Trading Strategies Using Technical Analysis

[alroyraj]

But for futures contract is the Historical volatility different from the daily volatility mentioned on the NSE website. What I mean is that is the figure given on the NSE site the value at that point (discrete) in time whereas the Historical volatility is the average over a period say like a year?
Correct me if I am wrong.

 

[SwingKing]

But for futures contract is the Historical volatility different from the daily volatility mentioned on the NSE website. What I mean is that is the figure given on the NSE site the value at that point (discrete) in time whereas the Historical volatility is the average over a period say like a year?
Correct me if I am wrong.

Daily volatility is calculated on a Day to Day basis.

Whereas, Historical Volatility is calculated using a range of days. Essentially it is 20, 50 or n day volatility calculated on an annualized basis expressed in % form.

Tc

 

[crown]

any idea what is happening now
just after 3.00 pm the nifty going down very speedily

 

[niftytrader99]

Game hogi bhai expiry ke din Shorts cover karwaya ke long karwaya aur dooba dia.. I expected a pullback and made a short entry at 6109 and expect 20-30pts but thoda zyada milgaya

 

[crown]

Game hogi bhai expiry ke din Shorts cover karwaya ke long karwaya aur dooba dia.. I expected a pullback and made a short entry at 6109 and expect 20-30pts but thoda zyada milgaya

well I am again lucky today. I just came out of my long position in nifty on equal, except the brokerage. I find that Nifty is not likely to close above 6075 today and then I think of squaring off my long. And after 5 minutes I saw this Game.

 

[crown]

same thing happened on 20 Oct during the last one hour

 

[crown]

I think it may be due to the premium on Nifty futures. May be that the big players were not interested in such a high premium and wanting to reduce the premium.
But I am not sure about it. :

 

[crown]

and a very interesting thing to note is that right now, both put and call options of Nov 2010 are in red. this is funny

 

[rrmhatre72]

Hi Raunak & all,

Today I played for last minute moment in option.
I bought 6000CE at Rs 0.25 (25Paisa).
Nifty spots last traded price was 6008.
Let us assume daily close after all adjustment is also same i.e. 6008 ( I know actual close is 5987)
In this case my 6000 call is in the money call.
If I do not square it off on expiry day then it will go for auction.
Will it be beneficial for me in this case?

 

[nac]

Hi Raunak & all,

Today I played for last minute moment in option.
I bought 6000CE at Rs 0.25 (25Paisa).
Nifty spots last traded price was 6008.
Let us assume daily close after all adjustment is also same i.e. 6008 ( I know actual close is 5987)
In this case my 6000 call is in the money call.
If I do not square it off on expiry day then it will go for auction.
Will it be beneficial for me in this case?

Wait few more minutes you will get to know the price.

If it is ITM, it won't go for auction but get exercised. Where you need to pay a higher STT than normal. I guess, if it's ITM you would probably losing more than if its in OTM. Let's calculate...