How to get the following values for symbol for Ex ACC? Lots , TYPE , SYMBOL , EXPIRY_DT, STRIKE, Call_CLOSE, Call_VOL, Put_CLOSE, Put_VOL, TRADE_DATE, FUT_PRICE .
If the above values are available,we can calculate the Arbitrage Profit.
{[STRIKE+Call_CLOSE]-[Put_CLOSE+FUT_PRICE]}*Lots
If we know which symbol out of all FNO symbols gives the maximum profit,then
we can place an order.
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Lots TYPE SYMBOL EXPIRY_DT STRIKE Call_CLOSE Call_VOL Put_CLOSE Put_VOL TRADE_DATE FUT_PRICE NET_Profit 1 1000 OPTSTK MCLEODRUSS 30-Apr-2015 250.0 4.70 24 9.00 10 27-MAR-2015 241.15 4550 2 250 OPTSTK AUROPHARMA 30-Apr-2015 1150.0 123.25 55 27.15 150 30-MAR-2015 1237.30 2200 3 250 OPTSTK SIEMENS 30-Apr-2015 1500.0 20.15 21 86.70 5 31-MAR-2015 1408.10 6338 4 500 OPTSTK CENTURYTEX 30-Apr-2015 560.0 124.00 4 2.40 76 01-APR-2015 678.55 1525 5 500 OPTSTK GLENMARK 30-Apr-2015 860.0 30.85 274 35.90 2 06-APR-2015 852.25 1350 6 4000 OPTSTK HDIL 30-Apr-2015 112.5 25.65 2 2.85 10 07-APR-2015 128.85 25800 7 4000 OPTSTK HDIL 30-Apr-2015 122.5 20.00 3 3.60 68 08-APR-2015 134.05 19400 8 250 OPTSTK AUROPHARMA 30-Apr-2015 1500.0 11.40 627 155.00 2 09-APR-2015 1330.35 6513 9 250 OPTSTK JUBLFOOD 30-Apr-2015 1550.0 109.75 3 21.00 7 10-APR-2015 1617.60 5288