India equity options pricing in a no-surprises election verdict [Yahoo! Finance]
SOCIETE GENL FRNCE S/ADR (SCGLY)
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Source: Yahoo! Finance
market, unlike prior occasions, based on the low cost of insuring against a slide if Prime Minister Narendra Modi does not win a third straight term. The Nifty 50, India's main equity gauge, is trading at record-high levels amid surveys predicting Modi's Bharatiya Janata Party (BJP) will emerge victorious in the elections that started on April 19 and runs through June 4, when results are due. A month before that, the implied volatility of a put option with a strike price that is 10% below the current level of the Nifty 50 Index is at 18%-20% on the National Stock Exchange. At this time in 2019, the implied volatility was 28%-30%, suggesting an investor had to pay much more to protect against an unexpected outcome -- a BJP loss -- that year. Implied volatility is a key variable in options pricing. A lower number indicates investors are relatively more confident about the outcome of an event. "I think there's a high level of confidence that there will be stability in the Prime
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