Is it possible to find the average trading price of a strike price in option? Example. I would like to know the average trading price of 8800 feb put on 25. 02. 15

General
2

There is an ATP (Average Trade Price) column on my trading terminal. Perhaps if you start saving the markewatch (by way of export to excel), you can ascertain the ATP of a contract anyday in future.

3

lalitha.sg,

Here is the solution, 

Convert Total Turnover into RS instead of laks. And Convert No of contracts into Qty.

So for 8800 PE on 25th FEB  

Total Turnover value 3851956.69 lakhs by converting it, it will beRs.385,19,56,69,000

Total Contracts 1743533 ... multiply by 25 to get qty (volume) that is 43588325 ...... 

Now total turnover value / total volume    385195669000 / 43588325 = 8837.129 

(8800 strike and 37.129 is avg rate of 8800PE traded)

Use this link  to get the data for option contracts.

Hope it is clear now ..........

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