Historical and Implived Volatility

#1
Usage of Option Calculator

Hi,

I am new to options tading and have a basic questions

1) How do we find Overpriced options or underprced otions??
2) How do we use the Optons calculator in Indian context?? For ex how much Rate of intrest should be used?? Do weekend count on time to expiry etc

Thanks and Regards
 
#2
Hi,


Where do we find the Historical and Implied Volataity for Nifty?? Links to NSE site also will help. How shoudl we intrepret if HV>IV or vice versa??

Thanks and Regards
 
#3
Usage of VIX Index in India

Hi,

NSE is publishing the VIX data for Nifty?? How do we use the same in Trading ( to either buy or sell options )

Thanks and Regards
 
#5
VIX data in India

Hi,

How do we use VIX data on Nifty ?? How do we know if it is LOW or HIGH??

Can you please give examples while buying or seliing options??

Thanks and Regards
 
#7
Thanks for the response.
I presume that it is HV.

But there are many values in the excel. Can you please help us understand/intrepret them. Thanks in advance

Previous Day Underlying Volatility (D) Current Day Underlying Daily Volatility (E) = Sqrt (0.94*D*D + 0.06* C*C) Underlying Annualised Volatility (F) = E*sqrt(365) Current Day Futures Daily Volatility (K) = Sqrt (0.94*J*J + 0.06* I*I) Futures Annualised Volatility (L) = K*sqrt(365) Applicable Daily Volatility (M) = Max (E or K) Applicable Annualised Volatility (N) = Max (F or L)
 

shinchan

Well-Known Member
#9

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