Hi.
On the right side i have Bank Nifty chart which sows closing at 45442. But the left side ticker shows the close at 45384.
The 45400CE also became useless which means probably left side data is correct. Can someone clarify the issue ?
The price you see on the charts is the Last Traded Price (LTP). The price you see on the market depth is the weighted average price of last 30 minutes of trading, this is used by the exchanges to get the final closing price for the day. This price can be different than what you see on charts or as LTP at 3:30 PM.
Here’s how the weighted average price is calculated: How to determine closing price in F&O? - #2 by Karthik
Ok . So whether an option will become 0 or not depends of ltp or avg weighted price of last 30min?
It depends on the closing price which is the last 30 minutes weighted average.
It depends on underlying’s weighted average price of the last 30 minutes.
THanks Guys. I was under the impression that it’s determined by last tick.
Correct understanding: It’s close price which determines value of options at expiry EOD.