SBI衍生品写单和套期保值有效性的计算模型

Joyjit Patra, Mimo Patra
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引用次数: 0

摘要

股票市场的期权是风险管理的一种形式,可以帮助保护投资者免受各种潜在责任的影响。衍生品需求的增加反映在每天更高的交易量上。随着时间的推移,普通投资者更容易获得衍生品。印度主要的交易所交易范围广泛的金融产品,包括股票衍生品。本文解释了如何在印度国家证券交易所(NSE)交易F&O。为了写期权,NSE通常使用看涨和看跌期权。通过研究印度国家银行(SBI)第22和23财年第一季度的期权链,它可能能够设计出实现这一目标的方法。基于当前股票价格,建议的计算方法写入下一个月结算日的看涨(CE)和看跌(PE)期权。CE和PE分别以比股票期权执行价高20卢比和低20卢比的价格写成。此外,这两种产品的定价已降至零卢比。根据我们的研究,把期权卖给波动性最小的公司是个好主意。
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A Model for Calculating the Effectiveness of Writing and Hedging SBI Derivatives
Options in the stock market are a form of risk management that can help protect investors from various potential liabilities. Increased demand for derivatives is reflected in higher trading volumes every day. Over time, it has been easier for regular investors to get their hands on derivatives. The major Indian exchanges trade a wide range of financial goods, including stock derivatives. This article explains how to trade F&O on the National Stock Exchange (NSE) in India. To write options, the NSE typically employs call-and-put options. It may be able to design ways to achieve this goal by studying the State Bank of India (SBI) options chain for the first quarter of fiscal years 22 and 23. Based on the current stock price, the suggested computational approach writes call (CE) and put (PE) options for the upcoming month's settlement date. CE and PE were written at prices twenty rupees higher and lower than the stock options strike price, respectively. Furthermore, the pricing for both products has been reduced to zero rupees. According to our research, selling options to firms with minimal volatility is a good idea.
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