Verdict
Descriptive: the 100-200 point strikes are breached often; tail moves drive the risk
Net move open(E-1) to close(E): median 0.65%, 90th percentile 2.10%; >±2% in 11.6% of expiries, >±5% in 4.
- Sample: 405 weekly expiries (first weekly expiry 14 Feb 2019 to 19 Oct 2026); open of the previous trading session and close of expiry day from NSE's official daily index files.
- Net move: mean -0.04%, median -0.05%, standard deviation 1.48%; above +2%: 23, below −2%: 24; above +5%: 1, below −5%: 3. Swing (high to low): median 1.48%, largest 14.25%.
- Strike breach: the OTM+2/+3/+4 strikes are 100/150/200 points away. Settlement beyond the call or put: 59% / 40% / 28% of expiries; touched at some point: 89% / 68% / 49%.
- Indicative sold-strangle result (premium proxy = E-2 settlement price, loss = intrinsic value at expiry, no costs): average +35.7 / +32.9 / +29.2 points per expiry, win rate 73% / 77% / 82%, worst expiry -657 / -640 / -620 points. Not a back-test: real opening premiums, costs and slippage are not included.
- Intent noted: selling OTM+2/+3/+4 calls and puts at the E-1 open and letting them settle. The full report lists the questions and the proper next step (a minute-level, cost-aware test).
Promotion gates
No gates published for this strategy.
Explain the strategy
Every week the Nifty options expire. We measured how far the index travelled from the opening of the day before expiry to the expiry-day close. Usually under 1%, occasionally more than 2%, rarely more than 5%. The strikes you plan to sell are only 100-200 points away, which the index crosses fairly often.
Report
Every weekly expiry: open on E-1, close on E, move in points and %, swing and excursions
| Expiry date | Weekday | E-1 session | Open on E-1 | Close on E | Move points | Move % | Swing high-low % | Max up excursion % | Max down excursion % |
|---|---|---|---|---|---|---|---|---|---|
| 2019-02-14 | Thu | 2019-02-13 | 10870.55 | 10746.05 | -124.5 | -1.145 | 1.591 | 0.194 | -1.396 |
| 2019-02-21 | Thu | 2019-02-20 | 10655.45 | 10789.85 | 134.4 | 1.261 | 1.525 | 1.44 | -0.085 |
| 2019-02-28 | Thu | 2019-02-27 | 10881.2 | 10792.5 | -88.7 | -0.815 | 1.732 | 0.538 | -1.195 |
| 2019-03-07 | Thu | 2019-03-06 | 11024.85 | 11058.2 | 33.35 | 0.302 | 0.818 | 0.582 | -0.236 |
| 2019-03-14 | Thu | 2019-03-13 | 11326.2 | 11343.25 | 17.05 | 0.151 | 0.943 | 0.505 | -0.438 |
| 2019-03-20 | Wed | 2019-03-19 | 11500.3 | 11521.05 | 20.75 | 0.18 | 0.912 | 0.485 | -0.427 |
| 2019-03-28 | Thu | 2019-03-27 | 11531.45 | 11570.0 | 38.55 | 0.334 | 1.522 | 0.495 | -1.027 |
| 2019-04-04 | Thu | 2019-04-03 | 11735.3 | 11598.0 | -137.3 | -1.17 | 1.72 | 0.219 | -1.501 |
| 2019-04-11 | Thu | 2019-04-10 | 11646.85 | 11596.7 | -50.15 | -0.431 | 1.112 | 0.285 | -0.827 |
| 2019-04-18 | Thu | 2019-04-16 | 11736.2 | 11752.8 | 16.6 | 0.141 | 1.062 | 1.022 | -0.04 |
| 2019-04-25 | Thu | 2019-04-24 | 11601.5 | 11641.8 | 40.3 | 0.347 | 1.878 | 1.683 | -0.195 |
| 2019-05-02 | Thu | 2019-04-30 | 11748.75 | 11724.75 | -24.0 | -0.204 | 1.135 | 0.345 | -0.79 |
