Options Trading में Implied Volatility क्या होता है ? | Option Trading - 4
About this episode
Mr. Vivek Bajaj will explain the complexities of Implied Volatility, theta, and gamma of Options Trading in this 36th session of Learn2Trade. All stock market participants looking for a clear explanation of options trading should watch this video. Implied Volatility gauges the variation in option premium. In the simplest possible terms, he describes historical and implied Volatility and the Black Scholes formula. He also discusses how options traders can combine all the option greeks to reduce their risk in options trading. The other options greeks, theta and gamma, are also covered. Continue your exploration of options trading by watching the entire video.
About Mr. Vivek Bajaj
The passion for data, analytics and technology is what makes Vivek Bajaj a financial market survivor. The journey as a market participant started in 2002 when the first trade was executed in the options contract of ITC. Life was simpler and easier during that time. Since then technology and Big data have taken over totally. As an early adapter to the complex tools, Kredent was formed to capitalise on the opportunities. He is co-founder of StockEdge and is committed to bring simplicity in the complex world of market data. He is a Chartered Accountant, Company Secretary and an MBA from IIM Indore. He is a part of various committees of exchanges and regulator and he has been an active contributor in the evolution of Indian Derivatives Market.