Comment on The Option Greeks (Delta) Part 1

R. Ganesan commented on 15 May 2017, 04:41 PM

I am slowly taking into option trading even though I have burnt my fingers before. (Experience wasthe best teacher for me into business)

Now I am trying a strategy though with smaller lots. So far my results are mixed.

My post here is:
Nifty Jun 9800 CE on 11th May 2017 was 18.80 (Nifty spot value was around 9450at that time). Of course Nifty was on unexpected upswing for the previous day due to IMD monsoon data tricking in)

Nifty Jun 9800 CE on 15 May 2017 was 15.45 even though Nifty spot levels are around the same.

India Nifty VIX value was -0.11 and 0.44 respectively on 11th and 15th May respectively. (This means volatility has increased)

Then why the option price divergence between 11th and 15th May 2017? Unable to fathom. Is anything I am missing? Your help is appreciated.


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