| 2019-05-09 | Thu | 2019-05-08 | 11478.7 | 11301.8 | -176.9 | -1.541 | 1.952 | 0.003 | -1.948 |
| 2019-05-16 | Thu | 2019-05-15 | 11271.7 | 11257.1 | -14.6 | -0.13 | 1.329 | 0.134 | -1.195 |
| 2019-05-23 | Thu | 2019-05-22 | 11727.95 | 11657.05 | -70.9 | -0.605 | 3.638 | 2.671 | -0.967 |
| 2019-05-30 | Thu | 2019-05-29 | 11905.8 | 11945.9 | 40.1 | 0.337 | 1.107 | 0.527 | -0.58 |
| 2019-06-06 | Thu | 2019-06-04 | 12052.65 | 11843.75 | -208.9 | -1.733 | 2.198 | 0.353 | -1.845 |
| 2019-06-13 | Thu | 2019-06-12 | 11962.45 | 11914.05 | -48.4 | -0.405 | 1.215 | 0.0 | -1.215 |
| 2019-06-20 | Thu | 2019-06-19 | 11744.45 | 11831.75 | 87.3 | 0.743 | 1.86 | 0.843 | -1.016 |
| 2019-06-27 | Thu | 2019-06-26 | 11768.15 | 11841.55 | 73.4 | 0.624 | 1.305 | 1.215 | -0.09 |
| 2019-07-04 | Thu | 2019-07-03 | 11932.15 | 11946.75 | 14.6 | 0.122 | 0.689 | 0.311 | -0.378 |
| 2019-07-11 | Thu | 2019-07-10 | 11536.15 | 11582.9 | 46.75 | 0.405 | 1.069 | 0.545 | -0.524 |
| 2019-07-18 | Thu | 2019-07-17 | 11670.75 | 11596.9 | -73.85 | -0.633 | 1.065 | 0.308 | -0.757 |
| 2019-07-25 | Thu | 2019-07-24 | 11322.45 | 11252.15 | -70.3 | -0.621 | 1.162 | 0.344 | -0.818 |
| 2019-08-01 | Thu | 2019-07-31 | 11034.05 | 10980.0 | -54.05 | -0.49 | 2.395 | 1.008 | -1.387 |
| 2019-08-08 | Thu | 2019-08-07 | 10958.1 | 11032.45 | 74.35 | 0.678 | 2.027 | 0.912 | -1.115 |
| 2019-08-14 | Wed | 2019-08-13 | 11139.4 | 11029.4 | -110.0 | -0.987 | 2.193 | 0.058 | -2.135 |
| 2019-08-22 | Thu | 2019-08-21 | 11018.15 | 10741.35 | -276.8 | -2.512 | 2.867 | 0.146 | -2.721 |
| 2019-08-29 | Thu | 2019-08-28 | 11101.3 | 10948.3 | -153.0 | -1.378 | 1.867 | 0.255 | -1.612 |
| 2019-09-05 | Thu | 2019-09-04 | 10790.4 | 10847.9 | 57.5 | 0.533 | 1.61 | 1.202 | -0.408 |
| 2019-09-12 | Thu | 2019-09-11 | 11028.5 | 10982.8 | -45.7 | -0.414 | 1.059 | 0.483 | -0.576 |
| 2019-09-19 | Thu | 2019-09-18 | 10872.8 | 10704.8 | -168.0 | -1.545 | 1.976 | 0.114 | -1.863 |
| 2019-09-26 | Thu | 2019-09-25 | 11564.85 | 11571.2 | 6.35 | 0.055 | 1.684 | 0.398 | -1.286 |
| 2019-10-03 | Thu | 2019-10-01 | 11515.4 | 11314.0 | -201.4 | -1.749 | 2.66 | 0.337 | -2.323 |
| 2019-10-10 | Thu | 2019-10-09 | 11152.95 | 11234.55 | 81.6 | 0.732 | 2.075 | 1.512 | -0.563 |
| 2019-10-17 | Thu | 2019-10-16 | 11464.95 | 11586.35 | 121.4 | 1.059 | 1.64 | 1.17 | -0.47 |
| 2019-10-24 | Thu | 2019-10-23 | 11596.2 | 11582.6 | -13.6 | -0.117 | 1.25 | 0.719 | -0.531 |
| 2019-10-31 | Thu | 2019-10-30 | 11883.9 | 11877.45 | -6.45 | -0.054 | 1.351 | 0.514 | -0.837 |
| 2019-11-07 | Thu | 2019-11-06 | 11911.5 | 12012.05 | 100.55 | 0.844 | 1.437 | 0.923 | -0.514 |
| 2019-11-14 | Thu | 2019-11-13 | 11908.3 | 11872.1 | -36.2 | -0.304 | 1.211 | 0.323 | -0.887 |
| 2019-11-21 | Thu | 2019-11-20 | 12004.75 | 11968.4 | -36.35 | -0.303 | 0.681 | 0.282 | -0.399 |
| 2019-11-28 | Thu | 2019-11-27 | 12068.5 | 12151.15 | 82.65 | 0.685 | 0.859 | 0.748 | -0.111 |
| 2019-12-05 | Thu | 2019-12-04 | 11969.95 | 12018.4 | 48.45 | 0.405 | 1.219 | 0.929 | -0.289 |
