Comment on Theta

R P HANS commented on 10 Jul 2015, 06:32 AM

Intrinsic value of call option –

Spot Price – Strike Price i.e 8514.5 – 8450 = 64.5 (since it’s a negative value)
In the above text I think the “(since it’s a negative value)” is a copy and paste error. as the IV is 64.5 a non zero value. Please clarify.

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