Dear Friends, as promised, here is the Volatility Data for the Bank Nifty. Thanks to travi bhai for his help and guidance.
Thanks and Best Regards
Thanks and Best Regards
Code:
xdate symbol price_future price_future_percent HV
1/1/2016 0:00 BANKNIFTY 17096.8 0.7 17.58
1/4/2016 0:00 BANKNIFTY 16629.45 -2.73 21.42
1/5/2016 0:00 BANKNIFTY 16579.9 -0.3 20.81
1/6/2016 0:00 BANKNIFTY 16454.75 -0.75 20.49
1/7/2016 0:00 BANKNIFTY 16099.15 -2.16 22.34
1/8/2016 0:00 BANKNIFTY 16151.65 0.33 21.71
1/11/2016 0:00 BANKNIFTY 16035.85 -0.72 21.32
1/12/2016 0:00 BANKNIFTY 15783.95 -1.57 21.96
1/13/2016 0:00 BANKNIFTY 15879.75 0.61 21.53
1/14/2016 0:00 BANKNIFTY 15588.4 -1.83 22.55
1/15/2016 0:00 BANKNIFTY 15204.25 -2.46 24.84
1/18/2016 0:00 BANKNIFTY 15050.9 -1.01 24.76
1/19/2016 0:00 BANKNIFTY 15272.95 1.48 25.2
1/20/2016 0:00 BANKNIFTY 14909.15 -2.38 26.54
1/21/2016 0:00 BANKNIFTY 15105 1.31 26.4
1/22/2016 0:00 BANKNIFTY 15493.25 2.57 28.22
1/25/2016 0:00 BANKNIFTY 15516.2 0.15 27.39
1/27/2016 0:00 BANKNIFTY 15518.3 0.01 26.57
1/28/2016 0:00 BANKNIFTY 15443.2 -0.48 26.18
1/29/2016 0:00 BANKNIFTY 15536.8 0.61 25.73
2/1/2016 0:00 BANKNIFTY 15363.25 -1.12 25.74
2/2/2016 0:00 BANKNIFTY 15112.05 -1.64 26.08
2/3/2016 0:00 BANKNIFTY 14892.85 -1.45 26.33
2/4/2016 0:00 BANKNIFTY 14921.55 0.19 25.55
2/5/2016 0:00 BANKNIFTY 15226.2 2.04 26.4
2/8/2016 0:00 BANKNIFTY 15072.3 -1.01 25.85
2/9/2016 0:00 BANKNIFTY 14919.95 -1.01 25.62
2/10/2016 0:00 BANKNIFTY 14643.25 -1.85 26.46
2/11/2016 0:00 BANKNIFTY 14020 -4.26 32.58
2/12/2016 0:00 BANKNIFTY 13982.45 -0.27 31.62
2/15/2016 0:00 BANKNIFTY 14430.75 3.21 34.02
2/16/2016 0:00 BANKNIFTY 14140.65 -2.01 34.33
2/17/2016 0:00 BANKNIFTY 14163.95 0.16 33.29
2/18/2016 0:00 BANKNIFTY 14289.8 0.89 32.54
2/19/2016 0:00 BANKNIFTY 14358.9 0.48 31.63
2/22/2016 0:00 BANKNIFTY 14395.7 0.26 30.69
2/23/2016 0:00 BANKNIFTY 14010.5 -2.68 32.35
2/24/2016 0:00 BANKNIFTY 13790.55 -1.57 32.23
2/25/2016 0:00 BANKNIFTY 13633.6 -1.29 32.26
2/26/2016 0:00 BANKNIFTY 13848.85 1.58 32.84
2/29/2016 0:00 BANKNIFTY 13989.35 1.01 32.19
3/1/2016 0:00 BANKNIFTY 14452.75 3.31 34.74
3/2/2016 0:00 BANKNIFTY 15109.6 4.54 39.58
3/3/2016 0:00 BANKNIFTY 15148.35 0.26 38.42
3/4/2016 0:00 BANKNIFTY 15328.45 1.19 37.64
