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ArticlePeer ReviewedOpen AccessPlagiarism Passed
Paper ID:10.55041/IJSREM34488

Analysis of Option Prices Using Black Scholes Model

Stream/Area:

-

Subject:

-

Paper ID:

10.55041/IJSREM34488

Volume:

8 |

5 |

May 2024

Pages:

Publication Frequency:

Monthly (12 issues per year)

DOI
Digital Object Identifier
10.55041/IJSREM34488

License:International Journal of Scientific Research in Engineering and Management follows the Creative Commons Attribution 4.0 (CC BY 4.0) License, allowing free use and distribution with proper attribution.

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Authors

DPR

Dr. Pushpa Rani

AA

Ayush Aggarwal

SV

Swati Verma

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Abstract

A mathematical formula used in finance to calculate the theoretical price of an option and ascertain its option premium is known as the Black Scholes option pricing model, which aids option traders in making informed decisions. This article estimates the option premium of various call and put options using the Black Scholes Model. The three distinct option chains chosen for this essay are all Mid-Cap companies that are listed on the Indian National Stock Exchange. The companies are Suzlon Energy, Kalyan jewellers India, and Exide Industries Ltd. The analysis demonstrates that the options are expensive because the Black Scholes model’s computation of the option premium is lower than the actual premium in the market.

KEYWORDS

Option Black Scholes Option Pricing Model Call Put Option Premium

Cite This Article

Dr. Pushpa Rani, Ayush Aggarwal, Swati Verma, "Analysis of Option Prices Using Black Scholes Model," International Journal of Scientific Research in Engineering and Management, vol. 8, no. 5, May 2024. https://doi.org/10.55041/IJSREM34488

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12/31/45433

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