• APOORV SINHA
• JOE MATHEW POONOLLY
• ANU GAYATHIRI
• DAMODAR JANARTHANAN

The Black Scholes option pricing model is a financial mathematical equation used to determine the option Premium in order to calculate the theoretical price of an option to help the Option traders make smart decision. In this paper the Black Scholes Model is used to estimate the Option premium of different call and put options. The three different option chain selected in this paper are all Mid-Cap firms listed on the National Stock Exchange of India. The firms are Biocon Industries Ltd, Godrej Industries Ltd and Jindal Steel and Power Ltd. The study shows that the option premium calculated using Black Scholes model is less as compared to actual premium in the market leaving the options overpriced.

Option, Black Scholes Option Pricing Model, Call, Put, Option Premium

"Analysis of Option Prices Using Black Scholes Model", International Journal of Emerging Technologies and Innovative Research (www.jetir.org), ISSN:2349-5162, Vol.5, Issue 11, page no.12-21, November-2018, Available :http://www.jetir.org/papers/JETIRM006002.pdf

"Analysis of Option Prices Using Black Scholes Model", International Journal of Emerging Technologies and Innovative Research (www.jetir.org | UGC and issn Approved), ISSN:2349-5162, Vol.5, Issue 11, page no. pp12-21, November-2018, Available at : http://www.jetir.org/papers/JETIRM006002.pdf