{"id":22348,"date":"2022-04-23T12:52:40","date_gmt":"2022-04-23T12:52:40","guid":{"rendered":"https://www.5paisa.com/finschool/?post_type=markets\u0026#038;p=22348"},"modified":"2022-10-27T14:25:42","modified_gmt":"2022-10-27T14:25:42","slug":"methods-to-value-an-option","status":"publish","type":"markets","link":"https://www.5paisa.com/finschool/course/option-trading-course/methods-to-value-an-option/","title":{"rendered":"Understanding Methods To Value An Option"},"content":{"rendered":"\u003cdiv data-elementor-type=\u0022wp-post\u0022 data-elementor-id=\u002222348\u0022 class=\u0022elementor elementor-22348\u0022\u003e\u003csection class=\u0022elementor-section elementor-top-section elementor-element elementor-element-23ba90b elementor-section-full_width tab_container elementor-section-height-default elementor-section-height-default\u0022 data-id=\u002223ba90b\u0022 data-element_type=\u0022section\u0022\u003e\u003cdiv class=\u0022elementor-container 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src=\u0022https://www.5paisa.com/marathi/finschool/wp-content/uploads/2022/04/3.1-300x300.png\u0022 alt=\u0022\u0022 width=\u0022300\u0022 height=\u0022300\u0022 srcset=\u0022https://www.5paisa.com/marathi/finschool/wp-content/uploads/2022/04/3.1-300x300.png 300w, https:/www.5paisa.com/finschool/wp-content/uploads/2022/04/3.1-1024x1024.png 1024w, https:/www.5paisa.com/finschool/wp-content/uploads/2022/04/3.1-150x150.png 150w, https:/www.5paisa.com/finschool/wp-content/uploads/2022/04/3.1-768x768.png 768w, https:/www.5paisa.com/finschool/wp-content/uploads/2022/04/3.1-50x50.png 50w, https:/www.5paisa.com/finschool/wp-content/uploads/2022/04/3.1-100x100.png 100w, https:/www.5paisa.com/finschool/wp-content/uploads/2022/04/3.1-96x96.png 96w, https:/www.5paisa.com/finschool/wp-content/uploads/2022/04/3.1.png 1080w\u0022 sizes=\u0022(max-width: 300px) 100vw, 300px\u0022 /\u003e\u003c/p\u003e\u003cp\u003e\u0026nbsp;\u003c/p\u003e\u003cp\u003eकोणत्याही पर्यायाचे मूल्य दोन घटकांसह बनलेले आहे:\u003c/p\u003e\u003cul\u003e\u003cli\u003eअंतर्भूत मूल्य\u003c/li\u003e\u003cli\u003eबाह्य मूल्य\u003c/li\u003e\u003c/ul\u003e\u003cp\u003e\u003cstrong\u003eपर्याय किंमत = अंतर्गत मूल्य + बाह्य मूल्य\u003c/strong\u003e\u003c/p\u003e\u003cp\u003e\u003cstrong\u003eअंतर्भूत मूल्य\u003c/strong\u003e\u003cbr /\u003eपर्यायाचे आंतरिक मूल्य म्हणजे मार्केट किंमत कॉलसाठी स्ट्राईक किंमतीपेक्षा जास्त आणि पुटसाठी स्ट्राईकपेक्षा कमी असलेली रक्कम. दुसऱ्या शब्दांमध्ये, आंतरिक मूल्य म्हणजे आज कालबाह्य झाल्यास पर्याय योग्य असेल. अंतर्भूत मूल्य असण्याच्या पर्यायासाठी, पर्याय -पैसे मध्ये असणे आवश्यक आहे.\u003cbr /\u003eइन-पैसे आणि आऊट-ऑफ-पैसे अनेकदा सुरुवातीच्या ट्रेडर्सद्वारे चुकीचे वापरले जातात. अनेक ट्रेडर पैशांमध्ये असल्याप्रमाणे लाभदायक ऑप्शन ट्रेडचा संदर्भ देतात. तथापि, हे प्रकरण नाही. An option can be in-the-money and not profitable. Likewise it can be out-of-the-money and be a profitable trade.\u003c/p\u003e\u003cp\u003eCall options are described in the following way:\u003c/p\u003e\u003cul\u003e\u003cli\u003eIn-the-money \u0026#8211; The futures price is above the strike price.\u003c/li\u003e\u003cli\u003eAt-the-money \u0026#8211; The futures price is at the strike price.\u003c/li\u003e\u003cli\u003eOut-of-the-money - फ्यूचर्स किंमत स्ट्राइक किंमतीपेक्षा कमी आहे\u003c/li\u003e\u003c/ul\u003e\u003cp\u003e\u003cimg decoding=\u0022async\u0022 class=\u0022 wp-image-22260 aligncenter\u0022 src=\u0022https://www.5paisa.com/marathi/finschool/wp-content/uploads/2022/04/pic4-300x164.jpg\u0022 alt=\u0022\u0022 width=\u0022364\u0022 height=\u0022199\u0022 srcset=\u0022https://www.5paisa.com/marathi/finschool/wp-content/uploads/2022/04/pic4-300x164.jpg 300w, https:/www.5paisa.com/finschool/wp-content/uploads/2022/04/pic4-150x82.jpg 150w, https:/www.5paisa.com/finschool/wp-content/uploads/2022/04/pic4.jpg 438w\u0022 sizes=\u0022(max-width: 364px) 100vw, 364px\u0022 /\u003e\u003c/p\u003e\u003cp\u003e\u003cem\u003eThe intrinsic value of a call option\u003c/em\u003e\u003c/p\u003e\u003cp\u003ePut options are described in the following way:\u003c/p\u003e\u003cul\u003e\u003cli\u003eIn-the-money \u0026#8211; The futures price is below the strike price.