List of market crashes and gap ups

for the purpose of assessing an option selling strategy, i was compiling a list of market crashes. found the following:

http://www.rediff.com/money/2008/jan/21spec1.htm

http://www.rediff.com/money/2008/oct/24bcrisis10.htm

but i could not find a list of gap up days....i remember one during some election time but nothing other than that. does anyone have such a list (am kind of looking for info like this for the nse nifty)

I think you should get the NIFTY backfill data (historical data) to check that kind of crashes.

Will let you know, if some other idea pops into my mind! Good Luck!

Edit:

One way to identify large gaps is through NSE TAME charts,

Here is the link http://www.nseindia.com/ChartApp/install/charts/mainpage.jsp

They plot the charts way back to whatever year you want. Just simple OHLC chart will show which days are sharp rises. Once you visually identify the day, you can see the Open High Low Close of that day in the top left to know the exact values. You can adjust the date range to see something like a 1 or 2 month data for better clarity.

Hope this helps!

thnks a lot aastroguru,
i did not know that nse tame could go back farther than 3 yrs of data…