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If you exercise the option (assuming that is an american option) you would receive the intrinsic value, which is for a Call option $\max(S-K, 0) $, and for a Put option $\max(K-S, 0)$. Hence, 11300.00 - 11100.00 = 200. If you are talking about selling the option instead of exercising it, I recommend to have a look at the Black & Scholes model, John C ...


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I will try to be as concise as possible. For obvious reasons, if you do not have any trades, choose the quotes, because they reflect the intention of a player to trade at that level of price/implied_vol at a certain point in time (where we have no trades because those quotes are not matched by other traders). If instead you have a quote and a trade ...


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It's a little dependent on whether its listed or otc options but your question about implied volatilities probably addresses the issue the best. I would calculate the implied volatility from the real transactions noting whether its a buy or sell and then do the same for the markets that you are seeing and compare them depending on what the market has done ...


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You can fetch Indian stocks data from NSEpy.The data available on NESpy are: 1. Daily stock data 2. Stock futures data 3. Stock options data 4. Index futures data 5. Index options data Example to get daily stock data from NSEpy in Python: from nsepy import get_history from datetime import datetime start = datetime(2019, 1, 1) end = datetime(2019, 30, 7) ...


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