\u003c/li\u003e\u003cli\u003eAt-the-money \u0026#8211; The futures price equals the strike price.\u003c/li\u003e\u003cli\u003eOut-of-the-money \u0026#8211; The futures price is above the strike price.\u003c/li\u003e\u003c/ul\u003e\u003cp\u003e\u003cimg decoding=\u0022async\u0022 class=\u0022size-medium wp-image-22261 aligncenter\u0022 src=\u0022https://www.5paisa.com/marathi/finschool/wp-content/uploads/2022/04/pic-5-300x185.jpg\u0022 alt=\u0022\u0022 width=\u0022300\u0022 height=\u0022185\u0022 srcset=\u0022https://www.5paisa.com/marathi/finschool/wp-content/uploads/2022/04/pic-5-300x185.jpg 300w, https:/www.5paisa.com/finschool/wp-content/uploads/2022/04/pic-5-150x92.jpg 150w, https:/www.5paisa.com/finschool/wp-content/uploads/2022/04/pic-5.jpg 359w\u0022 sizes=\u0022(max-width: 300px) 100vw, 300px\u0022 /\u003e\u003c/p\u003e\u003cp\u003e\u003cspan style=\u0022color: #000080\u0022\u003e\u003cstrong\u003eThe intrinsic value of a put option\u003c/strong\u003e\u003c/span\u003e\u003c/p\u003e\u003cp\u003eAs shown below, the intrinsic value increases tick for tick as the market moves beyond the strike price of the option. For example, if you own a Dabur stock call option of a strike price of Rs.370. With the market at 380 the option has an intrinsic value of Rs.10; if the market price moves to Rs.390 the option has an intrinsic value of Rs.20 and so on. It is important to realize that before expiration the option value will never be equal to the intrinsic value because it will also have extrinsic, or time, value.\u003c/p\u003e\u003cp\u003e\u003cspan style=\u0022color: #000080\u0022\u003e\u003cstrong\u003eबाह्य मूल्य\u003c/strong\u003e\u003c/span\u003e\u003cbr /\u003eExtrinsic value is based on a combination of the strike price, time, volatility, and demand. Extrinsic value is like the “icing on the cake.” Due to the nature of its components, it is impossible to estimate extrinsic value. Beginning traders often ask questions such as, “If I buy a call and the market goes up x number of points, what will it be worth?” Unfortunately, the answer depends on factors that can’t necessarily be measured quantitatively.\u003c/p\u003e\u003cp\u003e\u003cstrong\u003e\u003cspan style=\u0022color: #000080\u0022\u003eउदाहरण\u003c/span\u003e\u0026#8211;\u003c/strong\u003e If a trader buys a September Rs.6000 soybean call option for Rs.100 in June with the underlying futures price at 5800 and the market rallies to Rs6000 by the beginning of July, the option will likely be worth much more than the original premium paid. After all, there will still be a lot of time value left on the option and the option is now at-the money.\u003c/p\u003e\u003cp\u003eIf a trader buys the same option, in the same circumstances, but it takes the underlying futures until August to reach Rs.6000, the trade will likely be a loser. More time premium would have eroded from the option value than it would have benefitted from the market being closer to the strike price.\u003c/p\u003e\u003cp\u003eAs you can see, it is possible to be right in the direction of the market and still lose money on a long option trade. This is exactly why it is so difficult to make money as an option buyer. It is hard enough to be right, but direction is only the first obstacle. The extrinsic value of an option is based on a combination of the following factors:\u003c/p\u003e\u003cul\u003e\u003cli\u003eवेळ\u003c/li\u003e\u003cli\u003eअस्थिरता\u003c/li\u003e\u003cli\u003eमागणी\u003c/li\u003e\u003c/ul\u003e\u003cp\u003eOf these factors, time is the only predictable element. You know what they say, \u0026#8220;Time waits for no man.