Option Moneyness Example: The above concepts can be better understood by the example of options chain Nifty 50 as explained below: Source –nseindia.com Suppose currently Nifty 50 is trading at 11,400. The ATM will be at 11,400 for both the put and call options. For call options: All o...
For the NIFTY I'm not sure as it is an index and the Dividend Yield for an index will be the sum of the weighted dividend yields of each component that makes up the index.You could ask your local broker in India what this is - he could then check on Bloomberg. ROSHANOctober 10th,...
If you wish to calculate the theoretical option priceas one of the desired outputs, then volatility has to be one of the inputs. For Nifty option contracts, use the India VIX index value. Alternatively, if you have a view on volatility from today to expiry, you can input that as well....
I have the G10 for wireless guitar but the headphones are the problem. I have a nifty bluetooth transmitter and low latency supported heaphones.. but I had the latency problems like everyone else. It was an interesting experiment playing with the delay... It was shocking how hard it was.....
Neural Network Models to be the best estimator of Bitcoin options implied volatility. Moreover, Hou et al. (2019) worked on the pricing of cryptocurrency options and presents the case of Bitcoin and CRIX. The study by Shadab (2014) presented work on Bitcoin regulation and block chain ...