Hi,
Finished reading a book on Option Trading by Kirk Du Plesis. I wish to know how can we calculate the probability of any option to become "In The Money" from its current level.
For example say Nifty is trading at 9600 right now. What is the probability of 9800 call to become "In The Money" by the end of July expiry?
Regads
Finished reading a book on Option Trading by Kirk Du Plesis. I wish to know how can we calculate the probability of any option to become "In The Money" from its current level.
For example say Nifty is trading at 9600 right now. What is the probability of 9800 call to become "In The Money" by the end of July expiry?
Regads