Comment on Theta

SHRI KRISHAN GUPTA commented on 15 May 2017, 04:21 PM

Dear Karthik
I was looking into NIFTY Option chain on 15.05.2017 for CE @stricke price of 8600 at a premium of 846.55 with NIFT spot at 9456.15. It indicates intrinsic value of 856.15 and hence a time value of -9.6. Is it possible. The expiry month is near month.

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