ANGELONE Futures trading at massive discount

[anirudh.88]

I have noticed a very high skew in ANGELONE ATM and have asked a question on the same. Can anyone enlighten me. Can a strategy be formed around this skew.

Implied Volatality Skew

[image] Hi Everyone, Can someone explain why zerodha ANGELONE option chain shows same IV (implied volatility) for ATM 2100CE (Rs 56) and 2100 PE (Rs 140.7). ( Data is for day end Friday : 7 Mar 2025) I used a online calculator (with DTE = 20, R = 7%) which shows very different IV ( 27.06 for Call ) and (73.54 for put). Even NSE website shows a very different IV. I have noticed most of the Zerodha Stock Option chains have the same IV for call and puts of the same strike but different for In…

Thank you in advance.