\u0026#8221;\u003cbr /\u003eIt is important to realize that all calculations are based on the assumption that the trade is held until expiration. This is because at expiration the options will have no extrinsic value, which is nearly impossible to predict at any given point. At any time prior to expiration, the profit or loss experienced on the trade may be outside the original profit and loss parameters based on the price of the underlying contract at option expiration. This is especially true in the case of option spreads.\u003c/p\u003e\u003cp\u003e\u003cspan style=\u0022color: #000080\u0022\u003e\u003cstrong\u003eवेळेचे मूल्य\u003c/strong\u003e\u003c/span\u003e\u003c/p\u003e\u003cp\u003eThe longer the amount of time until an option\u0026#8217;s expiration, the greater the time value of a particular option will be. This makes sense, because the longer the buyer possesses the right to exercise the option the more valuable that right is. Remember, in commodity trading anything can happen. It is not out of the question for a relatively worthless option to come to life and post abnormal gains (or losses for the seller) by expiration. Keep in mind that this is the exception rather than the rule, but it can and does happen.\u003c/p\u003e\u003cp\u003e\u003cspan style=\u0022color: #000080\u0022\u003e\u003cstrong\u003eअस्थिरता\u003c/strong\u003e\u003c/span\u003e\u003cbr /\u003eIf the price of the underlying futures contract is fluctuating considerably, there is both a greater profit and a greater loss potential. Thus options tend to be more expensive to buy when volatility is high. Likewise, sellers will collect more premium for a short option during times of inflated volatility. Of course, premiums are high for a reason – the risk and reward are equally magnified.\u003c/p\u003e\u003cp\u003e\u003cspan style=\u0022color: #000080\u0022\u003e\u003cstrong\u003eTrading Volatility\u003c/strong\u003e\u003c/span\u003e\u003c/p\u003e\u003cp\u003eBecause of the effect volatility has on option premium, it is a good idea to buy options when the market is quiet and sell them in times of high volatility. Those holding long options during an explosion in volatility have been known to enjoy impressive profits. On the other hand, short option traders may find themselves in a less than desirable position should they be in a market that experiences significant increases in volatility after they have entered a position.\u003c/p\u003e\u003cp\u003e\u003cspan style=\u0022color: #000080\u0022\u003e\u003cstrong\u003eमागणी\u003c/strong\u003e\u003c/span\u003e\u003c/p\u003e\u003cp\u003eIf the number of traders willing to buy an option at a given price is greater than the number of traders willing to sell the same option, the value of that option appreciates. It is the nature of the option markets to experience high demand of call options in a market that is in an uptrend and high demand of put options in a downtrend. Thus, it is not uncommon to see overpriced options in such scenarios. An interesting phenomenon in the equity indices, put options are almost always priced high to comparative calls. This is partly due to equity holders hedging their portfolios along with the expectation that markets drop faster than they go up. You may have heard the concept of higher put valuation referred to in the context of a \u0026#8220;volatility smile\u0026#8221; or \u0026#8220;skewed volatility.\u0026#8221;\u003cbr /\u003eIn the case of equity indices the implied volatility of an at the-money option is often less than that of an out-of-the-money option, or negatively skewed. This is especially true in the case of distant strike priced puts; interestingly, this didn\u0026#8217;t seem to be the case until after the crash of 1987.