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Option Price and Greeks with the Option Calculator (Marathi)

Intermediate·Marathi·14 min·65 views·2 years ago

Option traders want to know whether an option is expensive or cheap compared with its theoretical value. An option calculator estimates that value from the underlying price, strike, time to expiry, volatility and interest rates.

This lesson explains the concept, shows Quantsapp's Option Calculator for working out theoretical prices and Greeks such as delta, theta, vega and gamma for stocks, Nifty and BankNifty, and discusses how the Greeks behave near expiry.

What you’ll learn

✓What an option calculator does
✓Inputs that determine an option's value
✓Using Quantsapp's Option Calculator
✓Delta, theta, vega and gamma near expiry
SPEAKERPrasanna JadhavTrainer, Quantsapp

Prasanna Jadhav is certified options specialist with a wealth of knowledge and research in technology and financial markets. His knowledge of options trading and insights are very helpful , establishing himself as one of the top expert for acquiring insights into Equity Derivatives Trading.

All 242 videos by Prasanna →

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