« NIFTY 50 OPTIONS TRADING » est un livre de Faramarz Kowsari dans le domaine trading et marchés financiers. Cette page de découverte en français organise les métadonnées publiques du livre afin de rendre ses thèmes, son public, sa langue réelle de publication et ses accès officiels plus faciles à trouver.
La fiche publique met en avant le trading, la structure de marché, la liquidité, le risque ou des concepts connexes.
Langue de publication: anglais. Cette page est une orientation en français. Le livre lui-même est publié en anglais ; le titre, l'aperçu et les options d'achat sur Google Books correspondent à cette édition.
« NIFTY 50 OPTIONS TRADING » est un livre de Faramarz Kowsari dans le domaine trading et marchés financiers. Cette page de découverte en français organise les métadonnées publiques du livre afin de rendre ses thèmes, son public, sa langue réelle de publication et ses accès officiels plus faciles à trouver.
La fiche publique met en avant le trading, la structure de marché, la liquidité, le risque ou des concepts connexes.
Thèmes mis en avant
NIFTY 50 options tradingNSE option chainNIFTY 50 index structureNIFTY futuresIndex optionsOption chain analysisOpen interestChange in open interestTrading volumePut-call ratioStrike selectionMultiple expiriesBid-ask spreadExecutable liquidity
Description publique originale du livre
anglais
NIFTY 50 OPTIONS TRADING is a structured, evidence-led guide to trading NIFTY index options that begins with the Indian market and the contract itself before moving into option-chain interpretation, nonlinear option risk, price action, strategy construction, execution, portfolio control and reproducible research. The book repeatedly separates the NIFTY 50 index, NIFTY futures and individual option premiums so that a correct directional view on the index is not mistaken for a guaranteed profitable option trade. It explains free-float index weighting, contract identity, premium exposure, tradable liquidity and the practical need to verify current exchange records, lot sizes, expiry conventions, order limitations and brokerage conditions before risking capital.
The option-chain section treats strike, expiry, bid, ask, volume, open interest, implied volatility and Greeks as distinct fields that answer different questions. Rather than turning the largest open-interest number into automatic support or resistance, the framework distinguishes observation from interpretation and emphasizes synchronized timestamps, quote quality, spread, depth and executable liquidity. Open interest is explained as the stock of outstanding contracts, while volume is the flow of transactions; changes in OI may reflect creation, closure or transfer and cannot by themselves reveal whether participants are bullish, bearish, hedging or building spreads. Put-call ratios, strike selection, multiple expiries and positioning evidence are therefore used as conditional context rather than as shortcuts to trader intent.
The pricing and Greeks chapters explain intrinsic and extrinsic value, implied volatility, skew, volatility regimes, delta, gamma, theta and vega as dynamic sensitivities rather than fixed…
À qui s'adresse le livre ?
Le public visé est fondé sur la description publique du livre. Pour les lecteurs francophones, il faut noter que l'édition disponible est publiée en anglais.
For NIFTY 50 options traders, Indian derivatives participants, NSE option-chain users, price-action and VWAP traders, volatility and Greeks learners, multi-leg strategy traders, discretionary and systematic researchers, and anyone who wants to connect option-chain evidence with executable prices, portfolio risk and a reproducible trading process.
Objectifs d'apprentissage publiés
anglais
Distinguish the NIFTY 50 index, NIFTY futures and individual option premiums so that an index view is not confused with the actual economics of an option position.
Read an NSE option chain by separating strike, expiry, bid, ask, volume, open interest, implied volatility and Greeks instead of collapsing them into one directional signal.
Interpret open interest as outstanding contracts and volume as transaction flow, recognizing that OI changes do not uniquely identify bullish, bearish, hedging or speculative intent.
Evaluate strike liquidity using executable bid and ask, spread, displayed depth, quote freshness and trading frequency rather than relying only on last price or headline volume.
Use put-call ratios, OI concentration and multiple-expiry observations as conditional positioning evidence while explicitly recording what the public data cannot prove.
Decompose option premium into intrinsic and extrinsic components and understand how time, implied volatility, moneyness, forward conditions and market friction affect realizable value.
Use delta, gamma, theta and vega as local risk sensitivities and re-evaluate them as spot, volatility and time change, especially near weekly expiry.
Aggregate Greeks across complete multi-leg positions and run joint spot-volatility stress scenarios instead of treating an initially neutral delta as a stable hedge.