\u003c/p\u003e\u003cp\u003eIf you are unfamiliar with the term implied volatility, it is important to note that the term differs greatly from market volatility (often referred to as historical volatility). Historical or market volatility is a direct measure of price movement, while implied volatility is a function of the derivative value (option premium) itself rather than the underlier. Therefore, options with differing strike prices or expiration dates but based on the same underlier may have differing levels of implied volatility. The formal definition of implied volatility is, in its simplest form, the volatility implied by the market price of the option\u003c/p\u003e\u003cp\u003eAnother component of demand is strike price. Strike price is obviously one of the biggest factors in the market\u0026#8217;s determination of option value. The closer to the money an option is, the more valuable it is to the buyer and the riskier it is to the seller. This makes sense; people are willing to pay more for an option that seems to have a better chance of paying out than they would for an option that will most likely expire worthless. The delta value of an at-the-money option is 50 and has roughly 50 percent odds of expiring in-the-money.\u003c/p\u003e\u003c/div\u003e\u003cdiv id=\u0027text_slider_slide02\u0027 class=\u0027sa_hover_container\u0027 data-hash=\u0027Properties-of-Option-Values\u0027 style=\u0027padding:4.9% 5%; margin:0px 0%; background-color:rgb(255, 255, 255); min-height:400px; \u0027\u003e\u003ch3 style=\u0022text-align: left\u0022\u003e\u003cstrong\u003e\u003cspan style=\u0022color: #f1566d\u0022\u003e3.2 Properties of Option Values\u003c/span\u003e\u003c/strong\u003e\u003c/h3\u003e\u003cp\u003e\u003cimg loading=\u0022lazy\u0022 decoding=\u0022async\u0022 class=\u0022alignnone size-medium wp-image-29435 aligncenter\u0022 src=\u0022https://www.5paisa.com/marathi/finschool/wp-content/uploads/2022/04/3.2-300x300.png\u0022 alt=\u0022\u0022 width=\u0022300\u0022 height=\u0022300\u0022 srcset=\u0022https://www.5paisa.com/marathi/finschool/wp-content/uploads/2022/04/3.2-300x300.png 300w, https:/www.5paisa.com/finschool/wp-content/uploads/2022/04/3.2-1024x1024.png 1024w, https:/www.5paisa.com/finschool/wp-content/uploads/2022/04/3.2-150x150.png 150w, https:/www.5paisa.com/finschool/wp-content/uploads/2022/04/3.2-768x768.png 768w, https:/www.5paisa.com/finschool/wp-content/uploads/2022/04/3.2-50x50.png 50w, https:/www.5paisa.com/finschool/wp-content/uploads/2022/04/3.2-100x100.png 100w, https:/www.5paisa.com/finschool/wp-content/uploads/2022/04/3.2-96x96.png 96w, https:/www.5paisa.com/finschool/wp-content/uploads/2022/04/3.2.png 1080w\u0022 sizes=\u0022(max-width: 300px) 100vw, 300px\u0022 /\u003e\u003c/p\u003e\u003cp\u003e\u003cspan style=\u0022color: #000080\u0022\u003e\u003cstrong\u003e1. The minimum value of an option is zero-\u003c/strong\u003e\u003c/span\u003e\u003c/p\u003e\u003cp\u003eThis is because an option is only a choice, not an obligation. The value of an option cannot be negative, because you do not have to do anything to get rid of it. The option will always have a zero, or a positive value.\u003c/p\u003e\u003cp\u003e\u003cspan style=\u0022color: #000080\u0022\u003e\u003cstrong\u003e2. The maximum value of a call option is equal to the value of the underlying asset.\u003c/strong\u003e\u003c/span\u003e\u003cbr /\u003eThis makes a lot of economic sense. An option allows you to buy a given asset at a certain exercise price. The most valuable option will be the one that allows you to acquire the asset at no cost, and the value of this option will be equal to the value of the underlying asset.\u003c/p\u003e\u003cp\u003e\u003cspan style=\u0022color: #000080\u0022\u003e\u003cstrong\u003e3. The total value of an option is the sum of its intrinsic value and its time premium\u003c/strong\u003e\u003c/span\u003e\u003c/p\u003e\u003cp\u003e\u003cspan style=\u0022color: #000080\u0022\u003e\u003cstrong\u003eTotal value= Intrinsic Value of the option+ Time Premium of the option\u003c/strong\u003e\u003c/span\u003e\u003c/p\u003e\u003cp\u003eThe intrinsic value of an option is the value, or benefit, obtained by the holder by exercising the option immediately. The time premium of the option is its value, or benefit, of being able to wait and see. At expiration, the ability to wait is not there and so the time value of the option becomes zero.