 2007-10-01 00:00:00
 |  | 0.273 | 2007-11-01 00:00:00
 |  | 0.273 | 2007-12-01 00:00:00
 |  | 0.273 | 2008-01-01 00:00:00
 |  | 0.273 | 2008-02-01 00:00:00
 |  | 0.273 | 2008-03-01 00:00:00
 |  | 0.273 | 2008-04-01 00:00:00
 |  | 0.273 | 2008-05-01 00:00:00
 |  | 0.273 | 2008-06-01 00:00:00
 |  | 0.273 | 2008-07-01 00:00:00
 |  | 0.273 | 2008-08-01 00:00:00
 |  | 0.273 | 2008-09-01 00:00:00
 |  | 0.273 | 2008-10-01 00:00:00
 |  | 0.273 | 2008-11-01 00:00:00
 |  | 0.273 | 2008-12-01 00:00:00
 |  | 0.273 | 2009-01-01 00:00:00
 |  | 0.273 | 2009-02-01 00:00:00
 |  | 0.273 | 2009-03-01 00:00:00
 |  | 0.273 | 2009-04-01 00:00:00
 |  | 0.273 | 2009-05-01 00:00:00
 |  | 0.273 | 2009-06-01 00:00:00
 |  | 0.273 | 2009-07-01 00:00:00
 |  | 0.273 | 2009-08-01 00:00:00
 |  | 0.273 | 2009-09-01 00:00:00
 |  | 0.273 | 2009-10-01 00:00:00
 |  | 0.273 | 2009-11-01 00:00:00
 |  | 0.273 | 2009-12-01 00:00:00
 |  | 0.273 | 2010-01-01 00:00:00
 |  | 0.273 | 2010-02-01 00:00:00
 |  | 0.273 | 2010-03-01 00:00:00
 |  | 0.273 | 2010-04-01 00:00:00
 |  | 0.273 | 2010-05-01 00:00:00
 |  | 0.273 | 2010-06-01 00:00:00
 |  | 0.273 | 2010-07-01 00:00:00
 |  | 0.273 | 2010-08-01 00:00:00
 |  | 0.273 | 2010-09-01 00:00:00
 |  | 0.273 | 2010-10-01 00:00:00
 |  | 0.273 | 2010-11-01 00:00:00
 |  | 0.273 | 2010-12-01 00:00:00
 |  | 0.273 | 2011-01-01 00:00:00
 |  | 0.273 | 2011-02-01 00:00:00
 |  | 0.273 | 2011-03-01 00:00:00
 |  | 0.273 | 2011-04-01 00:00:00
 |  | 0.273 | 2011-05-01 00:00:00
 |  | 0.273 | 2011-06-01 00:00:00
 |  | 0.273 | 2011-07-01 00:00:00
 |  | 0.273 | 2011-08-01 00:00:00
 |  | 0.273 | 2011-09-01 00:00:00
 |  | 0.273 | 2011-10-01 00:00:00
 |  | 0.273 | 2011-11-01 00:00:00
 |  | 0.273 | 2011-12-01 00:00:00
 |  | 0.273 | 2012-01-01 00:00:00
 |  | 0.273 | 2012-02-01 00:00:00
 |  | 0.273 | 2012-03-01 00:00:00
 |  | 0.273 | 2012-04-01 00:00:00
 |  | 0.155 | 2012-05-01 00:00:00
 |  | 0.155 | 2012-06-01 00:00:00
 |  | 0.155 | 2012-07-01 00:00:00
 |  | 0.155 | 2012-08-01 00:00:00
 |  | 0.155 | 2012-09-01 00:00:00
 |  | 0.155 | 2012-10-01 00:00:00
 |  | 0.155 | 2012-11-01 00:00:00
 |  | 0.155 | 2012-12-01 00:00:00
 |  | 0.155 | 2013-01-01 00:00:00
 |  | 0.155 | 2013-02-01 00:00:00
 |  | 0.155 | 2013-03-01 00:00:00
 |  | 0.155 | 2013-04-01 00:00:00
 |  | 0.155 | 2013-05-01 00:00:00
 |  | 0.155 | 2013-06-01 00:00:00
 |  | 0.155 | 2013-07-01 00:00:00
 |  | 0.155 | 2013-08-01 00:00:00
 |  | 0.155 | 2013-09-01 00:00:00
 |  | 0.155 | 2013-10-01 00:00:00
 |  | 0.155 | 2013-11-01 00:00:00
 |  | 0.155 | 2013-12-01 00:00:00
 |  | 0.155 | 2014-01-01 00:00:00
 |  | 0.155 | 2014-02-01 00:00:00
 |  | 0.155 | 2014-03-01 00:00:00
 |  | 0.155 | 2014-04-01 00:00:00
 |  | 0.155 | 2014-05-01 00:00:00
 |  | 0.155 | 2014-06-01 00:00:00
 |  | 0.155 | 2014-07-01 00:00:00
