Dear Zerodha,
Black-Scholes Model is used for corrections in the market as well as for option trading as a tool. Is there any Model/Formula Proposed for Equity/Delivery Trading ? Or Can We implement black-schole model for intraday/delivery Trading. If So, How ? Please Explain…
I’m not sure what you mean by ‘B&S option pricing model for corrections’. The B&S option pricing model is used to price the option premium.
There are several models that can be used for trading as such…for example you can even call a MACD indicator as a trading model if you wish.
Implementing B&S for intraday tarding is possible, it requires you to be through with concepts of stochastic calculus, brownian motion, stock drifts etc. This is quant heavy…proficiency in programing also helps.
Equities are linear, they are not complex like option pricing model. Equity price moves based on supply and demand
hi i am new to options trading , how to find numbers for volatality and interest to calculate an option contract (for black sholes calculator )
HI Karthik ,
Please give me 1 or 2 examples on B&S for bank-nifty . I am confused about the values of int. rates , volatility , and div.
I am interested in delta values. e.g. BN spot cmp 25321, then what will be delta for 25400CE and 25200PE
Regards
Jayshreehari.
YOU also need to mention for which expiry of BN are you looking for the delta vaulue?