What is the name of the pricing model used to calculate Option Greeks and theoretical option prices?
Black & Scholes Model
Merton Model
Futures & Options Model
Stochastic Process Model
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Which of the following is NOT an input used in the Black & Scholes options pricing calculator?
Spot Price
Interest Rate
Dividend
Trading Volume
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Where can one find the implied volatility data for an option contract?
Company's Annual Report
RBI Website
NSE Option Chain
Financial News Websites
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What does the Put Call Parity (PCP) equation state?
Put Value + Spot Price = Present value of strike + Call Value
Call Value + Spot Price = Present value of strike + Put Value
Put Value - Spot Price = Present value of strike + Call Value
Call Value - Spot Price = Present value of strike + Put Value
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Which of the following conditions is NOT necessary for the Put Call Parity equation to hold true?
Both Put and Call options are ATM
The options are European
The options expire at the same time
The options have the same strike price
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