Query abt Calculating volitility

[mehtaka]

Hello frnds,
Have couple of query abt calculation of volitility.

1) The volitility which is given on NSEindia under the futures nifty quote, is it calculated on the spot nifty or the nifty futures?

2) If its on nifty futures, the data to calculate volitility is continuous or only till thats contract period.?

I have calculated the volitility, for the july contract month, prices i have took is the LTP and not the adj closing price, is it right?

 

[mehtaka]

no replies yet???

 

[rajsingh]

Its on futures and they have given both annualized and daily volatility.

Annualized should be continuous.

Confusion kyun ?

 

[mehtaka]

Its confusing....because...alll the nifty futures quoting the same volatility (daily/annually).

If it was on futures, der should be some difference.

also wanted to know.how it is calculated?