MARKET DATA.xlsx | ||||||||
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A | B | C | D | E | F | |||
1 | EXPIRY_Date | STRIKE_PRICE | OPTION_TYPE | HIGH | LOW | DATE | ||
2 | 29-Dec-22 | 2150 | CE | 250 | 0 | 01-12-2022 | ||
3 | 30-Dec-22 | 2200 | PE | 218.2 | 0.7 | 01-12-2022 | ||
4 | 31-Dec-22 | 3200 | PE | 190.7 | 0 | 01-12-2022 | ||
5 | 01-Jan-23 | 1200 | CE | 164.8 | 1.4 | 02-12-2022 | ||
6 | 29-Dec-22 | 2150 | PE | 141 | 0 | 02-12-2022 | ||
7 | 30-Dec-22 | 2200 | PE | 119.3 | 0 | 02-12-2022 | ||
8 | 30-Dec-22 | 3200 | CE | 100.5 | 0 | 02-12-2022 | ||
9 | 31-Dec-22 | 1200 | CE | 84.5 | 1.5 | 02-12-2022 | ||
10 | 01-Jan-23 | 3200 | CE | 70.85 | 0 | 03-12-2022 | ||
11 | 29-Dec-22 | 1200 | PE | 63.75 | 2 | 03-12-2022 | ||
12 | 30-Dec-22 | 2150 | PE | 48.7 | 0 | 03-12-2022 | ||
13 | 31-Dec-22 | 2200 | CE | 40.2 | 0.95 | 03-12-2022 | ||
14 | 01-Jan-23 | 2150 | PE | 33.35 | 0 | 03-12-2022 | ||
15 | 29-Dec-22 | 2200 | CE | 27.7 | 3.8 | 03-12-2022 | ||
16 | 01-Jan-23 | 3200 | PE | 23 | 4.95 | 03-12-2022 | ||
17 | 29-Dec-22 | 1200 | PE | 19.1 | 4.7 | 03-12-2022 | ||
18 | 30-Dec-22 | 3200 | CE | 15.85 | 7.25 | 04-12-2022 | ||
19 | 30-Dec-22 | 3200 | CE | 13 | 6.25 | 04-12-2022 | ||
20 | 31-Dec-22 | 1200 | PE | 2.85 | 7.45 | 04-12-2022 | ||
21 | 29-Dec-22 | 2150 | PE | 0 | 9 | 04-12-2022 | ||
22 | 30-Dec-22 | 2200 | CE | 1.9 | 10.95 | 04-12-2022 | ||
23 | 31-Dec-22 | 2150 | PE | 0 | 13.4 | 04-12-2022 | ||
24 | 01-Jan-23 | 2200 | CE | 0 | 16.75 | 04-12-2022 | ||
25 | 29-Dec-22 | 2200 | PE | 0 | 20.7 | 04-12-2022 | ||
26 | 30-Dec-22 | 3200 | CE | 1.5 | 26 | 05-12-2022 | ||
27 | 01-Jan-23 | 1200 | CE | 0 | 32.5 | 05-12-2022 | ||
28 | 29-Dec-22 | 3200 | PE | 2.7 | 2.95 | 05-12-2022 | ||
29 | 30-Dec-22 | 3200 | PE | 0 | 0 | 05-12-2022 | ||
30 | 30-Dec-22 | 1200 | PE | 3.15 | 1.35 | 05-12-2022 | ||
31 | 31-Dec-22 | 3200 | CE | 0 | 0 | 05-12-2022 | ||
32 | 01-Jan-23 | 1200 | PE | 5.1 | 0 | 06-12-2022 | ||
33 | 29-Dec-22 | 2150 | CE | 4.95 | 0 | 06-12-2022 | ||
34 | 30-Dec-22 | 2200 | PE | 6.35 | 1.55 | 06-12-2022 | ||
35 | 31-Dec-22 | 2150 | PE | 7.25 | 0 | 06-12-2022 | ||
Sheet2 |