 |  | 0.155 | 2014-08-01 00:00:00
 |  | 0.155 | 2014-09-01 00:00:00
 |  | 0.155 | 2014-10-01 00:00:00
 |  | 0.155 | 2014-11-01 00:00:00
 |  | 0.155 | 2014-12-01 00:00:00
 |  | 0.155 | 2015-01-01 00:00:00
 |  | 0.155 | 2015-02-01 00:00:00
 |  | 0.155 | 2015-03-01 00:00:00
 |  | 0.155 | 2015-04-01 00:00:00
 |  | 0.155 | 2015-05-01 00:00:00
 |  | 0.155 | 2015-06-01 00:00:00
 |  | 0.155 | 2015-07-01 00:00:00
 |  | 0.155 | 2015-08-01 00:00:00
 |  | 0.155 | 2015-09-01 00:00:00
 |  | 0.155 | 2015-10-01 00:00:00
 |  | 0.155 | 2015-11-01 00:00:00
 |  | 0.155 | 2015-12-01 00:00:00
 |  | 0.155 | 2016-01-01 00:00:00
 |  | 0.155 | 2016-02-01 00:00:00
 |  | 0.155 | 2016-03-01 00:00:00
 |  | 0.155 | 2016-04-01 00:00:00
 |  | 0.155 | 2016-05-01 00:00:00
 |  | 0.155 | 2016-06-01 00:00:00
 |  | 0.155 | 2016-07-01 00:00:00
 |  | 0.155 | 2016-08-01 00:00:00
 |  | 0.155 | 2016-09-01 00:00:00
 |  | 0.155 | 2016-10-01 00:00:00
 |  | 0.155 | 2016-11-01 00:00:00
 |  | 0.155 | 2016-12-01 00:00:00
 |  | 0.155 | 2017-01-01 00:00:00
 |  | 0.155 | 2017-02-01 00:00:00
 |  | 0.155 | 2017-03-01 00:00:00
 |  | 0.2 | 2017-04-01 00:00:00
 |  | 0.2 | 2017-05-01 00:00:00
 |  | 0.2 | 2017-06-01 00:00:00
 |  | 0.2 | 2017-07-01 00:00:00
 |  | 0.2 | 2017-08-01 00:00:00
 |  | 0.2 | 2017-09-01 00:00:00
 |  | 0.2 | 2017-10-01 00:00:00
 |  | 0.2 | 2017-11-01 00:00:00
 |  | 0.2 | 2017-12-01 00:00:00
 |  | 0.2 | 2018-01-01 00:00:00
 |  | 0.2 | 2018-02-01 00:00:00
 |  | 0.2 | 2018-03-01 00:00:00
 |  | 0.2 | 2018-04-01 00:00:00
 |  | 0.2 | 2018-05-01 00:00:00
 |  | 0.2 | 2018-06-01 00:00:00
 |  | 0.2 | 2018-07-01 00:00:00
 |  | 0.2 | 2018-08-01 00:00:00
 |  | 0.2 | 2018-09-01 00:00:00
 |  | 0.2 | 2018-10-01 00:00:00
 |  | 0.2 | 2018-11-01 00:00:00
 |  | 0.2 | 2018-12-01 00:00:00
 |  | 0.2 | 2019-01-01 00:00:00
 |  | 0.2 | 2019-02-01 00:00:00
 |  | 0.2 | 2019-03-01 00:00:00
 |  | 0.2 | 2019-04-01 00:00:00
 |  | 0.2 | 2019-05-01 00:00:00
 |  | 0.2 | 2019-06-01 00:00:00
 |  | 0.2 | 2019-07-01 00:00:00
 |  | 0.2 | 2019-08-01 00:00:00
 |  | 0.2 | 2019-09-01 00:00:00
 |  | 0.2 | 2019-10-01 00:00:00
 |  | 0.2 | 2019-11-01 00:00:00
 |  | 0.2 | 2019-12-01 00:00:00
 |  | 0.2 | 2020-01-01 00:00:00
 |  | 0.2 | 2020-02-01 00:00:00
 |  | 0.2 | 2020-03-01 00:00:00
 |  | 0.2 | 2020-04-01 00:00:00
 |  | 0.2 | 2020-05-01 00:00:00
 |  | 0.2 | 2020-06-01 00:00:00
 |  | 0.3 | 2020-07-01 00:00:00 | 80
 |  | 0.2 | 2020-08-01 00:00:00
 |  | 0.2 | 2020-09-01 00:00:00
 |  | 0.2 | 2020-10-01 00:00:00
 |  | 0.2 | 2020-11-01 00:00:00
 |  | 0.2 | 2020-12-01 00:00:00 |  | 50
 |  | 0.2 | 2021-01-01 00:00:00 |  | 70
 |  | 0.2 | 2021-02-01 00:00:00 |  | 70
 |  | 0.2 | 2021-03-01 00:00:00
 |  | 0.2 | 2021-04-01 00:00:00
 |  | 0.2 | 2021-05-01 00:00:00
 |  | 0.2 | 2021-06-01 00:00:00
 |  | 0.2 | 2021-07-01 00:00:00