3/8/2016 0:00 BANKNIFTY 15153.4 -1.14 36.91
3/9/2016 0:00 BANKNIFTY 15342 1.24 36.23
3/10/2016 0:00 BANKNIFTY 15234.1 -0.7 35.28
3/11/2016 0:00 BANKNIFTY 15243.05 0.06 34.2
3/14/2016 0:00 BANKNIFTY 15335.55 0.61 33.28
3/15/2016 0:00 BANKNIFTY 15398.9 0.41 32.33
3/16/2016 0:00 BANKNIFTY 15536 0.89 31.61
3/17/2016 0:00 BANKNIFTY 15433.95 -0.66 30.81
3/18/2016 0:00 BANKNIFTY 15669.65 1.53 30.7
3/21/2016 0:00 BANKNIFTY 15941.55 1.74 30.83
3/22/2016 0:00 BANKNIFTY 15969 0.17 29.9
3/23/2016 0:00 BANKNIFTY 15936.2 -0.21 29.01
3/28/2016 0:00 BANKNIFTY 15666.7 -1.69 29.24
3/29/2016 0:00 BANKNIFTY 15714.5 0.31 28.38
3/30/2016 0:00 BANKNIFTY 16147.4 2.75 30.59
3/31/2016 0:00 BANKNIFTY 16247 0.06 29.65
4/1/2016 0:00 BANKNIFTY 16253.15 0.04 28.77
4/4/2016 0:00 BANKNIFTY 16257.9 0.03 27.89
4/5/2016 0:00 BANKNIFTY 15732.6 -3.23 31.03
4/6/2016 0:00 BANKNIFTY 15706.05 -0.17 30.1
4/7/2016 0:00 BANKNIFTY 15591.4 -0.73 29.38
4/8/2016 0:00 BANKNIFTY 15652.1 0.39 28.54
4/11/2016 0:00 BANKNIFTY 15896.05 1.56 28.6
4/12/2016 0:00 BANKNIFTY 15936.75 0.26 27.76
4/13/2016 0:00 BANKNIFTY 16332.75 2.48 29.26
4/18/2016 0:00 BANKNIFTY 16237.35 -0.58 28.5
4/20/2016 0:00 BANKNIFTY 16385.65 0.91 27.96
4/21/2016 0:00 BANKNIFTY 16640 1.55 28.05
4/22/2016 0:00 BANKNIFTY 16727.85 0.53 27.31
4/25/2016 0:00 BANKNIFTY 16689.45 -0.23 26.5
4/26/2016 0:00 BANKNIFTY 17028 2.03 27.35
4/27/2016 0:00 BANKNIFTY 16897.75 -0.76 26.76
4/28/2016 0:00 BANKNIFTY 16785.1 -1.04 26.43
4/29/2016 0:00 BANKNIFTY 16888.35 0.62 26.07
5/2/2016 0:00 BANKNIFTY 16620.8 -1.58 26.36
5/3/2016 0:00 BANKNIFTY 16466.25 -0.93 25.92
5/4/2016 0:00 BANKNIFTY 16360.7 -0.64 25.31
5/5/2016 0:00 BANKNIFTY 16384.45 0.15 24.55
5/6/2016 0:00 BANKNIFTY 16378.7 -0.04 23.8
5/9/2016 0:00 BANKNIFTY 16772 2.4 25.61
5/10/2016 0:00 BANKNIFTY 16853.8 0.49 24.94
5/11/2016 0:00 BANKNIFTY 16785.25 -0.41 24.25
5/12/2016 0:00 BANKNIFTY 16986.4 1.2 24.17
5/13/2016 0:00 BANKNIFTY 16738.1 -1.46 24.42
5/16/2016 0:00 BANKNIFTY 16788.65 0.3 23.72
5/17/2016 0:00 BANKNIFTY 16812 0.14 23.01
5/18/2016 0:00 BANKNIFTY 16761.45 -0.3 22.35
5/19/2016 0:00 BANKNIFTY 16563.65 -1.18 22.37
5/20/2016 0:00 BANKNIFTY 16505.85 -0.35 21.75
5/23/2016 0:00 BANKNIFTY 16429.4 -0.46 21.2
5/25/2016 0:00 BANKNIFTY 17013.6 3.19 24.8
