Sources & References

OptionsGyan's content is grounded in primary market data, the Indian regulatory framework and established options theory. This page lists the authoritative sources we rely on and point readers to. Options pricing theory referenced across the site follows the standard framework introduced by Fischer Black, Myron Scholes and Robert Merton.

Exchanges & market data

• National Stock Exchange of India (NSE) — contract specifications, the live option chain, lot sizes, expiry calendars and India VIX. nseindia.com
• BSE (Bombay Stock Exchange) — Sensex and Bankex derivatives, contract specifications and expiry schedules. bseindia.com

Regulators & policy

• Securities and Exchange Board of India (SEBI) — the regulatory framework for derivatives, investor protection and adviser regulations. sebi.gov.in
• Reserve Bank of India (RBI) — monetary policy and interest-rate decisions relevant to Rho and market conditions. rbi.org.in

Educational references

• Zerodha Varsity — a widely respected free options-education resource for the Indian market. zerodha.com/varsity
• Options pricing theory — the Black-Scholes-Merton model, the standard framework for option pricing and the Greeks, which underlies our diagrams (see Methodology).
• Standard options literature — established textbook treatments of options strategies, payoff structures and risk management, adapted here to Indian market conventions.

Our own reference pages

Alongside external sources, OptionsGyan maintains its own reference material you can cite and return to:

• Options Glossary — plain-English definitions of key terms.
• Option Greeks — Delta, Gamma, Theta, Vega, Rho, Vanna, Charm and Vomma explained.
• Option Chain analysis — OI, PCR, max pain and support/resistance from OI.
• Options strategies — every major textbook strategy with payoff diagrams.

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