NSE mistakes option data

Hi

It seems to me NSE has put a wrong data in the site ....Please see this ...

The closing price shall be calculated as follows:

• If the contract is traded in the last half an hour, the closing price shall be the last half an hour weighted average price.
• If the contract is not traded in the last half an hour, but traded during any time of the day, then the closing price will be the last traded price (LTP) of the contract.

Source: NSE

I think of one of them is the LTP and other is the closing price.

so....does that mean 49.55 is an weighted average price ......no trade happen with this price !

in this case, yes it is the volume weighted average price for the last 30 minutes as this particular strike price is actively traded.

well there is no way you can say whether the contract traded exactly at 49.55 any time during the day. but it was certainly not the last traded price as the LTP was 46.75

have a look at the 6300PE of Aug series. you will find the LTP and close price are same...why? the volume traded were only 4 lots ...not an actively traded contract.


hope this helps