Comment on Application of Option Greeks

Karthik Rangappa commented on 04 Sep 2014, 10:49 AM

You can as long as you are comfortable with holding a short option position for so long. Also ensure you multiply the vol with sqrt of 60.

Example : If the daily volatility of Infy is 1.26%, the two months volatility will be 1.26%*sqrt(60) = 9.76%.

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