\u003cbr /\u003eThe intrinsic value of a call option equals the difference between the stock price and the exercise price, if the stock price is higher; or the intrinsic value is zero- the stock price is less than the exercise price.\u003c/p\u003e\u003cp\u003e\u003cspan style=\u0022color: #000080\u0022\u003e\u003cstrong\u003eIntrinsic value of a call = max [Stock Price \u0026#8211; Exercise Price, 0]\u003c/strong\u003e\u003c/span\u003e\u003cbr /\u003eThe value of a put option increases as the stock price drops. This enables us to write\u003c/p\u003e\u003cp\u003e\u003cspan style=\u0022color: #000080\u0022\u003e\u003cstrong\u003eIntrinsic value of a put = max [Exercise Price \u0026#8211; Stock Price, 0]\u003c/strong\u003e\u003c/span\u003e\u003cbr /\u003eAn option has time value only before its expiration. You lose the time value of an option when you exercise it before its expiration. Therefore, generally, it is not desirable to exercise an option before maturity. There is an important exception to this rule when we are evaluating the call options on dividend-paying stocks. When a stock pays cash dividends its price drops on the ex-dividend date, and the value of the call drops proportionately. If the time value of the option is less than the present value of the dividends paid during the life of the option, then it is better to forgo the time value of the option and capture the present value of the dividends.\u003cbr /\u003eFor example, when a stock is selling for Rs.60 a share, its call option with exercise price Rs.55 is selling for Rs.8. \u003cem\u003eThen the intrinsic value of the call is R.5 and the time value Rs.3.\u003c/em\u003e\u003c/p\u003e\u003cp\u003e₹79 स्टॉक किंमत आणि एक्सरसाईज किंमत ₹80 सह ₹3 किंमतीच्या अन्य ऑप्शनसाठी,\u003cem\u003e अंतर्गत मूल्य शून्य आहे आणि त्यामुळे वेळेचे प्रीमियम ₹3 आहे\u003c/em\u003e\u003c/p\u003e\u003cp\u003e4.\u003cspan style=\u0022color: #000080\u0022\u003e\u003cstrong\u003e At expiration, the value of a call option\u003c/strong\u003e\u003c/span\u003e is zero if one cannot derive any economic benefit out of it. This is the case when the final stock price is less than the exercise price. One could buy the stock directly at a cheaper price and not use the call option. If we are not going to use an option, its value is zero. \u003cbr /\u003eOn the other hand, if the stock price is greater than the exercise price, then it is desirable to use the option and get the stock at a lower price, equal to the exercise price. The net advantage of using the option is just the difference between the final stock price and the exercise price.\u003c/p\u003e\u003cp\u003e\u003cspan style=\u0022color: #000080\u0022\u003e\u003cstrong\u003e5\u003c/strong\u003e\u003c/span\u003e.\u003cspan style=\u0022color: #000080\u0022\u003e\u003cstrong\u003e In general, the value of an American option is higher than that of a European option.\u003c/strong\u003e\u003c/span\u003e\u003c/p\u003e\u003cp\u003eOne may exercise an American option at any time before expiration, but one can exercise a European option at its expiration only. This means that an American option offers greater flexibility to the option holder. A European is more restrictive, because you can utilize it only at its expiration. Thus, an American option is more desirable.\u003c/p\u003e\u003cp\u003e6.\u003cspan style=\u0022color: #000080\u0022\u003e\u003cstrong\u003eThe maximum value of an American put is equal to its exercise price\u003c/strong\u003e\u003c/span\u003e. We may exercise an American put at any time before expiration, allowing us to sell the stock at the exercise price. Therefore, the maximum amount that a put can realize is the exercise price.\u003c/p\u003e\u003cp\u003e7. \u003cspan style=\u0022color: #000080\u0022\u003e\u003cstrong\u003eA call with a higher exercise price has lower value compared to a similar call with lower exercise price\u003c/strong\u003e.