Proprietary Option Price Estimation Model
Powered by our proprietary European Option Pricing model, OptionSigma forms the foundation of our trading strategies. It delivers exceptional accuracy in estimating option prices, uncovering market opportunities, and facilitating data-driven decision-making. As a product of rigorous research and advanced quantitative expertise, this application reflects our commitment to precision and efficiency in every trade.
By keeping OptionSigma exclusive, we preserve its unique capabilities as a key driver of innovation and excellence at Lynqverse Research. This tool is integral to our mission of achieving consistent success and maintaining our leadership in the options trading domain.
Redefining Volatility Analysis for Nifty50 Options
OptionSigma leverages the CBOE's* renowned Volatility Index calculation methodology, enhanced with our proprietary modifications to cater specifically to the dynamics of the Indian equity options market. By delivering precise estimations of Implied Volatility for options, OptionSigma empowers Lynqverse Research to make informed and strategic trading decisions in Nifty50 Index Options, ensuring a data-driven approach to navigating market complexities.
*Chicago Board Options Exchange