Comment on Application of Option Greeks

Karthik Rangappa commented on 22 Aug 2014, 11:49 AM

Somesh, thanks for elaborating your question. As long as your volatility estimate is right, you will get the a fairly accurate premium value. On the other hand you can feed in the market value of the premium, and then get the volatility estimate. From my experience, most of the option calculators (including Zerodha Trader) works quite accurately.

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