| 2019-12-12 | Thu | 2019-12-11 | 11867.35 | 11971.8 | 104.45 | 0.88 | 1.459 | 1.164 | -0.295 |
| 2019-12-19 | Thu | 2019-12-18 | 12197.0 | 12259.7 | 62.7 | 0.514 | 0.86 | 0.585 | -0.275 |
| 2019-12-26 | Thu | 2019-12-24 | 12269.25 | 12126.55 | -142.7 | -1.163 | 1.344 | 0.118 | -1.226 |
| 2020-01-02 | Thu | 2020-01-01 | 12202.15 | 12282.2 | 80.05 | 0.656 | 1.021 | 0.719 | -0.302 |
| 2020-01-09 | Thu | 2020-01-08 | 11939.1 | 12215.9 | 276.8 | 2.318 | 2.466 | 2.387 | -0.08 |
| 2020-01-16 | Thu | 2020-01-15 | 12349.4 | 12355.5 | 6.1 | 0.049 | 0.893 | 0.321 | -0.572 |
| 2020-01-23 | Thu | 2020-01-22 | 12218.35 | 12180.35 | -38.0 | -0.311 | 1.122 | 0.055 | -1.068 |
| 2020-01-30 | Thu | 2020-01-29 | 12114.9 | 12035.8 | -79.1 | -0.653 | 1.312 | 0.452 | -0.861 |
| 2020-02-06 | Thu | 2020-02-05 | 12005.85 | 12137.95 | 132.1 | 1.1 | 1.726 | 1.289 | -0.437 |
| 2020-02-13 | Thu | 2020-02-12 | 12151.0 | 12174.65 | 23.65 | 0.195 | 0.757 | 0.665 | -0.092 |
| 2020-02-20 | Thu | 2020-02-19 | 12090.6 | 12080.85 | -9.75 | -0.081 | 0.909 | 0.508 | -0.401 |
| 2020-02-27 | Thu | 2020-02-26 | 11738.55 | 11633.3 | -105.25 | -0.897 | 2.1 | 0.381 | -1.72 |
| 2020-03-05 | Thu | 2020-03-04 | 11351.35 | 11269.0 | -82.35 | -0.725 | 2.708 | 0.336 | -2.372 |
| 2020-03-12 | Thu | 2020-03-11 | 10334.3 | 9590.15 | -744.15 | -7.201 | 10.036 | 2.04 | -7.996 |
| 2020-03-19 | Thu | 2020-03-18 | 9088.45 | 8263.45 | -825.0 | -9.077 | 14.249 | 0.43 | -13.819 |
| 2020-03-26 | Thu | 2020-03-25 | 7735.15 | 8641.45 | 906.3 | 11.717 | 13.371 | 13.108 | -0.264 |
| 2020-04-01 | Wed | 2020-03-31 | 8529.35 | 8253.8 | -275.55 | -3.231 | 5.627 | 1.746 | -3.881 |
| 2020-04-09 | Thu | 2020-04-08 | 8688.9 | 9111.9 | 423.0 | 4.868 | 5.499 | 5.096 | -0.403 |
| 2020-04-16 | Thu | 2020-04-15 | 9196.4 | 8992.8 | -203.6 | -2.214 | 4.777 | 0.705 | -4.072 |
| 2020-04-23 | Thu | 2020-04-22 | 9026.75 | 9313.9 | 287.15 | 3.181 | 4.402 | 3.51 | -0.892 |
| 2020-04-30 | Thu | 2020-04-29 | 9408.6 | 9859.9 | 451.3 | 4.797 | 5.279 | 5.106 | -0.173 |
| 2020-05-07 | Thu | 2020-05-06 | 9226.8 | 9199.05 | -27.75 | -0.301 | 2.497 | 1.302 | -1.195 |
| 2020-05-14 | Thu | 2020-05-13 | 9584.2 | 9142.75 | -441.45 | -4.606 | 4.849 | 0.003 | -4.846 |
| 2020-05-21 | Thu | 2020-05-20 | 8889.15 | 9106.25 | 217.1 | 2.442 | 3.411 | 3.256 | -0.155 |
| 2020-05-28 | Thu | 2020-05-27 | 9082.2 | 9490.1 | 407.9 | 4.491 | 5.582 | 4.724 | -0.858 |
| 2020-06-04 | Thu | 2020-06-03 | 10108.3 | 10029.1 | -79.2 | -0.784 | 2.295 | 0.672 | -1.623 |
| 2020-06-11 | Thu | 2020-06-10 | 10072.6 | 9902.0 | -170.6 | -1.694 | 2.618 | 0.756 | -1.862 |
| 2020-06-18 | Thu | 2020-06-17 | 9876.7 | 10091.65 | 214.95 | 2.176 | 2.809 | 2.374 | -0.434 |
| 2020-06-25 | Thu | 2020-06-24 | 10529.25 | 10288.9 | -240.35 | -2.283 | 3.406 | 0.227 | -3.179 |
| 2020-07-02 | Thu | 2020-07-01 | 10323.8 | 10551.7 | 227.9 | 2.208 | 2.892 | 2.658 | -0.234 |
| 2020-07-09 | Thu | 2020-07-08 | 10818.65 | 10813.45 | -5.2 | -0.048 | 1.583 | 0.27 | -1.313 |
| 2020-07-16 | Thu | 2020-07-15 | 10701.0 | 10739.95 | 38.95 | 0.364 | 2.333 | 1.182 | -1.152 |
| 2020-07-23 | Thu | 2020-07-22 | 11231.2 | 11215.45 | -15.75 | -0.14 | 1.632 | 0.077 | -1.555 |
| 2020-07-30 | Thu | 2020-07-29 | 11276.9 | 11102.15 | -174.75 | -1.55 | 2.274 | 0.572 | -1.702 |
| 2020-08-06 | Thu | 2020-08-05 | 11155.75 | 11200.15 | 44.4 | 0.398 | 1.728 | 0.906 | -0.822 |
| 2020-08-13 | Thu | 2020-08-12 | 11289.0 | 11300.45 | 11.45 | 0.101 | 1.033 | 0.623 | -0.411 |
| 2020-08-20 | Thu | 2020-08-19 | 11452.15 | 11312.2 | -139.95 | -1.222 | 1.489 | 0.072 | -1.418 |
| 2020-08-27 | Thu | 2020-08-26 | 11512.85 | 11559.25 | 46.4 | 0.403 | 1.351 | 0.908 | -0.443 |
| 2020-09-03 | Thu | 2020-09-02 | 11478.55 | 11527.45 | 48.9 | 0.426 | 1.346 | 0.927 | -0.419 |
| 2020-09-10 | Thu | 2020-09-09 | 11218.6 | 11449.25 | 230.65 | 2.056 | 2.486 | 2.188 | -0.298 |
| 2020-09-17 | Thu | 2020-09-16 | 11538.45 | 11516.1 | -22.35 | -0.194 | 1.037 | 0.69 | -0.346 |
| 2020-09-24 | Thu | 2020-09-23 | 11258.75 | 10805.55 | -453.2 | -4.025 | 4.169 | 0.007 | -4.162 |
| 2020-10-01 | Thu | 2020-09-30 | 11244.45 | 11416.95 | 172.5 | 1.534 | 2.17 | 1.638 | -0.533 |
| 2020-10-08 | Thu | 2020-10-07 | 11679.25 | 11834.6 | 155.35 | 1.33 | 2.366 | 1.939 | -0.427 |
| 2020-10-15 | Thu | 2020-10-14 | 11917.4 | 11680.35 | -237.05 | -1.989 | 3.056 | 0.907 | -2.149 |
| 2020-10-22 | Thu | 2020-10-21 | 11958.55 | 11896.45 | -62.1 | -0.519 | 2.031 | 0.503 | -1.529 |
| 2020-10-29 | Thu | 2020-10-28 | 11922.6 | 11670.8 | -251.8 | -2.112 | 2.709 | 0.057 | -2.652 |
| 2020-11-05 | Thu | 2020-11-04 | 11783.35 | 12120.3 | 336.95 | 2.86 | 3.18 | 2.951 | -0.229 |
| 2020-11-12 | Thu | 2020-11-11 | 12680.6 | 12690.8 | 10.2 | 0.08 | 1.567 | 0.703 | -0.864 |
| 2020-11-19 | Thu | 2020-11-18 | 12860.1 | 12771.7 | -88.4 | -0.687 | 1.689 | 0.8 | -0.889 |
| 2020-11-26 | Thu | 2020-11-25 | 13130.0 | 12987.0 | -143.0 | -1.089 | 2.707 | 0.121 | -2.586 |
| 2020-12-03 | Thu | 2020-12-02 | 13121.4 | 13133.9 | 12.5 | 0.095 | 1.776 | 0.726 | -1.051 |
| 2020-12-10 | Thu | 2020-12-09 | 13458.1 | 13478.3 | 20.2 | 0.15 | 1.112 | 0.675 | -0.437 |
| 2020-12-17 | Thu | 2020-12-16 | 13663.1 | 13740.7 | 77.6 | 0.568 | 1.221 | 0.806 | -0.415 |
| 2020-12-24 | Thu | 2020-12-23 | 13473.5 | 13749.25 | 275.75 | 2.047 | 2.52 | 2.214 | -0.307 |
| 2020-12-31 | Thu | 2020-12-30 | 13980.9 | 13981.75 | 0.85 | 0.006 | 1.144 | 0.314 | -0.829 |
| 2021-01-07 | Thu | 2021-01-06 | 14240.95 | 14137.35 | -103.6 | -0.727 | 1.519 | 0.107 | -1.412 |
| 2021-01-14 | Thu | 2021-01-13 | 14639.8 | 14595.6 | -44.2 | -0.302 | 1.487 | 0.093 | -1.394 |
| 2021-01-21 | Thu | 2021-01-20 | 14538.3 | 14590.35 | 52.05 | 0.358 | 1.625 | 1.481 | -0.145 |
| 2021-01-28 | Thu | 2021-01-27 | 14237.95 | 13817.55 | -420.4 | -2.953 | 3.685 | 0.0 | -3.685 |
| 2021-02-04 | Thu | 2021-02-03 | 14754.9 | 14895.65 | 140.75 | 0.954 | 2.301 | 1.076 | -1.225 |
| 2021-02-11 | Thu | 2021-02-10 | 15119.05 | 15173.3 | 54.25 | 0.359 | 1.398 | 0.459 | -0.938 |
| 2021-02-18 | Thu | 2021-02-17 | 15279.9 | 15118.95 | -160.95 | -1.053 | 1.546 | 0.225 | -1.321 |