5/26/2016 0:00 BANKNIFTY 17293.85 1.79 25.83
5/27/2016 0:00 BANKNIFTY 17491.4 1.14 25.29
5/30/2016 0:00 BANKNIFTY 17507.65 0.09 24.52
5/31/2016 0:00 BANKNIFTY 17612.55 0.6 23.94
6/1/2016 0:00 BANKNIFTY 17419.7 -1.09 23.77
6/2/2016 0:00 BANKNIFTY 17573.65 0.88 23.42
6/3/2016 0:00 BANKNIFTY 17655.85 0.47 22.81
6/6/2016 0:00 BANKNIFTY 17671.45 0.09 22.12
6/7/2016 0:00 BANKNIFTY 17893.4 1.26 22.59
6/8/2016 0:00 BANKNIFTY 17897.95 0.03 21.91
6/9/2016 0:00 BANKNIFTY 17843.35 -0.31 21.3
6/10/2016 0:00 BANKNIFTY 17797.05 -0.26 20.7
6/13/2016 0:00 BANKNIFTY 17562.15 -1.32 21.01
6/14/2016 0:00 BANKNIFTY 17638.4 0.43 20.48
6/15/2016 0:00 BANKNIFTY 17877.3 1.35 20.88
6/16/2016 0:00 BANKNIFTY 17687.45 -1.06 21.25
6/17/2016 0:00 BANKNIFTY 17699.15 0.07 20.62
6/20/2016 0:00 BANKNIFTY 17728.35 0.16 20
6/21/2016 0:00 BANKNIFTY 17623.1 -0.59 19.57
6/22/2016 0:00 BANKNIFTY 17597.7 -0.14 18.97
6/23/2016 0:00 BANKNIFTY 17890.5 1.66 19.69
6/24/2016 0:00 BANKNIFTY 17393 -2.78 22.98
6/27/2016 0:00 BANKNIFTY 17490.05 0.56 22.43
6/28/2016 0:00 BANKNIFTY 17553.55 0.36 21.81
6/29/2016 0:00 BANKNIFTY 17696.95 0.82 21.49
6/30/2016 0:00 BANKNIFTY 18002.6 1.25 21.76
7/1/2016 0:00 BANKNIFTY 18054.8 0.29 21.32
7/4/2016 0:00 BANKNIFTY 18143.7 0.49 20.8
7/5/2016 0:00 BANKNIFTY 18073.75 -0.39 20.25
7/7/2016 0:00 BANKNIFTY 18139.25 0.36 19.7
7/8/2016 0:00 BANKNIFTY 18059.5 -0.44 19.21
7/11/2016 0:00 BANKNIFTY 18478.7 2.32 21.5
7/12/2016 0:00 BANKNIFTY 18696.65 1.18 21.56
7/13/2016 0:00 BANKNIFTY 18650.35 -0.25 20.93
7/14/2016 0:00 BANKNIFTY 18903.1 1.36 21.25
7/15/2016 0:00 BANKNIFTY 18974.35 0.38 20.68
7/18/2016 0:00 BANKNIFTY 18959 -0.08 20.05
7/19/2016 0:00 BANKNIFTY 18961.65 0.01 19.44
7/20/2016 0:00 BANKNIFTY 19031.7 0.37 18.93
7/21/2016 0:00 BANKNIFTY 18722.1 -1.63 19.89
7/22/2016 0:00 BANKNIFTY 18734.95 0.07 19.29
7/25/2016 0:00 BANKNIFTY 19012.55 1.48 19.93
7/26/2016 0:00 BANKNIFTY 18864.1 -0.78 19.66
7/27/2016 0:00 BANKNIFTY 19025.3 0.85 19.48
7/28/2016 0:00 BANKNIFTY 19159.85 0.16 18.93
7/29/2016 0:00 BANKNIFTY 19049.4 -0.58 18.47
8/1/2016 0:00 BANKNIFTY 18846.4 -1.07 18.66
8/2/2016 0:00 BANKNIFTY 18822.5 -0.13 18.11
8/3/2016 0:00 BANKNIFTY 18693.2 -0.69 17.76
8/4/2016 0:00 BANKNIFTY 18704.6 0.06 17.24
