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  • Options Premium Calculator

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    Rituraj Neog
    9 views2 pages
    This document provides a profit and loss chart for options premium calculation with key inputs like the strike price of 4600, future price of 4765, volatility of 31%, and option values for calls and puts. The chart maps the nifty range from 4550 to 4850 against corresponding put option values and projected profit/loss to understand how the options premium would move with changes in the underlying asset price. A disclaimer notes that the calculator is for educational use only and users should conduct their own analysis of outputs.

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    This document provides a profit and loss chart for options premium calculation with key inputs like the strike price of 4600, future price of 4765, volatility of 31%, and option values for calls and puts. The chart maps the nifty range from 4550 to 4850 against corresponding put option values and projected profit/loss to understand how the options premium would move with changes in the underlying asset price. A disclaimer notes that the calculator is for educational use only and users should conduct their own analysis of outputs.

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    © All Rights Reserved
    Download as XLS, PDF, TXT or read online from Scribd
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    9 views2 pages

    Options Premium Calculator

    Uploaded by

    Rituraj Neog
    This document provides a profit and loss chart for options premium calculation with key inputs like the strike price of 4600, future price of 4765, volatility of 31%, and option values for calls and puts. The chart maps the nifty range from 4550 to 4850 against corresponding put option values and projected profit/loss to understand how the options premium would move with changes in the underlying asset price. A disclaimer notes that the calculator is for educational use only and users should conduct their own analysis of outputs.

    Copyright:

    © All Rights Reserved
    Download as XLS, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 2

    OPTIONS PREMIUM CALCULAT

    Profit & Loss Chart


    Strike 4600 100.0
    Future Price 4765 80.0
    Deal_date 16-Dec-11
    60.0
    Expiry_date 29-Dec-11
    40.0
    Volatility 31.0%
    Option Value Call 211.0 0 20.0
    Option Value Put 46.0 46 0.0
    -20.0
    Price Today 46.4 46.4
    -40.0
    4550 4600 4650 4700 4750

    Nifty Range 50 4550 4600 4650 4700 4750 4800


    Put 0 133.6 107.3 84.8 65.8 50.1 37.5
    Profit and loss 87.2 60.9 38.4 19.4 3.7 -8.9

    Note : You can change only those cells which are marked in yellow

    Disclaimer: The Sharekhan's Option Premium Calculator is designed for educational purpose only. It is intended to assis
    options premium move in accordance with its underlying based on the theoretical values. The users are advised to mak
    this calculator at their own risk and cost of consequences, Sharekhan would not be responsible in any way.
    M CALCULATOR
    Profit & Loss Chart

    4650 4700 4750 4800 4850

    4850
    27.5
    -18.9

    e marked in yellow colour.

    rpose only. It is intended to assist individuals in knowing how


    ues. The users are advised to make use of values generated by
    sponsible in any way.

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