How to calculate implied volatility for nifty options?

How to calculate implied volatility for nifty options?

How to calculate implied volatility for nifty options?

How to calculate implied volatility for nifty options

  1. Different countries have a different index like the Deutscher Aktien index or DAX - dow jones or nifty - Sensex - Kospi-nikkei etc.
  2. Implied volatility we use various parameters like the underlying price of an index
  3. Starting date of option buying and selling - historical volatility of the index like nifty - DAX - Dow jones-
  4. Risk-free interest rates as per countries, 
  5. The dividend yield as per countries
  6. Download the excel sheet from here
  7. Set the strike price of the option as per your index
  8. After entering these values in the excel sheet you will find the theoretical prices of option
  9. Enter the actual values available for trading at the different strike price
  10. Check the implied volatility 





Post a Comment

2 Comments

  1. Implied volatility calculation excel is not working.

    ReplyDelete
    Replies
    1. Implied volatility is working you need to fill the data as per blog.

      Delete

Thank you for your valuable comment