@sunilgurjar01 In every business there is a risk. If low capital high risk of failure and if high capital low return which should survive of inflation.
This is how the IEP moved today on sensex.
The real issue is this price, discovered by a mere 100 cr cash volume settled contracts worth more than 1,00,000 cr notional exposure.
How is this fair?
And what's the need of 0DTE options continuing to trade during CAS?
Delink 0DTE ๐
CAS again showing its true colors. Today 150cr of bse cash volume settled 4 lac crore of notional outstanding options.
Govt should stop this mayhem..before it damages market microstructure completely.
CAS effect ๐
Thatโs not premium decay. Thatโs premium rebirth. ๐
@SarangSood 1) CAS should be after options expiry I.e 3:15 becoz so much of manipulation possible if it's not change like janestreet era
2) Gamma spikes reduced if options expiry before 3:15
3) Black scholes Model not worked due to fear in market and options buying possible in expiry days.
@IRITA_india 1) CAS should be after options expiry I.e 3:15 becoz so much of manipulation possible if it's not change like janestreet era
2) Gamma spikes reduced if options expiry before 3:15
3) Black scholes Model not worked due to fear in market and options buying possible in expiry days.