Sir ,I access nifty option chain form nse website . For past few days IV values of different strike price of Nifty remains const through out the day. Is it an error or some other reason? please clarify. Do you calculate IV using Black Scholes formula?Thanks
Implied Volatility measures future volatility and is dependent on the demand supply i.e. activity on that particular Strike Price. If there is NO activity then IV will remain constant.
Also, kindly watch all videos as these points were already discussed in my YouTube Videos.
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