BNF/NF - Discount/premium towards series end

#1
Continuing the topic from here, I collected some data from TradeTiger and here are some observations about BNF (haven't worked with NF so far).

1527326964258.png


It's not a formula, no conclusions, just observations. It does seem that the BNF goes into discount towards the end of the series.

I am attaching the xls here. The data is EOD data taken from sharekhan's software, so I suppose it is the adjusted price, not LTP. I know there can be many questions about the integrity of the data, but this is just an idea. Maybe the Amibroker guys can do a better job about it.

Also, if you can add the dates of the previous expiry and days of expiry, it would be very helpful.
 

Attachments

#3
Continuing the topic from here, I collected some data from TradeTiger and here are some observations about BNF (haven't worked with NF so far).

View attachment 25624

It's not a formula, no conclusions, just observations. It does seem that the BNF goes into discount towards the end of the series.

I am attaching the xls here. The data is EOD data taken from sharekhan's software, so I suppose it is the adjusted price, not LTP. I know there can be many questions about the integrity of the data, but this is just an idea. Maybe the Amibroker guys can do a better job about it.

Also, if you can add the dates of the previous expiry and days of expiry, it would be very helpful.


Continuing the topic from here, I collected some data from TradeTiger and here are some observations about BNF (haven't worked with NF so far).

View attachment 25624

It's not a formula, no conclusions, just observations. It does seem that the BNF goes into discount towards the end of the series.

I am attaching the xls here. The data is EOD data taken from sharekhan's software, so I suppose it is the adjusted price, not LTP. I know there can be many questions about the integrity of the data, but this is just an idea. Maybe the Amibroker guys can do a better job about it.

Also, if you can add the dates of the previous expiry and days of expiry, it would be very helpful.
Hi! Request you to elaborate on your query and also share an attachment of the file via email to [email protected] so that we can get back to you regarding the same.
 
#4
Hi! Request you to elaborate on your query and also share an attachment of the file via email to [email protected]com so that we can get back to you regarding the same.
As mentioned in the post, this is not a query, just observation.
 

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