• Dr. Alpesh Gajera
• Miss. Foram Thakkerar
• Harshit Kargathra

The F & O market in India witness the expiry of the contracts on every Thursday for the last week of each month. The objective of this study is to investigate the effect of this expiry concept on the market volatility. In this research work we have selected 10 different stocks from 1 January 2017 to 31 December, 2018. The result of this study established that there is a considerable impact of the month end expiry factor on the price volatility in F & O market. Considering the same, investors, hedgers and speculators enter in to contracts based on their calculations, thereby increasing the volatility.

Future & Options, F & O Expiry, Derivative Expiry, Financial Derivatives, Stock Market.

"A STUDY ON EFFECT OF F & O EXPIRY ON MARKET VOLATILITY", International Journal of Emerging Technologies and Innovative Research (www.jetir.org), ISSN:2349-5162, Vol.6, Issue 6, page no.404-406, June 2019, Available :http://www.jetir.org/papers/JETIR1907P60.pdf

"A STUDY ON EFFECT OF F & O EXPIRY ON MARKET VOLATILITY", International Journal of Emerging Technologies and Innovative Research (www.jetir.org | UGC and issn Approved), ISSN:2349-5162, Vol.6, Issue 6, page no. pp404-406, June 2019, Available at : http://www.jetir.org/papers/JETIR1907P60.pdf