Hello everyone,
how can I determine the delivery value of a stock in a day in rupees?
usually we will get delivery percentage of a stock in NSE ,but i want to know what is the amount.
delivery volume = delivery Percentage * daily volume
Delivery value = volume * Avg price during the day (not (open+close)/2).
Avg price is weighted average by volume. This might be a bit off because average price also includes intraday volume, but should be highly accurate in most cases.
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Thank you for your reply @tallerballer.
Could you please elaborate on the same? I am providing Reliance delivery data for March 1, 2024, for which I have calculated 32,34,333 * 2,966.96 (i.e., Delivery quantity * VWAP). I arrived at the figure 95,961,366.38. Is this correct?Below is the Reliance delivery snapshot.
Thank you.
It would be approximately correct. It would be skewed if a lot of intraday happens at one price and a lot of delivery at another, but generally this is evenly distributed so you can assume it to be true
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