Call options market tends to lead the cash market by up to one hour. A feedback relationship is found between the cash market and the put option market with a lead and lag of up to an hour. A similar but stronger relationship... SS Debasish 被引量: 3发表: 2007年 Price Discovery and...
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ipoptions, o.ipoptionslen); if (nsock_setup_udp(nsp, nu->nsiod, nu->af) == -1) { luaL_error(L, "Error in setup of iod with proto %d and af %d: %s (%d)", nu->proto, nu->af, socket_strerror(socket_errno()), socket_errno()); } } } return nu; } /*...
It is the last day of expiry with Nifty at 5950 and if I buy 5900 calls or 6000 puts and I hold it till the end of the day I will have to pay STT of almost Rs 560 (0.125% of (5900+50)*75) which is almost 8 points of movement on Nifty options. So a 5900 call/ 6000 put...
(L, nse_status2str(status)); nse_restore(L, 2); break; case NSE_STATUS_NONE: default: assert(0); break; } } static void callback (nsock_pool nsp, nsock_event nse, void *ud) { nse_nsock_udata *nu = (nse_nsock_udata *) ud; lua_State *L = nu->thread; assert(nse_type...
nsock_pool_set_proxychain(nsp, o.proxy_chain); nsock_pool_set_broadcast(nsp, true); nspp = (nsock_pool *) lua_newuserdata(L, sizeof(nsock_pool)); *nspp = nsp; lua_newtable(L); lua_pushcfunction(L, gc_pool);