| 2021-02-25 | Thu | 2021-02-24 | 14729.15 | 15097.35 | 368.2 | 2.5 | 3.079 | 3.037 | -0.041 |
| 2021-03-04 | Thu | 2021-03-03 | 15064.4 | 15080.75 | 16.35 | 0.109 | 1.945 | 1.386 | -0.559 |
| 2021-03-10 | Wed | 2021-03-09 | 15049.9 | 15174.8 | 124.9 | 0.83 | 1.947 | 1.12 | -0.827 |
| 2021-03-18 | Thu | 2021-03-17 | 14946.55 | 14557.85 | -388.7 | -2.601 | 3.198 | 0.067 | -3.131 |
| 2021-03-25 | Thu | 2021-03-24 | 14712.45 | 14324.9 | -387.55 | -2.634 | 3.317 | 0.271 | -3.045 |
| 2021-04-01 | Thu | 2021-03-31 | 14811.85 | 14867.35 | 55.5 | 0.375 | 1.438 | 0.482 | -0.956 |
| 2021-04-08 | Thu | 2021-04-07 | 14716.45 | 14873.8 | 157.35 | 1.069 | 2.272 | 1.819 | -0.453 |
| 2021-04-15 | Thu | 2021-04-13 | 14364.9 | 14581.45 | 216.55 | 1.507 | 2.246 | 1.62 | -0.627 |
| 2021-04-22 | Thu | 2021-04-20 | 14526.7 | 14406.15 | -120.55 | -0.83 | 2.585 | 0.002 | -2.584 |
| 2021-04-29 | Thu | 2021-04-28 | 14710.5 | 14894.9 | 184.4 | 1.254 | 2.375 | 2.269 | -0.106 |
| 2021-05-06 | Thu | 2021-05-05 | 14604.15 | 14724.8 | 120.65 | 0.826 | 1.625 | 0.957 | -0.668 |
| 2021-05-12 | Wed | 2021-05-11 | 14789.7 | 14696.5 | -93.2 | -0.63 | 1.692 | 0.746 | -0.947 |
| 2021-05-20 | Thu | 2021-05-19 | 15058.6 | 14906.05 | -152.55 | -1.013 | 1.65 | 0.497 | -1.153 |
| 2021-05-27 | Thu | 2021-05-26 | 15257.05 | 15337.85 | 80.8 | 0.53 | 1.243 | 0.836 | -0.407 |
| 2021-06-03 | Thu | 2021-06-02 | 15520.35 | 15690.35 | 170.0 | 1.095 | 1.58 | 1.19 | -0.39 |
| 2021-06-10 | Thu | 2021-06-09 | 15766.3 | 15737.75 | -28.55 | -0.181 | 1.481 | 0.217 | -1.265 |
| 2021-06-17 | Thu | 2021-06-16 | 15847.5 | 15691.4 | -156.1 | -0.985 | 1.667 | 0.21 | -1.456 |
| 2021-06-24 | Thu | 2021-06-23 | 15862.8 | 15790.45 | -72.35 | -0.456 | 1.191 | 0.001 | -1.191 |
| 2021-07-01 | Thu | 2021-06-30 | 15776.9 | 15680.0 | -96.9 | -0.614 | 1.091 | 0.394 | -0.696 |
| 2021-07-08 | Thu | 2021-07-07 | 15819.6 | 15727.9 | -91.7 | -0.58 | 1.332 | 0.467 | -0.864 |
| 2021-07-15 | Thu | 2021-07-14 | 15808.7 | 15924.2 | 115.5 | 0.731 | 1.19 | 0.909 | -0.281 |
| 2021-07-22 | Thu | 2021-07-20 | 15703.95 | 15824.05 | 120.1 | 0.765 | 1.632 | 0.833 | -0.799 |
| 2021-07-29 | Thu | 2021-07-28 | 15761.55 | 15778.45 | 16.9 | 0.107 | 1.928 | 0.354 | -1.574 |
| 2021-08-05 | Thu | 2021-08-04 | 16195.25 | 16294.6 | 99.35 | 0.613 | 1.07 | 0.952 | -0.118 |
| 2021-08-12 | Thu | 2021-08-11 | 16327.3 | 16364.4 | 37.1 | 0.227 | 1.304 | 0.295 | -1.009 |
| 2021-08-18 | Wed | 2021-08-17 | 16545.25 | 16568.85 | 23.6 | 0.143 | 1.248 | 0.946 | -0.301 |
| 2021-08-26 | Thu | 2021-08-25 | 16654.0 | 16636.9 | -17.1 | -0.103 | 0.655 | 0.351 | -0.304 |
| 2021-09-02 | Thu | 2021-09-01 | 17185.6 | 17234.15 | 48.55 | 0.283 | 1.108 | 0.349 | -0.76 |
| 2021-09-09 | Thu | 2021-09-08 | 17375.75 | 17369.25 | -6.5 | -0.037 | 0.744 | 0.044 | -0.7 |
| 2021-09-16 | Thu | 2021-09-15 | 17387.65 | 17629.5 | 241.85 | 1.391 | 1.482 | 1.478 | -0.004 |
| 2021-09-23 | Thu | 2021-09-22 | 17580.9 | 17822.95 | 242.05 | 1.377 | 1.82 | 1.496 | -0.324 |
| 2021-09-30 | Thu | 2021-09-29 | 17657.95 | 17618.15 | -39.8 | -0.225 | 1.112 | 0.701 | -0.411 |
