seniors,
1.is IV a function of option data or price and calculated through
backward calculation. or it is calculated through daily data data of
scripts.
2. different scripts are having different IV.SO Their option pricing
includes this expectation. but illiquid option do not reflect real
price or this expectation. how can i calculate correct price of an
option with the given set of data availble of scripts.
i hope ur answer will unearth hidden mystery of option pricing in
india. since most of them are highly illiquid.
thanks
rajneesh
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