Black scholes calculator


#1

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.


#2

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


#3

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


#4

can you provide the screenshot with the inputs ?


#5


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


#6

how did u get volatility and interest ?


#7

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


#8

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