ajay
July 1, 2014, 12:22pm
2
Right Click on Market Watch Column Header --> Reposition column Header --> select the required greeks like Cal Delta, Cal Gamma. etc.
But unfortunately these don’t show any values - think they are not calculated to display.
Check out “How to apply Greeks in Market Watch” in the following link
OMNESYS NEST (owned by Thomson Reuters International Services Private Ltd) provides software for securities trading and is a leading provider of OMS for multi-asset, multi venue trading systems. OMNESYS NEST provides market data, exchange...
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Well this is not the answer i was expecting…all this things in know. In the Nesttrader in the market watch when u click the right mouse button u will get a window. In that window there is a thing called Option Greeks. When u point to Option Greeks there is a thing called Make Greek Settings. I just want to know how to set up the Make Greek Settings.
ajay
July 1, 2014, 12:42pm
4
Right click on an Option Instrument and then select Make Greek Settings --> you will get a New window of Greek MW Settings.
Enter the required values and click Add.
Volatility refers to Implied Volatility = you can get it from
http://nseindia.com/live_market/dynaContent/live_watch/option_chain/optionKeys.jsp?symbolCode=-10006&symbol=NIFTY&symbol=NIFTY&instrument=-&date=-&segmentLink=17&symbolCount=2&segmentLink=17
Interest Rate - 10 (thats what NSE uses for IV calculation)
No Of Days 30 - this is the number of days to expiration. Since today is 1st and expiration is on 31, no of days will be 30