\u003c/span\u003e At expiration, the calls are in the money, if the stock price is higher than the exercise price. जेव्हा स्टॉकची किंमत व्यायामाच्या किंमतीपेक्षा कमी असते तेव्हा ते पैशाच्या बाहेर असतात. कोणत्याही मूल्याच्या कॉल पर्यायासाठी, स्टॉकची किंमत वापरण्याच्या किंमतीच्या अडथळ्यापेक्षा जास्त असणे आवश्यक आहे. मॅच्युरिटी पूर्वी, व्यायामाची किंमत जितकी जास्त असेल, तितकी त्यावर उडी मारण्याची शक्यता कमी असते. त्यामुळे, उच्च व्यायाम किंमतीचा पर्याय कमी मौल्यवान आहे.\u003c/p\u003e\u003c/div\u003e\u003c/div\u003e\u003c/div\u003e\u003cscript type=\u0027text/javascript\u0027\u003ejQuery(document).ready(function()  {jQuery(\u0027#text_slider\u0027).owlCarousel({items  :  1,smartSpeed  :  400,autoplay 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/\u003e\u003c/p\u003e\u003c/div\u003e\u003cdiv id=\u0022videos-tab\u0022 class=\u0022clearfix eael-tab-content-item \u0022 data-title-link=\u0022videos-tab\u0022\u003e\u003cp\u003e\u003cimg loading=\u0022lazy\u0022 decoding=\u0022async\u0022 class=\u0022aligncenter wp-image-11528 size-full\u0022 src=\u0022https://www.5paisa.com/marathi/finschool/wp-content/uploads/2021/10/coming-soon-person-g8026473a8_1920-removebg-preview.png\u0022 alt=\u0022\u0022 width=\u0022612\u0022 height=\u0022408\u0022 srcset=\u0022https://www.5paisa.com/marathi/finschool/wp-content/uploads/2021/10/coming-soon-person-g8026473a8_1920-removebg-preview.png 612w, https:/www.5paisa.com/finschool/wp-content/uploads/2021/10/coming-soon-person-g8026473a8_1920-removebg-preview-300x200.png 300w\u0022 sizes=\u0022(max-width: 612px) 100vw, 612px\u0022 /\u003e\u003c/p\u003e\u003c/div\u003e\u003c/div\u003e\u003c/div\u003e\u003c/div\u003e\u003c/div\u003e\u003c/div\u003e\u003c/div\u003e\u003c/div\u003e\u003c/section\u003e\u003c/div\u003e\u003c/div\u003e\u003c/div\u003e\u003c/section\u003e\u003c/div\u003e","protected":false},"excerpt":{"rendered":"\u003cp\u003eस्टडी स्लाईड्स व्हिडिओ 3.1 कोणत्याही दिलेल्या ऑप्शनचे ऑप्शन प्राईस वॅल्यू दोन घटकांसह तयार केले जाते: इंट्रिन्सिक वॅल्यू एक्स्ट्रिंसिक वॅल्यू ऑप्शन प्राईस = इंट्रिन्सिक वॅल्यू + एक्स्ट्रिंसिक वॅल्यू ऑप्शनचे इंट्रिन्सिक वॅल्यू ऑप्शनचे इंट्रिन्सिक वॅल्यू ही मार्केट प्राईस कॉलसाठी स्ट्राइक प्राईसपेक्षा जास्त आणि त्यापेक्षा कमी असलेली रक्कम आहे... \u003ca title=\u0022Understanding Methods To Value An Option\u0022 class=\u0022read-more\u0022 href=\u0022https://www.5paisa.com/marathi/finschool/course/option-trading-course/methods-to-value-an-option/\u0022 aria-label=\u0022Read more about Understanding Methods To Value An Option\u0022\u003eअधिक वाचा\u003c/a\u003e\u003c/p\u003e","protected":false},"author":1,"featured_media":0,"parent":22346,"menu_order":3,"comment_status":"बंद","ping_status":"बंद","template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":""},"categories":[],"class_list":["post-22348","markets","type-markets","status-publish","format-standard","hentry"],"acf":[],"_links":{"self":[{"href":"https://www.5paisa.com/finschool/wp-json/wp/v2/markets/22348","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https://www.5paisa.com/finschool/wp-json/wp/v2/markets"}],"about":[{"href":"https://www.5paisa.com/finschool/wp-json/wp/v2/types/markets"}],"author":[{"embeddable":true,"href":"https://www.5paisa.com/finschool/wp-json/wp/v2/users/1"}],"replies":[{"embeddable":true,"href":"https://www.5paisa.com/finschool/wp-json/wp/v2/comments?post=22348"}],"version-history":[{"count":7,"href":"https://www.5paisa.com/finschool/wp-json/wp/v2/markets/22348/revisions"}],"predecessor-version":[{"id":31970,"href":"https://www.5paisa.com/finschool/wp-json/wp/v2/markets/22348/revisions/31970"}],"up":[{"embeddable":true,"href":"https://www.5paisa.com/finschool/wp-json/wp/v2/markets/22346"}],"wp:attachment":[{"href":"https://www.5paisa.com/finschool/wp-json/wp/v2/media?parent=22348"}],"wp:term":[{"taxonomy":"श्रेणी","embeddable":true,"href":"https://www.5paisa.com/finschool/wp-json/wp/v2/categories?post=22348"}],"curies":[{"name":"wp","href":"https://api.w.org/{rel}","templated":true}]}}