Strike Price : nifty 10500 CE
According to nsc website implied volatility : 23.06
Zerodha sensibul shows that 25.2 is the implied volatility on that strike price.
Which is correct?
According to nsc website the implied volatility of last trading day was : 23.24 and today is 23.06 so it is reduced by 0.18
According to Zerodha sensibul today vega is 7.50
So how much money will be deducted from premium?