Management Dynamics

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Arbitrage Opportunities in the Options Market: A Study of the Indian Index Options


 

The objective of this paper is to find out whether the put-call parity relationship holds in case of index options in the Indian stock market. The index which has been chosen as the underlying asset is NSE Nifty. This paper further aims at finding out different factors responsible for the violation of put-call parity relationship, if any.
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  • Arbitrage Opportunities in the Options Market: A Study of the Indian Index Options

Abstract Views: 256  |  PDF Views: 133

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Abstract


The objective of this paper is to find out whether the put-call parity relationship holds in case of index options in the Indian stock market. The index which has been chosen as the underlying asset is NSE Nifty. This paper further aims at finding out different factors responsible for the violation of put-call parity relationship, if any.