• Rahul Pal
• Dr. Maneesh Kumar

Option pricing is critical for both hedgers and speculators in the options market. A widely accepted option-pricing model is the Black-Scholes model. The Black Scholes Model is used in this paper to estimate the option premiums for various call and put options. This research investigates the relevance of the Black-Scholes model in the Indian derivatives market, focusing on select NSE stock options. The study demonstrates that the option premium estimated using the Black Scholes model is low compared to the actual premium in the market, leaving the options overpriced.

Option Pricing, Black- Scholes Model, Indian Derivatives Market, call and put options, option premiums

"The Black-Scholes Option Pricing Model and Its Application to the Indian Derivatives Markets - A Case Study of Selected NSE Stock Options", International Journal of Emerging Technologies and Innovative Research (www.jetir.org), ISSN:2349-5162, Vol.9, Issue 2, page no.c877-c886, February-2022, Available :http://www.jetir.org/papers/JETIR2202205.pdf

"The Black-Scholes Option Pricing Model and Its Application to the Indian Derivatives Markets - A Case Study of Selected NSE Stock Options", International Journal of Emerging Technologies and Innovative Research (www.jetir.org | UGC and issn Approved), ISSN:2349-5162, Vol.9, Issue 2, page no. ppc877-c886, February-2022, Available at : http://www.jetir.org/papers/JETIR2202205.pdf