General Trading Chat

Bears should get out of the fight !!!!!!!!!!! :lol: :lol:
 

pratapvb

Well-Known Member
Pratap sir ,

What is the formula for this expected price of expiry !!!
lowest payout is maxpain

I am taking lowest 2 and taking weighted OI average of that to get expected expiry

but note this number keeps updating as OI adjustments are done as market remains away from the level. on friday close it was 8200 8175 ... and now it is up here because mkt has continuously held upside
 

XRAY27

Well-Known Member
lowest payout is maxpain

I am taking lowest 2 and taking weighted OI average of that to get expected expiry

but note this number keeps updating as OI adjustments are done as market remains away from the level. on friday close it was 8200 8175 ... and now it is up here because mkt has continuously held upside
pratap sir..

yeah !!!with market move this will also change..anyways if you can share this very formula of excel !!!..because iam not able to understand what kind of WAVG is this :confused:
 

kiran_thiru

Well-Known Member

pratapvb

Well-Known Member
pratap sir..

yeah !!!with market move this will also change..anyways if you can share this very formula of excel !!!..because iam not able to understand what kind of WAVG is this :confused:
lets say lowest payout is at 8300
next lowest at 8350

then likely expiry will be 8325 if equal weight

what I do is
(8300 * OI of 8300 + 8350 * OI of 8350) / (OI of 8300 + OI of 8350)

generally that is 2-3 pts here or there to 8325 .. no big deal
 

XRAY27

Well-Known Member
lets say lowest payout is at 8300
next lowest at 8350

then likely expiry will be 8325 if equal weight

what I do is
(8300 * OI of 8300 + 8350 * OI of 8350) / (OI of 8300 + OI of 8350)

generally that is 2-3 pts here or there to 8325 .. no big deal
Thanks for explaining in detail pratap sir !!!:clapping::clapping:
 

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