| 2021-10-07 | Thu | 2021-10-06 | 17861.5 | 17790.35 | -71.15 | -0.398 | 1.52 | 0.129 | -1.39 |
| 2021-10-14 | Thu | 2021-10-13 | 18097.85 | 18338.55 | 240.7 | 1.33 | 1.658 | 1.397 | -0.26 |
| 2021-10-21 | Thu | 2021-10-20 | 18439.9 | 18178.1 | -261.8 | -1.42 | 2.225 | 0.1 | -2.125 |
| 2021-10-28 | Thu | 2021-10-27 | 18295.85 | 17857.25 | -438.6 | -2.397 | 2.966 | 0.253 | -2.713 |
| 2021-11-03 | Wed | 2021-11-02 | 17970.9 | 17829.2 | -141.7 | -0.788 | 1.415 | 0.23 | -1.185 |
| 2021-11-11 | Thu | 2021-11-10 | 17973.45 | 17873.6 | -99.85 | -0.556 | 1.464 | 0.488 | -0.975 |
| 2021-11-18 | Thu | 2021-11-17 | 17939.35 | 17764.8 | -174.55 | -0.973 | 1.863 | 0.464 | -1.398 |
| 2021-11-25 | Thu | 2021-11-24 | 17550.05 | 17536.25 | -13.8 | -0.079 | 1.418 | 0.288 | -1.13 |
| 2021-12-02 | Thu | 2021-12-01 | 17104.4 | 17401.65 | 297.25 | 1.738 | 2.082 | 1.847 | -0.235 |
| 2021-12-09 | Thu | 2021-12-08 | 17315.25 | 17516.85 | 201.6 | 1.164 | 1.353 | 1.317 | -0.036 |
| 2021-12-16 | Thu | 2021-12-15 | 17323.65 | 17248.4 | -75.25 | -0.434 | 1.122 | 0.322 | -0.801 |
| 2021-12-23 | Thu | 2021-12-22 | 16865.55 | 17072.6 | 207.05 | 1.228 | 1.774 | 1.501 | -0.273 |
| 2021-12-30 | Thu | 2021-12-29 | 17220.1 | 17203.95 | -16.15 | -0.094 | 0.811 | 0.382 | -0.428 |
| 2022-01-06 | Thu | 2022-01-05 | 17820.1 | 17745.9 | -74.2 | -0.416 | 1.623 | 0.699 | -0.923 |
| 2022-01-13 | Thu | 2022-01-12 | 18170.4 | 18257.8 | 87.4 | 0.481 | 0.789 | 0.561 | -0.229 |
| 2022-01-20 | Thu | 2022-01-19 | 18129.2 | 17757.0 | -372.2 | -2.053 | 2.652 | 0.0 | -2.652 |
| 2022-01-27 | Thu | 2022-01-25 | 17001.55 | 17110.15 | 108.6 | 0.639 | 2.778 | 1.809 | -0.969 |
| 2022-02-03 | Thu | 2022-02-02 | 17706.2 | 17560.2 | -146.0 | -0.825 | 1.601 | 0.499 | -1.102 |
| 2022-02-10 | Thu | 2022-02-09 | 17370.1 | 17605.85 | 235.75 | 1.357 | 1.73 | 1.551 | -0.179 |
| 2022-02-17 | Thu | 2022-02-16 | 17408.45 | 17304.6 | -103.85 | -0.597 | 1.463 | 0.472 | -0.991 |
| 2022-02-24 | Thu | 2022-02-23 | 17194.5 | 16247.95 | -946.55 | -5.505 | 5.917 | 0.152 | -5.765 |
| 2022-03-03 | Thu | 2022-03-02 | 16593.1 | 16498.05 | -95.05 | -0.573 | 1.965 | 1.06 | -0.905 |
| 2022-03-10 | Thu | 2022-03-09 | 16078.0 | 16594.9 | 516.9 | 3.215 | 4.772 | 4.225 | -0.547 |
| 2022-03-17 | Thu | 2022-03-16 | 16876.65 | 17287.05 | 410.4 | 2.432 | 3.003 | 2.773 | -0.23 |
| 2022-03-24 | Thu | 2022-03-23 | 17405.05 | 17222.75 | -182.3 | -1.047 | 2.018 | 0.215 | -1.803 |
| 2022-03-31 | Thu | 2022-03-30 | 17468.15 | 17464.75 | -3.4 | -0.019 | 0.988 | 0.525 | -0.463 |
| 2022-04-07 | Thu | 2022-04-06 | 17842.75 | 17639.55 | -203.2 | -1.139 | 1.554 | 0.326 | -1.228 |
| 2022-04-13 | Wed | 2022-04-12 | 17584.85 | 17475.65 | -109.2 | -0.621 | 1.258 | 0.448 | -0.81 |
| 2022-04-21 | Thu | 2022-04-20 | 17045.25 | 17392.6 | 347.35 | 2.038 | 2.556 | 2.167 | -0.389 |
| 2022-04-28 | Thu | 2022-04-27 | 17073.35 | 17245.05 | 171.7 | 1.006 | 2.132 | 1.459 | -0.673 |
| 2022-05-05 | Thu | 2022-05-04 | 17096.6 | 16682.65 | -413.95 | -2.421 | 2.977 | 0.212 | -2.765 |
