The Black model (sometimes known as the Black-76 model) is a variant of the Black–Scholes option pricing model.  In Black model, we:  Assume no ...

We use Black-76 model, which is a variant of the well known Black Scholes model. It is better suited for the Indian markets and is widely used by profess...

According to Black Scholes theory and in practical efficient markets, IV for call and put options for the same expiry and same strike price should ...

NSE uses Black Scholes model with its own twist. It assumes a constant interest rate of 10% (which is not true as RBI keeps on changing it). Even ATM ...

1.What are Options Greeks & its use cases in brief: Options Greeks are a set of calculations that are used to measure various factors that may af...

1. What are Options Greeks & its use cases in brief: Options Greeks are a set of calculations that are used to measure various factors that may a...