NIFTY Options Trading by RAJ

[premkumartalreja]

dear prem ji..oat is showing weak beer for tcs. but it went up 3.5%. its good to short it ?

The max oi for put is at 2000. Moreover I am selling the put with intention to buy he stock if it goes below 2000.

 

[mastermind007]

I can see that the calls are being sold lower than the theoretical value. any idea why ???

NSE Value	Th Value	VIX	Strike Price
563.000	575.56	0.149	5800
470.000	479.50	0.149	5900
379.000	387.00	0.149	6000
292.000	300.56	0.149	6100
213.900	223.07	0.149	6200
146.000	157.19	0.149	6300
91.950	104.57	0.149	6400
52.300	65.37		0.149	6500
25.900	38.27		0.149	6600
11.100	20.92		0.149	6700
4.550		10.67		0.149	6800

"Christmas Special Sale" ??

 

[funkyvaib]

Premji

One question - from where have you calculated these theoretical values? can you please share that excel with us if its ok with you?

Regards

Premji

Can you please guide on this query?

Thanks.

 

[premkumartalreja]

Premji

Can you please guide on this query?

Thanks.

I had made an excel which calculates theoretical value using black schole method. It's updates real time from nse. Send me u r email. I will share with you.

 

[funkyvaib]

I had made an excel which calculates theoretical value using black schole method. It's updates real time from nse. Send me u r email. I will share with you.

Premji - Here it is - [email protected]

Many thanks for your kind assistance. Regards.

 

[coolmaan1]

I had made an excel which calculates theoretical value using black schole method. It's updates real time from nse. Send me u r email. I will share with you.

Can I get a copy also, I need something like this, I had been searching for it everywhere. Didn't find it . Will be grateful for the same my email id is -- rshda1 @ yahoo.com --

 

[premkumartalreja]

Can I get a copy also, I need something like this, I had been searching for it everywhere. Didn't find it . Will be grateful for the same my email id is -- rshda1 @ yahoo.com --

Will try and upload on traderji for all later in the night.

 

[funkyvaib]

Will try and upload on traderji for all later in the night.

Sir, where does one upload here and how to check? (like OAT and other sheets attached under Raj's signature?) Regards.

 

[umash2000]

I can see that the calls are being sold lower than the theoretical value. any idea why ???

NSE Value Th Value VIX Strike Price
563.000 575.56 0.149 5800
470.000 479.50 0.149 5900
379.000 387.00 0.149 6000
292.000 300.56 0.149 6100
213.900 223.07 0.149 6200
146.000 157.19 0.149 6300
91.950 104.57 0.149 6400
52.300 65.37 0.149 6500
25.900 38.27 0.149 6600
11.100 20.92 0.149 6700
4.550 10.67 0.149 6800

Thats good & important question you have asked(Option pricing technicals)..The reason being VIX(14.66) lesser than Historical volatality(20.09) & Nifty is in Contraction phase.Thus,options would be quoted at discounts and this phase should be dealt very carefully..

 

[premkumartalreja]

Thats good & important question you have asked(Option pricing technicals)..The reason being VIX(14.66) lesser than Historical volatality(20.09) & Nifty is in Contraction phase.Thus,options would be quoted at discounts and this phase should be dealt very carefully..

My thought us as follows. When a fii/ dii/ anyone writes an call option for less than re rhetorical value especially on a day when vix is lowest

1 they think market will range bound in a tight range
2 top of market is already there and they see no further upside.