Sources & references
Where our facts, formulas and market conventions come from.
Primary references
- NSE India — contract specifications, lot sizes, expiry calendar and India VIX.
- SEBI — regulatory framework for the Indian derivatives market.
- Zerodha Varsity — Option Theory — India-focused options education.
Foundational theory
The Greeks derive from the Black-Scholes-Merton option-pricing framework (Black & Scholes, 1973; Merton, 1973), the standard basis for European index-option pricing. Option strategy payoffs and their risk profiles follow the standard derivatives literature. Technical indicators follow their originators' published definitions.
Per-site source lists carry the full references for each subject. See the methodology for how we apply them.
Educational only — not investment advice. Markets carry risk; consult a SEBI-registered adviser before investing. Questions or corrections: [email protected].
Published 9 July 2026.