Realtime Nifty Put Call Ratio calculator

Hi,

I am attaching an excel file that can calculate Nifty PCR in real time.

Go get the latest PCR, go to "Nifty Options" sheet and click on "Data
\ Refresh Data" from menu.

Other scrips can be easily added too. Tell me what you think.

Update (Jan 30 2009):
- Auto updates every 3 mins
- Updated with Open Interest PCR
- Added Reliance

Hi Kiran,

Well the excel sheet calculation is superb in other words fabulous.

Thank you for sharing the datasheet, i just want to ask once the settlement expiry like jan expired does the excel sheet replace with the new one.

secondly the PUT CALL RATIO is calculated on the current month.

hope we can share the knowledge togethere

Regards,
Krishna

Hai kiran,
Thank U verymuch. But, Its also shows 2011 CE, PE . We need current month PCR to better trade. Pl. modift it.

Nagendra, Krishna,

Glad that you like it. Yes, it will automatically roll over to new contracts after the expiry. I am simply getting the data from http://www.nseindia.com/marketinfo/fo/fomwatchsymbol.jsp?key=nifty&Fut_Opt=Options

To my knowledge, PCR is not bound to current month. But I guess people could calculate the way they like it based on their experience etc. Please let me know if you see any definition or link that says that PCR is calculated only on current month.

But if you look keenly, number of trades in current month are way too high than future months, the the error it introduces will be very minor and can be ignored.

Kiran

how i calculate nifty IMPLIED VOLATITY ( NIFTY IV ) OR any site which daily update day to day NIFTY IV

Is there any website from where I can get Historical Nifty PCR.

Dear Friends,

Please find the attached excel file about online calculating PCR (on the basis of open interest) for the month of Jan 09. We will post the same file for Feb 09 after expiry.

Regards,

A. K. Mistry
Samarth Capital Markets
Mumbai

hi
this is brahmayya
you can visit this link
http://nse-india.com/marketinfo/charting/HistVIXChart.jsp?from_date=02012006&to_date=24012009

Dear pra,

By the utility which we have posted, u can can calculate the PCR on realtime basis and only for ongoing month contracts.

Regards,

A. K. Mistry

I uploaded newer version of this excel file in the main post, with some updates.

samarthcapital, thanks for the nseindia link.

Kiran