June 13, 2019 at 1:56 PM #155691
sir as nitin sir explain we can calculate iv and prm correlation with nifty prz from last five trading days iv prm and nifty prz and then calculate their correlatioin coefficient in excel.
sir i wanna to know if i will calculate correlation coefficient of iv and prm with nifty prz on this sunday on 16 jun. then i should take 10 jun to 14 jun data of iv prm and nifty prz.
as nifty prz is same but iv and prm will be different in these days for 13 jun expiry and 20 jun expiry and month expiry on 27 jun.
i wanna to know which expiry data of iv and prm i should consider for my correlation coefficient analysis as i am calculating it on 16 jun sunday.
plz explain and thanks in advance.