Hello All, i have a small query about ATM pricing of Options for Calls.
Suppose NIFTY as of today is trading at 5350. So which strike price we need to consider for ATM Call option.? Will it be CE5400 or CE5300.
I am actually confused owing to the definition of ATM which says Strike price = Index Level. So where will the index range between 2 strike price falls in ATM.?
Suppose NIFTY as of today is trading at 5350. So which strike price we need to consider for ATM Call option.? Will it be CE5400 or CE5300.
I am actually confused owing to the definition of ATM which says Strike price = Index Level. So where will the index range between 2 strike price falls in ATM.?