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Implied Volatility for same strike price for call and put

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dumbquant
Posts: 1
Joined: November 13th, 2010, 2:59 pm

Implied Volatility for same strike price for call and put

December 13th, 2011, 11:29 am

Hi Ziggy,I have used the fwd as suggested by you. still I am getting the difference in put -call IV. File attached (click on continue. psswd rana2000 in both cases).Can you explain that?
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User avatar
dumbquant
Posts: 1
Joined: November 13th, 2010, 2:59 pm

Implied Volatility for same strike price for call and put

December 13th, 2011, 11:30 am

Hi Ziggy,I have used the fwd as suggested by you. still I am getting the difference in put -call IV. File attached (click on continue. psswd rana2000 in both cases).Can you explain that?
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nifty_option_analytics.zip
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