Black scholes calculator

Does zerodha Black scholes calculator work properly it is showing huge difference in the premiums I have raised a ticket at zerodha support also but they dint give any answer for the problem and they are suggesting to use sensibull then whats is the use of your product.

price of premium shown in zerodha is fetched by NSE , they dont calculate premium themselves

I am not asking about the market value premiums I am asking about theoritical values by using bs calculator

can you provide the screenshot with the inputs ?

Market value for 11750 strikes for ce is 70 and for pe is 130 here it is showing 130 and 203

how did u get volatility and interest ?

Volatility from India vix.Interest rate is 90days T bill rate.

Volatility from India vix.Interest rate from 91days T bill rates


Just coded Black Scholes Calculator myself yesterday. I am pretty much sure that Zerodha’s Calculator is right. You can check here and see the underlying formula too.

Sensibull uses Black76 Options Pricing Model. Not “Black Scholes”.

Zerodha and Sensibull won’t match.

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