https://orcid.org/0000-0003-2253-6108
Figures & data
Figure 1. Total number of index option contracts traded on national stock exchange from 2012–2022.
Figure 2. Total number of stock option contracts traded on national stock exchange from 2012–2022.
Table 1. Total number contracts traded and total premium turnover of index and stock options on national stock exchange from 2012 to 2022
Table 2. Descriptive statistics
Table 3. Results of augmented Dickey-Fuller test and Phillips-Perron unit root test
Table 4. Covered call strategy
Table 5. Covered put strategy
Table 6. Collar strategy
Table 7. Synthetic long call strategy
Table 8. Results of Kruskal-Wallis test
Table 9. Results of Games-Howell Post Hoc Test
Table 10. Comparison of R squared and hedge ratios
Figure A1. Covered call strategy.
Figure A2. Covered put strategy.
Figure A3. Collar strategy.
Figure A4. Synthetic long call strategy.
