Bank nifty implied volatility calculation excel sheet ?

Bank nifty implied volatility calculation excel sheet

In this blog, we will discuss the bank nifty implied volatility various parameters for calculating bank nifty implied volatility calculation. There are 5 parameters which contribute the bank nifty implied volatility. These parameters are.

1. The closing price of bank nifty index
2. Historical volatility (Learn more ) 
3. Expiry date
4. Dividend yield
5. Risk-free interest rates
6. The actual price of the option at that strike price

Procedure to calculate the bank nifty implied volatility

1. Download the excel sheet from this link
2. Download the historical volatility excel sheet from this link
3. visit nse.com
4. Open the implied volatility excel sheet 
5. Fill the parameters
6. Underlying price is the closing price of the bank nifty
7. Calculate the implied volatility of bank nifty using the excel sheet or visit 
8. To know your country risk-free interest rates visit the link
9. Set the strike price as per option chain
10. Fill the actual trading value of the option
11. The result will deliver you the implied volatility of bank nifty 
12. Data of implied volatility is shown differently in the website to confuse you
13. Do your own calculation 
14. Why implied volatility increase or decrease in options?
15. Relationship between implied volatility and historical volatility
16. How to calculate implied volatility for nifty options?