Discussing Implied Volatility and a Python script to calculate it for both Call & Put options using Black Scholes & Newton-Raphson

Implied Volatility: Implied Volatility tells how the market is forecasting the likely movement of stock price. It is different from historical volatility, which is based on past movement of the stock price. Suppose a stock price is at Rs. 50 and having an implied vol. of 20%, it means one standard deviation in movement of …

KWALITY WALL’S ACQUIRING VADILAL – A VALUATION ANGLE

Merger of Kwality Wall’s and Vadilal Acquirer: Kwality Wall’s [HUL]Market Share: 14%Parent Company: Hindustan Unilever Group Background: Kwality Walls is a popular brand of ice cream in India, which is a joint venture between Hindustan Unilever and Kwality Limited. The company offers a wide range of ice cream products in various flavors and formats, including …

Gradient Descent, the basics

Gradient descent: It is an optimization function to find the minimum of a function. It is used for error optimization, so as the error value decreases, the output leads to convergence. This decreasing error value is us, trying to find the minima or the smallest possible value. Once we find the minima, that's our point of convergence, …