8/5/2016 0:00 BANKNIFTY 19011.35 1.64 18.91
8/8/2016 0:00 BANKNIFTY 19012.6 0.01 18.34
8/9/2016 0:00 BANKNIFTY 19007.1 -0.03 17.78
8/10/2016 0:00 BANKNIFTY 18716.9 -1.53 18.65
8/11/2016 0:00 BANKNIFTY 18720.25 0.02 18.08
8/12/2016 0:00 BANKNIFTY 18984.45 1.41 19.29
8/16/2016 0:00 BANKNIFTY 19037.25 0.28 18.72
8/17/2016 0:00 BANKNIFTY 19062.9 0.13 18.18
8/18/2016 0:00 BANKNIFTY 19361.35 1.57 19.19
8/19/2016 0:00 BANKNIFTY 19413.05 0.27 18.67
8/22/2016 0:00 BANKNIFTY 19340.4 -0.37 18.21
8/23/2016 0:00 BANKNIFTY 19372.35 0.17 17.66
8/24/2016 0:00 BANKNIFTY 19376 0.02 17.12
8/25/2016 0:00 BANKNIFTY 19411.35 -0.43 16.65
8/26/2016 0:00 BANKNIFTY 19317.55 -0.48 16.36
8/29/2016 0:00 BANKNIFTY 19314.45 -0.02 15.87
8/30/2016 0:00 BANKNIFTY 19638.8 1.68 17.16
8/31/2016 0:00 BANKNIFTY 19859.95 1.13 17.72
9/1/2016 0:00 BANKNIFTY 19839.5 -0.1 17.18
9/2/2016 0:00 BANKNIFTY 19971.75 0.67 16.8
9/6/2016 0:00 BANKNIFTY 20496.55 2.63 20.6
9/7/2016 0:00 BANKNIFTY 20507.9 0.06 19.98
9/8/2016 0:00 BANKNIFTY 20514.1 0.03 19.37
9/9/2016 0:00 BANKNIFTY 20350.4 -0.8 19.19
9/12/2016 0:00 BANKNIFTY 19895 -2.24 21.43
9/14/2016 0:00 BANKNIFTY 20014.2 0.6 20.96
9/15/2016 0:00 BANKNIFTY 19938.2 -0.38 20.4
9/16/2016 0:00 BANKNIFTY 19944.95 0.03 19.78
9/19/2016 0:00 BANKNIFTY 19986.6 0.21 19.21
9/20/2016 0:00 BANKNIFTY 19921.8 -0.32 18.67
9/21/2016 0:00 BANKNIFTY 19901.15 -0.1 18.11
9/22/2016 0:00 BANKNIFTY 20162.1 1.31 18.76
9/23/2016 0:00 BANKNIFTY 19948.5 -1.06 18.82
9/26/2016 0:00 BANKNIFTY 19644.9 -1.52 19.67
9/27/2016 0:00 BANKNIFTY 19558.9 -0.44 19.15
9/28/2016 0:00 BANKNIFTY 19691.7 0.68 18.85
9/29/2016 0:00 BANKNIFTY 19331.55 -2.44 21.56
9/30/2016 0:00 BANKNIFTY 19402.75 0.37 21.57
10/3/2016 0:00 BANKNIFTY 19685.35 1.46 21.98
10/4/2016 0:00 BANKNIFTY 19784.8 0.51 21.44
10/5/2016 0:00 BANKNIFTY 19621.5 -0.83 21.14
10/6/2016 0:00 BANKNIFTY 19483.3 -0.7 20.76
10/7/2016 0:00 BANKNIFTY 19487.45 0.02 20.13
10/10/2016 0:00 BANKNIFTY 19464.5 -0.12 19.53
10/13/2016 0:00 BANKNIFTY 19017.4 -2.3 21.83
10/14/2016 0:00 BANKNIFTY 19086.2 0.36 21.23
10/17/2016 0:00 BANKNIFTY 19087.75 0.01 20.59
10/18/2016 0:00 BANKNIFTY 19523.65 2.28 22.59
10/19/2016 0:00 BANKNIFTY 19452.05 -0.37 21.96
10/20/2016 0:00 BANKNIFTY 19669.2 1.12 21.92
