two queries ..
(1)I want to calculate fair value of NSE index option price ? I need current interest rate % to plug into the Black-Scholes formula. Where do I get current interest rate % ?
(2)Does (Implied Volatility) IV value changes throughout the day ?
Can someone please throw some light into this ...
(1)I want to calculate fair value of NSE index option price ? I need current interest rate % to plug into the Black-Scholes formula. Where do I get current interest rate % ?
(2)Does (Implied Volatility) IV value changes throughout the day ?
Can someone please throw some light into this ...