Comment on Application of Option Greeks

Karthik Rangappa commented on 18 Jan 2015, 01:32 PM

Usually events like budget, corporate results, monetary policy, major political rejigs, geo political issue, extreme market behavior etc drives up the volatility. You can track the volatility change at the index level by observing India Vix – http://www.nseindia.com/live_market/dynaContent/live_watch/vix_home_page.htm

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