Comment on Application of Option Greeks

Sukesh commented on 28 Aug 2014, 12:42 AM


Thanks for this wonderful article, really helpful for aspiring option traders.

My question is, to illustrate effect of volatility or vega, you have taken an example of a scenario where the volatility has increased from 15 to 30 percent.

I’m wondering is this example realistic, because volatility in Indian markets won’t show such increases even during critical events such as budgets results etc. I think this might have happened only in 2008 even UPA came to power and the markets touched circuits.

Please advise.


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