Options Trading में Implied Volatility क्या होता है ? | Option Trading - 4
About this episode
In this 36th Session of Learn2Trade, I will decode the complexities of Implied Volatility, Theta, and Gamma of Options Trading. This video is for all those stock market participants who are looking for a simplified explanation on Options Trading. Implied Volatility measures the change in premium of options. I explain the concept of historical and implied volatility, including the Black Scholes formula in the most simplified way. Additionally, I cover the other option greeks - theta and gamma and discuss how option traders can combine all the option greeks to minimize their risk in options trading. Watch the full video to continue your journey of options trading.
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.