Archive for December, 2010

Discrepancy in Intraday Option Pricing

This item was filled under [ Traders zone ]

One of my trader friend asked me following question with reference to intraday pricing of option (NIFTY DEC-10 6000 PUT). Following table lists the price of NIFTY Spot and NIFTY 6000 PUT chain on 7-Dec-2010, NIFTY SPOT                         DEC 6000 PUT Open                     5995                                       104 High                       6001                                       120.9 Low                        5940                                       86.55 Close                     5997                                       94.15 I […]

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