Re: ALL FREE Web links: charts.news feed.trading tools.technical/fundamental informat
1. Time interval in days => time to maturity/expiry in the number of days from the current date.
2. Spot Price: Is the price of spot (say +- 80 pt fro current price) where u predict the market can go. Calculator will show you the approx price of option there if volatility remains unchanged..(see 4.)
3.
https://www.nseindia.com/live_marke.../option_chain/optionKeys.jsp?symbol=BANKNIFTY
See below Note : 10% interest rate is applied while computing implied volatility.
4. Underlying Volatility is dynamic changes with the price, so we can get only approximate values. Copy current Underlying Volatility of a particular strike from above link also. From IV column of particular strike CALL/PUT.
Underlying Volatility usually increases with the bear move or when demand increases of that particular strike...
In down move, PE increases faster usually than CE in similar up move due to Underlying Volatility effect...
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Live example from above link from NSE site:-
Calculate Price for 22800CE, put following details on calculator.
Time interval 3 days. tue, wed, thrs. today Monday.
Spot at 22767 (bank nifty spot closing)
10% interest rate applied.
IV of 22800 CE is 11.91
See computed value from calculator 91.129 matches last ask price..
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U can use below link also..
http://www.fintools.com/resources/online-calculators/options-calcs/options-calculator/
Here we can just put value date (current date) and Expiration Date .
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Note IV for 22800 PE is 16.26 today closing. We have to put right IV..
