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Tata Motors Derivatives Analysis Report by Bhargesh Patel is a document available to read on EtoBox.

What is Tata Motors Derivatives Analysis Report about?

1) The document analyzes futures and options contracts on TATAMOTORS stock from May to July 2019. 2) For futures, the analysis finds the market was primarily in contango. Basis approaches zero at expiry as futures prices equal spot prices. Correlation between spot and futures prices is very high. 3) For options, the intrinsic value for calls and puts increases as expiry approaches, while time value decreases to zero for calls and 0.05 for puts. More call options were out of the money, while more put optio

Author

Bhargesh Patel

Language

EN