Technical Trading - Futures & Options

#97
Trade 11 Complete Summary

Bought 5100 CE Nifty October @ 77 - Sold some @ 100 - Gain 30%

Bought 5100 CE Nifty October @ 77 - Sold Rest @ 87 - Gain 12%

Due to bank holiday on Friday no contract given by broker. Contract will be posted when it comes.
 
Hi Sameer,
i'm new to options. Need help. I'm calculating the Call and Put premiums for TATASTEEL(I used American Style options calculator).

Date - 30 Sept, 2011.
Price - 415.25.
Strike price - 400
Interest rate - 9.00%
Volatility - 37.28%(I got this from Khelostocks.com)
Expiration Date - 25 Oct

CALL - 25.863 PUT - 8.335

Are these values correct or do i need to change any input parameters.
Also plz tell me what to put for Interest rate and from where to get the volatility for particular stocks in calculation.

The current price for the same options are
CALL - 27 PUT - 17.40.
Why is there such a difference and what should be my trading strategy in these?
Eagerly awaiting your reply..

Thnx
Nitin
 

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