Traderji.com - Discussion forum for Stocks Commodities & Forex

What is *Settle Price* in NSE options ?

Discuss What is *Settle Price* in NSE options ? at the Options within the Traderji.com - Discussion forum for Stocks Commodities & Forex; Sandhuks, Pls read the url I mentioned carefully, you will see that the first set ...


Go Back   Traderji.com - Discussion forum for Stocks Commodities & Forex > THE MARKETS > Derivatives > Options

Notices


Advertise Here

Reply
 
Thread Tools
Sponsored Links
  #11  
Old 28th May 2006, 05:25 AM
Member
 
Join Date: Jun 2005
Location: mumbai
Posts: 434
Thanks: 0
Thanked 0 Times in 0 Posts
vince is on a distinguished road
Reputation: 20
Default Re: What is *Settle Price* in NSE options ?

Sandhuks,

Pls read the url I mentioned carefully, you will see that the first set of prices 805/808/813 you mention are settlement prices of futures of acc for Jun /Jul/Aug expiries.

If you had scrolled further down you would have seen the settlement price of option stk ACC 799.2 which is the settlement price of all exercised itm options for all expiries and also the closing price of ACC on 26/06/2006 .

The second set of figures you mention are nowhere on this page but from appearences seem to be the closing premium prices of whatever option you are looking at.

Last edited by vince; 28th May 2006 at 05:55 AM.
Reply With Quote
  #12  
Old 28th May 2006, 05:38 AM
Member
 
Join Date: Jun 2005
Location: mumbai
Posts: 434
Thanks: 0
Thanked 0 Times in 0 Posts
vince is on a distinguished road
Reputation: 20
Smile Re: What is *Settle Price* in NSE options ?

Quote:
Originally Posted by ravi1967
vinceji, thanks for your derivatives tips. i escaped with just a loss of 11500/- in hll calls. the 290 put was settled @ intrinsic value of 53.20 and 270@33.20.with my inflow of 14.5 for put and 4.6 for 280 call sold,my 270 put cost was 4.5.so the difference of 5.5@2000 shares was my loss.
please tell me strategy to follow in nuetral to bearish market conditions.
regards
ravi
Hi Ravi,

I am glad you got off lightly. The best strategy is to plan your trade and manage it dynamically. Trade with the trend , even in a neutral market you will always find a short term trend to trade. Choppy and volatile markets are best avoided. The markets are not running away anywhere but we have to survive and be around to trade them. Keep your ammunition dry, and shoot only when you have a more than even chance of hitting the target.
All the best.
Reply With Quote
  #13  
Old 28th May 2006, 08:43 PM
Member
 
Join Date: Apr 2006
Posts: 15
Thanks: 0
Thanked 0 Times in 0 Posts
sandhuks is on a distinguished road
Reputation: 20
Default Re: What is *Settle Price* in NSE options ?

I hv been asking all along the "Settle price" as quoted by NSE daily feed ...

here it is again -
http://nseindia.com/content/historic...AY2006bhav.csv

The tenth column =settle price, (first line is the headers for cols.)

OK my err - but your settlement price of 799.2 is still NOT the settle price as seen in the above url .

- this is the feed I am using for my analysis...
Reply With Quote
  #14  
Old 29th May 2006, 06:30 AM
Member
 
Join Date: Jun 2005
Location: mumbai
Posts: 434
Thanks: 0
Thanked 0 Times in 0 Posts
vince is on a distinguished road
Reputation: 20
Default Re: What is *Settle Price* in NSE options ?

Quote:
Originally Posted by sandhuks
I hv been asking all along the "Settle price" as quoted by NSE daily feed ...

here it is again -
http://nseindia.com/content/historic...AY2006bhav.csv

The tenth column =settle price, (first line is the headers for cols.)

OK my err - but your settlement price of 799.2 is still NOT the settle price as seen in the above url .

- this is the feed I am using for my analysis...

