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...
This is Arora here, and very interested in the Options trade.
To learn the ropes, I had given my password to a guy named Kulkarni, who is a sub-broker with Angel Broking, alongwith a lakh of rupees to manage my account, and then simply followed his trade and strategies.
Hello folks ,
I am risk analyst for options ( ie. advising clients to manage risk using greeks ( Delta / gamma / vega etc ) and trading strategies based on greeks . I can also help with calculating P&L ( like delta P&L etc ..) and advising on heading trading strategies.
Please share your...