10/21/2016 0:00 BANKNIFTY 19723.25 0.27 21.29
10/24/2016 0:00 BANKNIFTY 19820.7 0.49 20.77
10/25/2016 0:00 BANKNIFTY 19844.85 0.12 20.15
10/26/2016 0:00 BANKNIFTY 19488.65 -1.79 21.29
10/27/2016 0:00 BANKNIFTY 19593.3 0 20.65
10/28/2016 0:00 BANKNIFTY 19623.5 0.15 20.19
11/1/2016 0:00 BANKNIFTY 19525.1 0 19.06
11/2/2016 0:00 BANKNIFTY 19299.65 -1.15 19.26
11/3/2016 0:00 BANKNIFTY 19266.25 -0.17 18.69
11/4/2016 0:00 BANKNIFTY 19131.95 -0.7 18.42
11/7/2016 0:00 BANKNIFTY 19395.2 1.38 18.98
11/8/2016 0:00 BANKNIFTY 19561.3 0.86 18.82
11/9/2016 0:00 BANKNIFTY 19583.5 0.11 18.25
11/10/2016 0:00 BANKNIFTY 20261.9 3.46 23.84
11/11/2016 0:00 BANKNIFTY 19820.25 -2.18 25.52
11/15/2016 0:00 BANKNIFTY 19359.45 -2.32 26.98
11/16/2016 0:00 BANKNIFTY 19141.65 -1.13 26.59
11/17/2016 0:00 BANKNIFTY 19140.05 -0.01 25.78
11/18/2016 0:00 BANKNIFTY 18993.25 -0.77 25.25
11/21/2016 0:00 BANKNIFTY 18470.85 -2.75 27.75
11/22/2016 0:00 BANKNIFTY 18572.15 0.55 27.02
11/23/2016 0:00 BANKNIFTY 18530.8 -0.22 26.22
11/24/2016 0:00 BANKNIFTY 18392.25 -1.28 26.36
11/25/2016 0:00 BANKNIFTY 18582.2 1.03 26.87
11/28/2016 0:00 BANKNIFTY 18373.45 -1.12 26.58
11/29/2016 0:00 BANKNIFTY 18291.8 -0.44 25.86
11/30/2016 0:00 BANKNIFTY 18700.95 2.24 27.12
12/1/2016 0:00 BANKNIFTY 18484.65 -1.16 26.85
12/2/2016 0:00 BANKNIFTY 18331.25 -0.83 26.33
12/5/2016 0:00 BANKNIFTY 18470.3 0.76 25.77
12/6/2016 0:00 BANKNIFTY 18475.2 0.03 24.98
12/7/2016 0:00 BANKNIFTY 18261 -1.16 24.83
12/8/2016 0:00 BANKNIFTY 18558.55 1.63 25.23
12/9/2016 0:00 BANKNIFTY 18722.65 0.88 24.81
12/12/2016 0:00 BANKNIFTY 18422.75 -1.6 25.21
12/13/2016 0:00 BANKNIFTY 18490.7 0.37 24.5
12/14/2016 0:00 BANKNIFTY 18378.5 -0.61 23.93
12/15/2016 0:00 BANKNIFTY 18430.65 0.28 23.24
12/16/2016 0:00 BANKNIFTY 18337.25 -0.51 22.65
12/19/2016 0:00 BANKNIFTY 18298.95 -0.21 21.99
12/20/2016 0:00 BANKNIFTY 18111.9 -1.02 21.85
12/21/2016 0:00 BANKNIFTY 18108.6 -0.02 21.19
12/22/2016 0:00 BANKNIFTY 17934.65 -0.96 21.03
12/23/2016 0:00 BANKNIFTY 17907.35 -0.15 20.4
12/26/2016 0:00 BANKNIFTY 17673.2 -1.31 20.72
12/27/2016 0:00 BANKNIFTY 17879.25 1.17 20.81
12/28/2016 0:00 BANKNIFTY 17864.4 -0.08 20.18
12/29/2016 0:00 BANKNIFTY 18072.55 0.75 20.05
12/30/2016 0:00 BANKNIFTY 18195.55 0.68 19.89