Call put option trading in india
This option gives the buyer the right to SELL. Now I have a question that I purchased a call Rs. May 28, at 9:
October 21, at 1: Hi, Superb Explanation Karthik…Really it is great help full to beginners like me…Thank you very much for making educated us about all these things…. January 21, at 6: July 24, at 4:
March 3, at 6: On sites like moneycontrol. Now confident level is increasing……. August 6, at
Hence for this reason it makes sense to calculate beta of Bank Nifty. Here is a quick recap of the history of the Indian derivative markets — June 12th — Index futures were launched June 4th —Index options were launched July 2nd — Stock options were launched November 9th — Single stock futures were launched. November 20, at 5: December 18, at 2:
The agreement is to buy the stock at 75, which is also called the strike price. November 22, at February 15, at January 21, at 2: Hi Karthik, I have a queryStrike prize should be a price which is min.
The article is super and your patience in answering each comment here is commendable too. February 11, at 7: Your modules are as good as you are teaching in class, that much effective information is provided and hence a Lay Man like me can get understand the tricks of trading. March 22, at 6:
Hope you will come with some plans for day traders too like investors, there is no doubt about your services one of the best broker in India thank you so much for this. May 29, at 7: I have 1 querry i. Trading Systems 10 chapters. Premium must be trading at higher levels compared to 3.
I also want to know whether the premium of call option will get reduced nearing to expirydate, if it so can I exercise my contract and make profit out of it? July 12, at 3: Likewise if the price goes below Rs.
So in this it would Rs. Your profit will call put option trading in india the difference between the buy and sell price of the strike…i. March 30, at 2: If you see profits and can square-off your position, go ahead! The interest rate is an input variable here — please note this is a critical input for implied volatility model.