NIFTY 7th MAR 11100 PE closed at 29 today and the nifty closed at 11058.20. If intrinsic price of put option is IV (Put Option) = Strike Price – Spot Price as mentioned on https://zerodha.com/varsity/chapter/the-put-option-buying/, the IV for the 11100 PE is 11100-11058.2 = 41.8. However it closed at 29/- Does that mean If I bought at 29, I would have got a profit of 12.8/- (41.8-29)? Is that not a wonderful option if true? And there were sellers at 29. Can someone help me understand this please.
Once Check the settlement price, It’s the average of the last 30 min of trading.
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Also consider stt factor.
Thank you. If convenient please let me know where I can get this figure. Also zerodha university has to update itself in this case!
It will get updated in NSE website itself officially https://www.nseindia.com/live_market/dynaContent/live_watch/get_quote/GetQuoteFO.jsp?underlying=NIFTY&instrument=FUTIDX&type=-&strike=-&expiry=28MAR2019
As you know Spot price will be considered for weekly expiries. Spot price will also get updated here, Check after 6pm. Check in other information for futures settlement price.