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Just as nine tenths of an iceberg is under water, I feel that nine tenths of what we are is subconscious. Pricing options using Monte Carlo simulations. Published on 29 Aug 13; monte-carlo options; Previously we introduced the concept of Monte Carlo simulations, , how to build a basic model that can be sampled stochastically. We're now going to expand on our modelling , show how these simulations can be applied to some financial concepts.

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By analyzing the Options data, one can analyze the broad level trading range in the stock. Please note that NOT all the F&O stocks have liquid options, so be careful in buying/selling options of illiquid counters.

Call with Highest Open Interest normally determines the price point for scrip which will not be easy to cross on the upsideResistance).

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