General Trading Chat

travi

Well-Known Member
200 points rollover cost :banghead:
Thought (hoping in vain) it'd cool down today.

Didn't know risk free rate is 12% :p
it will work out lesser, in last few expiries there is premium even upto 12pm in current month. Earlier on expiry day we used to dip into discount. (maybe bcos of long gamma moves)

usually we had 60-110pt range but given high spot value, 160pt / 21700 for 12 month would work out to 8.5 or 8.8%
1 yr bond/FD in range of 7.5% so around 1-1.5% premium over rfr
Just tentative annual basis. ofc premium varies alot. in mid 2022, 2 months rolling was done at 10-20pt. Future months were trading at disc too
 

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