Nifty Option Chain-Confusing or Predictive ?

[jagankris]

Jagankris

Thanks for the explanation.These sort of things happen in the US markets too.

Is there any website where we can check the Historical volatility vs the Implied volatility? This should have been reflected in implied volatility.

http://www.traderji.com/options/39818-implied-volatility-nifty-options-help.html

I am not sure which Data Provider(may be GDFL) provides real time VIX data.

Ami formula for historical volatility

_N(Title = StrFormat(Name()+ " {{DATE}} - Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 )) ));

HV = StDev(ln(Close/Ref(Close,-1)), 20)*100*sqrt(252); //1 Month Volatility
Plot(HV, "HV 20", colorRed, styleLine);

 

[amitrandive]

http://www.traderji.com/options/39818-implied-volatility-nifty-options-help.html

I am not sure which Data Provider(may be GDFL) provides real time VIX data.

Ami formula for historical volatility

_N(Title = StrFormat(Name()+ " {{DATE}} - Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 )) ));

HV = StDev(ln(Close/Ref(Close,-1)), 20)*100*sqrt(252); //1 Month Volatility
Plot(HV, "HV 20", colorRed, styleLine);

Thanks !!!:clapping: