Dear Members
Recently I came across some site (unfortunately, did not note down the site name
) which mentioned who give a call, say buy ABAN XXXCA @ Rs.XX; SL-XX; Tgt - XX. Later,when I saw ABAN, it had zoomed.....
Now, my query. How do we insert the Options data into any s/w, say Amibroker. B'coz, there are 3 contracts running.
Example, lets say this months contract
ABAN-700CA-I is quoting at 30;
ABAN-700CA-II is quoting at 40; &
ABAN-700CA-III is quoting at 65.
Obviously, as we approach expiry, the current contracts value will decay / increase - which will not be the same as ABAN-700-CAII. After expiry, there will be a difference in the price at which I expired and II was quoting.
In the next mth, II will become I i.e. the next months contract will become the current month.... etc etc....
Hope I've mentioned whatever doubt was in my mind....
And now, asking the members, how to overcome this problem ? B'coz only 20-25 days data will not be enough for calculating averages and other indicators. And before you get some decent amount of data, the contract has expired.....
Request some knowledgable members to share their views on this ....
warm regards....RB
Recently I came across some site (unfortunately, did not note down the site name
) which mentioned who give a call, say buy ABAN XXXCA @ Rs.XX; SL-XX; Tgt - XX. Later,when I saw ABAN, it had zoomed.....Now, my query. How do we insert the Options data into any s/w, say Amibroker. B'coz, there are 3 contracts running.
Example, lets say this months contract
ABAN-700CA-I is quoting at 30;
ABAN-700CA-II is quoting at 40; &
ABAN-700CA-III is quoting at 65.
Obviously, as we approach expiry, the current contracts value will decay / increase - which will not be the same as ABAN-700-CAII. After expiry, there will be a difference in the price at which I expired and II was quoting.
In the next mth, II will become I i.e. the next months contract will become the current month.... etc etc....
Hope I've mentioned whatever doubt was in my mind....
And now, asking the members, how to overcome this problem ? B'coz only 20-25 days data will not be enough for calculating averages and other indicators. And before you get some decent amount of data, the contract has expired.....
Request some knowledgable members to share their views on this ....
warm regards....RB