| 2022-05-12 | Thu | 2022-05-11 | 16270.05 | 15808.0 | -462.05 | -2.84 | 3.583 | 0.299 | -3.284 |
| 2022-05-19 | Thu | 2022-05-18 | 16318.15 | 15809.4 | -508.75 | -3.118 | 3.828 | 0.5 | -3.327 |
| 2022-05-26 | Thu | 2022-05-25 | 16196.35 | 16170.15 | -26.2 | -0.162 | 1.974 | 0.167 | -1.807 |
| 2022-06-02 | Thu | 2022-06-01 | 16594.4 | 16628.0 | 33.6 | 0.202 | 1.268 | 0.33 | -0.937 |
| 2022-06-09 | Thu | 2022-06-08 | 16474.95 | 16478.1 | 3.15 | 0.019 | 1.642 | 0.239 | -1.403 |
| 2022-06-16 | Thu | 2022-06-15 | 15729.25 | 15360.6 | -368.65 | -2.344 | 3.357 | 0.851 | -2.506 |
| 2022-06-23 | Thu | 2022-06-22 | 15545.65 | 15556.65 | 11.0 | 0.071 | 1.679 | 0.533 | -1.146 |
| 2022-06-30 | Thu | 2022-06-29 | 15701.7 | 15780.25 | 78.55 | 0.5 | 1.288 | 1.199 | -0.089 |
| 2022-07-07 | Thu | 2022-07-06 | 15818.2 | 16132.9 | 314.7 | 1.989 | 2.21 | 2.101 | -0.109 |
| 2022-07-14 | Thu | 2022-07-13 | 16128.2 | 15938.65 | -189.55 | -1.175 | 1.747 | 0.073 | -1.674 |
| 2022-07-21 | Thu | 2022-07-20 | 16562.8 | 16605.25 | 42.45 | 0.256 | 0.864 | 0.387 | -0.476 |
| 2022-07-28 | Thu | 2022-07-27 | 16475.35 | 16929.6 | 454.25 | 2.757 | 3.089 | 2.867 | -0.222 |
| 2022-08-04 | Thu | 2022-08-03 | 17349.25 | 17382.0 | 32.75 | 0.189 | 1.899 | 0.815 | -1.084 |
| 2022-08-11 | Thu | 2022-08-10 | 17566.1 | 17659.0 | 92.9 | 0.529 | 1.574 | 0.872 | -0.702 |
| 2022-08-18 | Thu | 2022-08-17 | 17868.15 | 17956.5 | 88.35 | 0.494 | 0.756 | 0.561 | -0.195 |
| 2022-08-25 | Thu | 2022-08-24 | 17525.45 | 17522.45 | -3.0 | -0.017 | 1.364 | 1.147 | -0.217 |
| 2022-09-01 | Thu | 2022-08-30 | 17414.95 | 17542.8 | 127.85 | 0.734 | 2.16 | 2.083 | -0.077 |
| 2022-09-08 | Thu | 2022-09-07 | 17519.4 | 17798.75 | 279.35 | 1.595 | 1.846 | 1.645 | -0.2 |
| 2022-09-15 | Thu | 2022-09-14 | 17771.15 | 17877.4 | 106.25 | 0.598 | 1.829 | 1.829 | 0.0 |
| 2022-09-22 | Thu | 2022-09-21 | 17766.35 | 17629.8 | -136.55 | -0.769 | 1.724 | 0.407 | -1.317 |
| 2022-09-29 | Thu | 2022-09-28 | 16870.55 | 16818.1 | -52.45 | -0.311 | 1.476 | 0.99 | -0.486 |
| 2022-10-06 | Thu | 2022-10-04 | 17147.45 | 17331.8 | 184.35 | 1.075 | 1.817 | 1.641 | -0.176 |
| 2022-10-13 | Thu | 2022-10-12 | 17025.55 | 17014.35 | -11.2 | -0.066 | 1.089 | 0.686 | -0.403 |
| 2022-10-20 | Thu | 2022-10-19 | 17568.15 | 17563.95 | -4.2 | -0.024 | 1.062 | 0.225 | -0.838 |
| 2022-10-27 | Thu | 2022-10-25 | 17808.3 | 17736.95 | -71.35 | -0.401 | 0.98 | 0.018 | -0.962 |
| 2022-11-03 | Thu | 2022-11-02 | 18177.9 | 18052.7 | -125.2 | -0.689 | 1.208 | 0.005 | -1.203 |
| 2022-11-10 | Thu | 2022-11-09 | 18288.25 | 18028.2 | -260.05 | -1.422 | 1.788 | 0.045 | -1.743 |
| 2022-11-17 | Thu | 2022-11-16 | 18398.25 | 18343.9 | -54.35 | -0.295 | 0.702 | 0.239 | -0.464 |
| 2022-11-24 | Thu | 2022-11-23 | 18325.2 | 18484.1 | 158.9 | 0.867 | 1.548 | 1.116 | -0.432 |
| 2022-12-01 | Thu | 2022-11-30 | 18625.7 | 18812.5 | 186.8 | 1.003 | 1.455 | 1.406 | -0.049 |
| 2022-12-08 | Thu | 2022-12-07 | 18638.85 | 18609.35 | -29.5 | -0.158 | 0.751 | 0.158 | -0.593 |
