Zerodha Black and Scholes not working for dividend

F&O
1

I dont see zerodha black and scholes working for dividend adjustment

Could you please correct it.

2

Iā€™d suggest you use the Option price calculator available on Sensibull. Sensibull uses an improvised version of Black & Scholes formula called Black 76, wherein they use the futures price for price input. Futures price ignores interest rate, dividends, etc as these are implied in the futures price.

2 Likes
4

That Sensibull is paid to use that formula.

Can zerodha correct its own version so that I can use it without having to pay for it?

1 Like