I have recently started with nifty options buying scalping in which I am doing well.
But recently I observer that movement in option price is relatively lagging with respect to spot price.
As mentioned above i do scalping so i hold my trade for not more than a minute.
I take trade by 9.20 am and get exit before or by 9.21 am.
Can anyone explain me this pricing behaviour as i used to get a 5 percent move at the movement of 13 points in nifty spot price but now it gives around 3 percent.
Note that I deal only with closest strike price to CMP of nifty. So the greek behavior doesn’t change.
Can anyone explain this…