I want to knew that what duration and frequency of candles consider for Generic Volitility and Avg Trade Price which shows in Market Watch Screen in Zerodha
What is tha base of gen vol and avg trade price columns in marketwatch, and what is there frequancy,
General Volatility is referred by India VIX and it is a volatility index based on the index option prices of NIFTY. It is computed using the best bid and ask quotes of the out-of-the-money near and mid-month NIFTY option contracts. The index depicts the expected market volatility over the next 30 calendar days.It is calculated dynamically.
ATP is average traded price, it is calculated for only one day and starts at opening of the market and ends at closing of the market.It is calculated cumulatively.