What if I manually calculate options pricing with zerodha portal Black schloes calculator and there is different between current options pricing and calculated pricing what it indicates, will it be usefull to predict any upcoming IV spike and what should I fill in volatility coloum in calculator if I am calculating prices for index, should I fill India vix current levels?
Hii, @Sandy1995
The difference is due to constant changes in underlying asset and demand and supply in FnO contracts.
For volatility you have to visit NSE/BSE option chain based on your asset class and see the IV for the contract strike you are looking for and enter that as Volatility