BANKNIFTY Expiry Price v1.0

2022년 1월 13일

This indicator will predict the BankNifty Expiry price for the last 30 min.
Use this indicator on a 1 min chart on BankNifty index as shown above. The orange line is the predicted price.
BankNifty closing price is calculated based on the Weighted Average Price of its constituents in the last 30 min and will vary from the actual index price.
Last 30 min on expiry day is very volatile in Banknifty and option premiums are mis-priced due to the underlying moves.
This indicator helps in estimating the actual Banknifty weighted avg closing price.
The weights of the constituents need to be updated constantly on a weekly basis to keep the error rate to minimum.
The prediction is normally off by +/- 10 points to the actual closing price.

2022년 4월 22일

릴리즈 노트

• RBLBANK is out and BANKBARODA is in
  {*] Weights of all components updated as on 2022-04-21
  

2022년 6월 9일

릴리즈 노트

Updated weights of underlying

2022년 7월 3일

릴리즈 노트

Updated Weights to reflect new adjustments

2022년 10월 22일

릴리즈 노트

Updated weights to reflect October changes

2023년 1월 25일

릴리즈 노트

Adjusted weights for Jan 2023