Hi guys,
I was just analyzing the option chain with an expiry date 01- Apr-2020.
I want to ask a few questions.
1)Why Nifty’s call price with strike price 2,550 is trending at Rs 2.25, whereas with Strike price 1,500 is trending at 1,364.40…
Again with strike price 3,000 is trending at 1.25.
Why there is so much volatility in Deep ITM call option prices?
Could someone help me?
[https://www.nseindia.com/get-quotes/derivatives?symbol=NIFTY&identifier=FUTIDXNIFTY26-03-2020XX0.00]
(http://option chain)