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The Greeks & Black And Schole Model" To Evaluate Options Pricing & Sensitivity In Indian Options Market

Authors: Dr. M. Tulasinadh*, Dr.R. Mahesh;

The Greeks & Black And Schole Model" To Evaluate Options Pricing & Sensitivity In Indian Options Market

Abstract

Derivatives’ trading is a core part of the Indian Stock Market in the Current Scenario. Trading volumes in stock options have grown up tremendously during recent years. This also leads to be high volatility in the options prices Options Pricing is crucial factor for hedging and Speculative activities. Pricing plays a vital role for option writers. In this paper we have tried to find out the price of an option in the future and its sensitivity through the Greek & Black and Scholes Option pricing model. Many option traders rely on the “Greeks” to evaluate option positions and to determine option sensitivity.

Keywords

Derivatives, Options, Greeks, Black and Scholes options pricing model.

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