Day trading Nifty Options

[sam_kuw]

NF settled @5621 +10 points

Where did u get that?

 

[ganeshams]

Where did u get that?

Bhai, its from the NSE site
http://nseindia.com/products/content/derivatives/equities/historical_fo.htm

 

[snnygrover]

Implied volatility : Can someone explain why nifty puts have higher volatility than nifty calls. Does it imply that the market is bearish. How does it change. And where to get historical IV data.

 

[DataRam]

Implied volatility : Can someone explain why nifty puts have higher volatility than nifty calls. Does it imply that the market is bearish. How does it change. And where to get historical IV data.

Implied Volatility for the Puts is generally marginally higher than the calls. This is based on the notion that the markets fall faster than they go up. Therefore seeing the implied risk in selling the puts the IV's mostly marginally go higher for puts as compared to calls.

IV changes on the demand supply factor depending on the overall view of the market participants. [Bullish or Bearish]

Historical IV data for Indian markets is very difficult to get from some source.
However a trader can maintain a daily file for retrieving the Daily IV data from NSE site [Option Chain].

Historical IV data of a very long period is not very necessary to trade. But off course for analytical purpose it will be fruitful though.

 

[TraderRavi]

time to close this thread. moving to nifty futures.:thumb:
http://www.traderji.com/futures/89068-day-trading-nifty-futures.html

 

[Smart_trade]

Thread closed on request from thread starter.

Smart_trade