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1. Volatility Index

1. Volatility Index

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Cubic Spline Fitting The table given below provides the mid price and spreads of various strikes of call and put options. It may be observed that in respect of four relevant strikes (three for puts and one for call), as highlighted, the quotes are not considered appropriate. Strike Call Bid (Rs.) Call Ask (Rs.) Call mid (Rs.)

  Cubic, Spline, Cubic splines

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