Housing Development Finance Corporation Ltd. – Implied Volatility Chart

Posted in Uncategorized.


  1. Hi Raghu

    May I ask where do you get the IV data from? the IV in your chart varies from current ATM IVs in the NSE option chain and even those derived from Black Scholes.


    • Hi, I use EOD option price data provided by NSE to calculated the IV. I use Black Scholes Merton formula and use futures price instead of stock price since the futures price reflect correct interest rates, dividends etc. NSE has been using 8% interest rate for a long time & their IVs may not reflect real world prices.

Leave a Reply

Your email address will not be published. Required fields are marked *