A study on impact of futures and options trading on private sector banks

- Shivam Rathod, Student, Faculty of Management, GLS University

- Amish Soni, Assistant Professor, Faculty of Management, GLS University.

Abstract:

The research focuses on the impact of future and option trading on private sector banks.Future contracts consider future prices and equity prices for the calculation whereas forcalculation of option analysis Black Scholes model is used. For conducting analysis, datafrom the past 1 year’s contract is taken into consideration and the results are derived byconducting correlation analysis, regression analysis, ANOVA F-test, difference and BlackScholes model is used. The data is collected through authenticated data sources of NSEIndia.

Keywords:

F&O, Black Scholes, Arbitrage, Future market, Forward market, F&O banking

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