Nigam, Narander Kumar; Pandey, Piyush - In: Journal of Advances in Management Research 13 (2016) 3, pp. 271-291
option market and its relationship with moneyness (called the volatility smile). Its goal is also to ascertain the … strike prices using alternative measures of moneyness. Furthermore, it was found that the IV of lower strike prices was … for different definitions of moneyness, as well as option types, the tenure of options contracts and the different phases …