The Effect of Stock Returns and Volatility of Stock Index on Put Option Transactions Volume

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RAHIMIAN NEZAMODIN; KHOZEIN ALI; MOHAMADI JAMAL

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES) Year:2019 | Volume:12 | Issue:42 Page(s): 181-193

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Title

The Effect of Stock Returns and Volatility of Stock Index on Put Option Transactions Volume

Author(s)

RAHIMIAN NEZAMODIN | KHOZEIN ALI | MOHAMADI JAMAL | Issue Writer Certificate

Keywords

DerivativesQ1

put optionQ1

stock returnsQ2

volatility of stock indexQ1

Abstract

The aim of this study is the examination of put option transactions volume increasing in Tehran Stock Exchange as result of increasing in stock returns and volatility of stock index. A put option is an option contract giving the owner the right, but not the obligation, to sell a specified amount of an underlying security at a specified price within a specified time. 32 companies which issued put option during the 1391 to 1394 have been selected as the study population were studied. Based on the findings and results of statistical analysis in case of desired and positive stock returns due to high investment risk, investors are more willing to trade put option. Therefore, despite the expected positive returns, Shareholders insure their equity investment against the risk. But if the volatility index was high, it means the risk would be high. In such a case, despite the high risk Shareholders do not tend to enter the market of put option.

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APA: Copy

RAHIMIAN, NEZAMODIN, KHOZEIN, ALI, & MOHAMADI, JAMAL. (2019). The Effect of Stock Returns and Volatility of Stock Index on Put Option Transactions Volume. FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES), 12(42 ), 181-193. SID. https://sid.ir/paper/200058/en

Vancouver: Copy

RAHIMIAN NEZAMODIN, KHOZEIN ALI, MOHAMADI JAMAL. The Effect of Stock Returns and Volatility of Stock Index on Put Option Transactions Volume. FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES)[Internet]. 2019;12(42 ):181-193. Available from: https://sid.ir/paper/200058/en

IEEE: Copy

NEZAMODIN RAHIMIAN, ALI KHOZEIN, and JAMAL MOHAMADI, “The Effect of Stock Returns and Volatility of Stock Index on Put Option Transactions Volume,” FINANCIAL KNOWLEDGE OF SECURITY ANALYSIS (FINANCIAL STUDIES), vol. 12, no. 42 , pp. 181–193, 2019, [Online]. Available: https://sid.ir/paper/200058/en

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