Implied Volatility is the volatility implied by the market value of the options contract based on options pricing model. The …Read the Rest
Tag: Nifty Options
Options Calculator (Black Scholes European Options)
February 28, 2011
Nifty Options
The Options Calculator below calculates the options contract pricing based on the Black Scholes options pricing model. This model is …Read the Rest
India Vix vs Nifty
September 5, 2010
IndiaVix
India Vix, India’s Volatility Index, shows negative correlation with the Nifty which makes it a great hedging tool. I tried …Read the Rest
Vix and Options
August 27, 2010
IndiaVix
In this article, I am going to discuss the relation between the volatility index (VIX) and the options pricing. If …Read the Rest