but if the VIX is high you have to pay a high premium to buy an option on the other hand, it will lower the risk as a high VIX will indicate huge movement which may lead to a profit.
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Empirical Study of the effect of including Skewness and Kurtosis in Black Scholes option pricing formula on S&P CNX Nifty index Options The most popular model for pricing options, both in financial literature as well as in practice has been the Black-Scholes model. In spite of its wide spre....
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