It is not my settlement price , it is the settlement price of the NSE.

What you are looking at is the option premium.

Traders normally use the black schloes calculator to calculate the theoretical price of the option.

Last edited by vince; 29th May 2006 at 01:18 PM.
Reply With Quote
  #15  
Old 29th May 2006, 11:11 PM
Member
 
Join Date: Apr 2006
Posts: 15
Thanks: 0
Thanked 0 Times in 0 Posts
sandhuks is on a distinguished road
Reputation: 20
Default Re: What is *Settle Price* in NSE options ?

Vince ,I appreciate your efforts to help me but we are going around in circles here

..like the close price of option, the settle price is also obviously the option premium - question is what is it and why is it diff from close ??

I know Black-Scholes is used to calc the th. option price , but I am calculating th IV given the price of option...
..but I need the actual price of the Option - is it close price or is it settle
price.

Am I clear on the question - what is this settle price???
Reply With Quote
  #16  
Old 30th May 2006, 08:14 AM
Member
 
Join Date: Jun 2005
Location: mumbai
Posts: 434
Thanks: 0
Thanked 0 Times in 0 Posts
vince is on a distinguished road
Reputation: 20
Default Re: What is *Settle Price* in NSE options ?

No problems Sandhuks,

Circles or otherwise we try to answer queries the best we can.

Both the closing and settle-pr of premium will be the same if the option has been traded. Closing prices are to be taken for all analysis and calculations.
Reply With Quote
Sponsored Links

Reply

Bookmarks


Advertise Here


Thread Tools

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off
Trackbacks are Off
Pingbacks are Off
Refbacks are Off

Similar Threads for: What is *Settle Price* in NSE options ?
Thread Thread Starter Forum Replies Last Post
Options Table mb123 Options 2 18th December 2007 06:18 PM
options mukil1 Options 3 21st December 2005 11:20 PM
Futures And Options wastej@cinci.rr.com Introductions 6 4th August 2005 09:15 AM
Pricing of Options aarun3034 Options 3 24th December 2004 07:20 PM
dilip2k options help a_n_i_l Options 2 24th October 2004 04:13 PM


All times are GMT +5.5. The time now is 11:31 PM.

Indemnity, Disclaimer & Disclosure Notice:
• By visiting Traderji.com you indicate your acceptance of our Forum Rules Disclaimer & Disclosure and indemnify Traderji.com, its associates and related parties of all claims howsoever resulting from the usage of the forum.
Disclaimer: Trading or investing in stocks & commodities is a high risk activity. Any action you choose to take in the markets is totally your own responsibility. Traderji.com will not be liable for any, direct or indirect, consequential or incidental damages or loss arising out of the use of this information.
Disclosure: The information in this forum is neither an offer to sell nor solicitation to buy any of the securities mentioned herein. The writers may or may not be trading in the securities mentioned.
• All names or products mentioned are trademarks or registered trademarks of their respective owners.
General Content Disclaimer Notice:
In light of our policy of encouraging candid, open exchanges of views and the rapid distribution of information originating from many sources, Traderji.com cannot determine the accuracy of information that may be uploaded to the forum. Opinions, advice and all other information expressed by participants in discussions are those of the author. You rely on such information at your own risk. You are urged to seek professional advice for specific, individual situations and not rely solely on advice or opinions given in the discussions. Since Traderji.com is an open and free discussion forum, any comments made by members of this forum in their posts reflect their own views and not of the owner or administrator of Traderji.com. Thus the owner/administrator indemnify themselves of all claims whatsoever and will not be liable or responsible for any members comments/views in this forum Traderji.com. If you find any objectionable or offensive posts made by members of this forum which you would like to bring to our notice for removal then please Contact Us.
 


Copyright © 2001 - 2008, Traderji.com All Rights Reserved.

Recommended Websites - www.TradersEdgeIndia.com - www.TradingPicks.com - www.MasterOfTrading.com