Comment on Greek Interactions

shashan commented on 02 Jan 2017, 10:27 AM

helllo karthik sir its really a superb information you have providing with easy to understand language. I am also doing my research on options and facing certain difficulties regarding it, how can we plot date vs implied volatility chart (irrespective of strike) ?? How this after some study i found that india vix does this for nifty but i am looking same for individual FnO stocks. Tried backsolving from black scholes but it gives IV for particular strike. India vix formula is bit complex plus it needs bid and ask rates to backtest it, historical bid ask rates are not available please let me know regarding this thanx a ton!!

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