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| 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 ... |
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#11
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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. |
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#12
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Quote:
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. |
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#13
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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... |
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#14
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Quote:
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. |
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#15
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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??? |
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#16
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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. |
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