Assuming Nifty Spot is 20567 , I need to get the strike price which is 1% lower than current spot and 1% higher that current spot. In this example 20567 - 0.01 * 20567 = 20361 which would be strike of 20400. How to build this rule ?
Assuming Nifty Spot is 20567 , I need to get the strike price which is 1% lower than current spot and 1% higher that current spot. In this example 20567 - 0.01 * 20567 = 20361 which would be strike of 20400. How to build this rule ?