Options Builder - Indian Stock Options

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47 comments

    • Raghunath
      Raghunath 20 August, 2017 at 17:39 Reply

      Can you tell me which stock?.

      While I calculate EOD IVs using the data disseminated by NSE at EOD. The one on this page is done using prices on option chain. If they vary, you can see some difference.

      You get 1 SD & 2 SD on the pay-off graph itself.

  1. Raghavendra 23 August, 2017 at 22:01 Reply

    Hi Raghunath,
    I tried with Biocon, Sintex, Cummins and Infy. For few lot of difference was there. Which IV to be considered for the accuracy?
    It would be great if the values of 1SD and 2 SD showed in the pay-off chart or down in the table. Thanks

    • Raghunath
      Raghunath 23 August, 2017 at 23:10 Reply

      There s certain issue with the EOD data supplied by NSE. Some prices of options are weird causing this effect. The IV on the options builder will be most accurate as it is current taken directly from options chain. I will fix this issue soon.

      1SD & 2SD are already shown in the pay-off chart.

  2. Yash Parikh
    Yash Parikh 25 August, 2017 at 19:57 Reply

    Hi Rajhunath,
    Calculator has stopped working since a few minutes.
    Screen just stays blank.
    Kindly please check.

    I’ve been using it for days,
    Really awesome work. Thanks for this

    Yash

  3. Manas
    Manas 29 August, 2017 at 15:08 Reply

    Weekly expiry dates are not comming in the drop down can you please short out this issue .

    Thanks for your efforts .

  4. Manas
    Manas 29 August, 2017 at 15:08 Reply

    Weekly expiry dates are not coming in the drop down can you please short out this issue .

    Thanks for your efforts .

  5. Manas
    Me-Trader 28 September, 2017 at 19:25 Reply

    Hi ,

    As i have refereed to so many books and i found in order to calculate the IV we need the followings .

    Strike Price
    Spot Price
    Risk Free Rate
    Dividend
    Time to expiry
    And option Premium for the particular strike price

    Is there any formula available to estimate the IV(Implied Volatility ) with out the option premium .

    Highly appreciated if some can help me out .

      • Manas
        I Am A Trder 1 October, 2017 at 22:33 Reply

        Ok ! However if any one want to calculate the IV what are the variable required ? . and other thing i have noticed in the Option Builder IV for particular stirke is not matching with the IV mentioned on the NSE ( For An example for Strike of 9750 CR on 01-10-2017 @ NSE site was 7.25 however in the Option Builder its showing 12.51 and for almost every strike CE & Put the IV is mismatching ) Can you please clarify .

        Thankyou !

        • Raghunath
          Raghunath 1 October, 2017 at 23:36 Reply

          I calculate the IV little bit differently from NSE who use a little bit dated calculation. They use spot price, I use future price to calculate IV. Future price captures interest rates, dividends etc to reflect an accurate IV.

          If you have gone through the site link that I gave you would have known what variables are needed to calculate the IV.

  6. Vijay
    Vijay 1 December, 2017 at 17:08 Reply

    Sir,

    Could remember that you said you are working in pair-trading tool and it will be released in a weeks time sometime back. Please let me know when are you going to release. we are waiting for it.

  7. Piyush
    Piyush 2 December, 2017 at 00:19 Reply

    Hi
    The option greeks value are not much accurate . It created difference while implementing the strategy .
    Since i try delta neutral strangle . But i am using derivagem which calculates iv as well as option price .
    I have check with that , it shows me difference .
    Can you please check , because on deriva gem graph ,pay off are not there . Your tool is awesome .
    Please ensure accuracy , i think there is little bit difference . Please check it once with derivagem by taking any stock or index.

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