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Open in appOption prices react to several variables at once. This lesson shows the What-If analysis in Quantsapp's NSE option chain, which lets you simulate the chain under different conditions.
You will see how to change implied volatility, time to expiry and the underlying price, and how each change affects the premium and mark-to-market of at-the-money, in-the-money and out-of-the-money calls and puts.
What you’ll learn
✓What-if scenarios on the NSE option chain
✓Simulating changes in IV, time and underlying price
✓Impact on ATM, ITM and OTM option premiums
✓Understanding MTM changes before they happen
Read and practise
SPEAKERVarun ShettyTrainer,Quantsapp
Varun Shetty possesses rich experience in the field of training, he is amongst the best experts for gaining an understanding of Equity Derivatives Trading
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