Option Greeks

Which model is used for Greeks Calculations?
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...
Thu, 24 Nov, 2022 at 3:44 PM
Why is there a single IV for Call and Put options ?
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 ...
Thu, 24 Nov, 2022 at 3:42 PM
Why is there a difference between NSE's IV and AsthaTrade's IV ?
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 ...
Thu, 24 Nov, 2022 at 3:37 PM
How to check Options Greeks & Strategies on AsthaTrade?
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...
Wed, 30 Nov, 2022 at 9:01 PM