Pcr

AceX

Active Member
#1
Hi all,

It had been such a long time that I have visited this and posted here. And I would like to take this opportunity to acknowledge Traderji for restoring the original layout of the landing page. It used to be extremely confusing{one of the reasons, I couldnot make out where should I post}:)

Now, I would like to request everybody out here, if they have got historical values of PCR with them.

An extremely helpful gesture would be if they have got any way [Excel possibly] for historical option chains.

I would like to calculate the implied volatility [the way VIX is calculated by NSE] for days and months before 2007 November.

If anybody is able to provide me with their own self calculated historical VIX readings, I will be very much obliged.

In keeping with the gesture, I would like to discuss a possible trading idea/strategy/system, which I am working on. The point is, if you indeed bother to check such market characteristics this strategy will definitely interest you. If at the first place you don't bother with these type of readings then any idea based over this will not suit your beliefs.;)
 

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