def rollover(DF, expiry_date): ''' This function takes the futures data, expiry date and returns an estimate of rollover percent ''' df = data.loc[expiry_date] Near_month_oi = df[df['ticker']=='NIFTY-I']['oi'].mean() Next_month_oi = df[df['ticker']=='NIFTY-II']['oi']...
Nifty 50 and Nifty next 50 stock and index data in different time frame. Download data for your research puropses. nse nse-stock-data nifty50 nifty50-historical-data Updated Feb 10, 2024 abhiwalia15 / AI-for-Finance-Stocks-real-time-analysis- Star 54 Code Issues Pull requests 1....
I feel this is done because, on the expiry day, the option premiums are just too volatile to offset the risk by buying an option expiring on a later date. Traders sell the options expiring the same day and to reduce the risk buy an option expiring in the next week or month. But the...
Add Short Positions in Nifty Futures Below 4960Nifty futures is trading very volatile as today is F&O expiry of August series. We are expecting the markets to extend the selling in today’s session. Yesterday we have seen the American markets trading positive... ...
Bali and Hite (1998) predicted that a next-day stock price drop (∆P) would be less than the dividend (D), but greater than equal to the dividend minus one tick. They found that the ratio ΔP/D was significantly less than 1, where prices were constrained to the multiples of the ...