Implied Volatility ( IV )

#1
Hi,

Couple of weeks back i had a strange experience where the nifty went up by almost 75 points and the call options in Nifty Index hardly went up .. but the put options fell the way it should have fallen for a 75 point gain in nifty...... this was an eye opener for me .... i was wondering as to what could be reason for this .... joined this forum to get some answers .... thankfully ...some experts overs here told me that its because of something called Implied Volatility ( IV ) !!!

1) Can someone explain over here how and where can we see the implied volatility ( IV ) ?? Is there a Website for that or a formula to calculate ???

2) How and where do we see the IV for say a nifty 6000 Call option or a 6000 put option ??

3) How do we interpret the IV values once we get it ??

Lots of us over would would be glad to get some help and info in decoding the IV .... Please Advice !! :)
 
Last edited:

rkkarnani

Well-Known Member
#2
Go to nseindia.com
On the Home Page there is a Search option on Right Hand Top : "Search NSE"
In that search/type : 'implied volatility'
You should get some Interesting results to look at !

Personally have no iota of an idea about : implied volatility
 
#3
@rkkarnani - Saw the site ... was a lil help actually ... looking for lil more info for my questions... which hopefully some experts can answer .... thanks anyways ... :)
 
#5
@umesh mandal - Wow !!! ... wonderful ... thank you ... :) :) .. exactly what i am looking for.

I see values most of the values range from 24 to 17 ... how do i make sense of these values ??? ... how does one read into these values ?? ... :)
 

umeshmandal

Well-Known Member
#7
@umesh mandal - Wow !!! ... wonderful ... thank you ... :) :) .. exactly what i am looking for.

I see values most of the values range from 24 to 17 ... how do i make sense of these values ??? ... how does one read into these values ?? ... :)
Maybe you are not looking for this! The Option Pricing is , as far as I know (and I know less than very little :D ) is dpendent on IV of Nifty.
IV value of Nifty is there on NSE site. In case of any problem in locating it, do post here.
 

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