stdClass Object
(
    [id] => 16327
    [paper_index] => 202504-02-021045
    [title] => ANALYSIS OF INTRINSIC VALUE OF FUTURES AND OPTIONS IN DERIVATIVES MARKET-A STUDY
    [description] => 
    [author] => Mr. Fasi Ur Rehman, Mr. Vanga Pandu Santhosh
    [googlescholar] => 
    [doi] => 
    [year] => 2025
    [month] => May
    [volume] => 10
    [issue] => 5
    [file] => fm/jpanel/upload/2025/June/202504-02-021045.pdf
    [abstract] => Financial risk management and investment techniques are the primary foci of this study, which seeks to assess the inherent value of futures and options in the derivatives market. Important financial tools for hedging against market risks or speculating on asset price swings are derivatives, including options and futures. Vital to option pricing is the intrinsic value, which is the gap between the underlying asset's current market price and the option's strike price.
Futures and options pricing processes, variables affecting their inherent value, and performance under unpredictable market situations are all examined in the research. It delves at the interplay between intrinsic value, temporal value, and market behavior to provide light on how investors and traders might make the most of these tools. The study also stresses the need of knowing the intrinsic value while evaluating risks and trying to increase ROI.

    [keywords] => 
    [doj] => 2025-06-02
    [hit] => 
    [status] => 
    [award_status] => P
    [orderr] => 91
    [journal_id] => 2
    [googlesearch_link] => 
    [edit_on] => 
    [is_status] => 1
    [journalname] => EPRA International Journal of Research & Development (IJRD)
    [short_code] => IJSR
    [eissn] =>  2455-7838 (Online)
    [pissn] => - -
    [home_page_wrapper] => images/products_image/2-n.png
)
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