## Option Greeks

The Black model (sometimes known as the Black-76 model) is a variant of the Black–Scholes option pricing model. In Black model, we: Assume no ...

Sat, 28 Oct, 2023 at 12:59 PM

We use Black-76 model, which is a variant of the well known Black Scholes model. It is better suited for the Indian markets and is widely used by profess...

Thu, 24 Nov, 2022 at 3:44 PM

According to Black Scholes theory and in practical efficient markets, IV for call and put options for the same expiry and same strike price should ...

Thu, 24 Nov, 2022 at 3:42 PM

NSE uses Black Scholes model with its own twist. It assumes a constant interest rate of 10% (which is not true as RBI keeps on changing it). Even ATM ...

Sat, 28 Oct, 2023 at 12:59 PM

1.What are Options Greeks & its use cases in brief: Options Greeks are a set of calculations that are used to measure various factors that may af...

Sat, 28 Oct, 2023 at 1:00 PM

1. What are Options Greeks & its use cases in brief: Options Greeks are a set of calculations that are used to measure various factors that may a...

Sat, 28 Oct, 2023 at 1:00 PM