black scholes

  1. P

    what should be datatype for expiry date and current date in black scholes model?

    what should be datatype for expiry date and current date in black scholes model? It should be date or timestamp? i.e. 18-09-2019 or 18-09-2019 10:10:10 Regards, Paresh
  2. A

    Delta Calculation - Black Scholes Accurate

    Hello , I am trying to be as delta neutral as possible , for weekly bank nifty options. Least affected by movement either side. Using the black scholes calculator requires three inputs : 1. Annual Volatality for Weekly Bank Nifty Options. What should this value be , and where can I check...