| 2022-12-15 | Thu | 2022-12-14 | 18671.25 | 18414.9 | -256.35 | -1.373 | 1.652 | 0.133 | -1.519 |
| 2022-12-21 | Wed | 2022-12-20 | 18340.3 | 18199.1 | -141.2 | -0.77 | 1.694 | 0.725 | -0.968 |
| 2022-12-22 | Thu | 2022-12-21 | 18435.15 | 18127.35 | -307.8 | -1.67 | 2.196 | 0.207 | -1.988 |
| 2022-12-29 | Thu | 2022-12-28 | 18084.75 | 18191.0 | 106.25 | 0.588 | 1.31 | 0.802 | -0.508 |
| 2023-01-05 | Thu | 2023-01-04 | 18230.65 | 17992.15 | -238.5 | -1.308 | 1.922 | 0.068 | -1.854 |
| 2023-01-12 | Thu | 2023-01-11 | 17924.25 | 17858.2 | -66.05 | -0.368 | 1.198 | 0.291 | -0.907 |
| 2023-01-19 | Thu | 2023-01-18 | 18074.3 | 18107.85 | 33.55 | 0.186 | 0.837 | 0.606 | -0.232 |
| 2023-01-25 | Wed | 2023-01-24 | 18183.95 | 17891.95 | -292.0 | -1.606 | 1.953 | 0.095 | -1.858 |
| 2023-02-02 | Thu | 2023-02-01 | 17811.6 | 17610.4 | -201.2 | -1.13 | 3.474 | 0.902 | -2.572 |
| 2023-02-09 | Thu | 2023-02-08 | 17750.3 | 17893.45 | 143.15 | 0.806 | 0.973 | 0.939 | -0.035 |
| 2023-02-16 | Thu | 2023-02-15 | 17896.6 | 18035.85 | 139.25 | 0.778 | 1.57 | 1.331 | -0.239 |
| 2023-02-23 | Thu | 2023-02-22 | 17755.35 | 17511.25 | -244.1 | -1.375 | 1.786 | 0.097 | -1.689 |
| 2023-03-02 | Thu | 2023-03-01 | 17360.1 | 17321.9 | -38.2 | -0.22 | 0.932 | 0.62 | -0.312 |
| 2023-03-09 | Thu | 2023-03-08 | 17665.75 | 17589.6 | -76.15 | -0.431 | 1.125 | 0.603 | -0.522 |
| 2023-03-16 | Thu | 2023-03-15 | 17166.45 | 16985.6 | -180.85 | -1.054 | 2.104 | 0.262 | -1.843 |
| 2023-03-23 | Thu | 2023-03-22 | 17177.45 | 17076.9 | -100.55 | -0.585 | 0.943 | 0.173 | -0.769 |
| 2023-03-29 | Wed | 2023-03-28 | 17031.75 | 17080.7 | 48.95 | 0.287 | 1.247 | 0.554 | -0.693 |
| 2023-04-06 | Thu | 2023-04-05 | 17422.3 | 17599.15 | 176.85 | 1.015 | 1.355 | 1.242 | -0.112 |
| 2023-04-13 | Thu | 2023-04-12 | 17759.55 | 17828.0 | 68.45 | 0.385 | 0.703 | 0.465 | -0.238 |
| 2023-04-20 | Thu | 2023-04-19 | 17653.35 | 17624.45 | -28.9 | -0.164 | 0.593 | 0.176 | -0.416 |
| 2023-04-27 | Thu | 2023-04-26 | 17767.3 | 17915.05 | 147.75 | 0.832 | 1.24 | 0.925 | -0.316 |
| 2023-05-04 | Thu | 2023-05-03 | 18113.8 | 18255.8 | 142.0 | 0.784 | 1.242 | 0.848 | -0.394 |
| 2023-05-11 | Thu | 2023-05-10 | 18313.6 | 18297.0 | -16.6 | -0.091 | 0.971 | 0.416 | -0.555 |
| 2023-05-18 | Thu | 2023-05-17 | 18300.45 | 18129.95 | -170.5 | -0.932 | 1.116 | 0.047 | -1.069 |
| 2023-05-25 | Thu | 2023-05-24 | 18294.8 | 18321.15 | 26.35 | 0.144 | 1.04 | 0.535 | -0.505 |
| 2023-06-01 | Thu | 2023-05-31 | 18594.2 | 18487.75 | -106.45 | -0.572 | 0.749 | 0.052 | -0.697 |
| 2023-06-08 | Thu | 2023-06-07 | 18665.6 | 18634.55 | -31.05 | -0.166 | 0.87 | 0.602 | -0.268 |
| 2023-06-15 | Thu | 2023-06-14 | 18744.6 | 18688.1 | -56.5 | -0.301 | 0.667 | 0.264 | -0.403 |
| 2023-06-22 | Thu | 2023-06-21 | 18849.4 | 18771.25 | -78.15 | -0.415 | 0.674 | 0.197 | -0.477 |
| 2023-06-27 | Tue | 2023-06-26 | 18682.35 | 18817.4 | 135.05 | 0.723 | 0.977 | 0.786 | -0.191 |
| 2023-06-28 | Wed | 2023-06-27 | 18748.55 | 18972.1 | 223.55 | 1.192 | 1.584 | 1.401 | -0.183 |
| 2023-07-06 | Thu | 2023-07-05 | 19405.95 | 19497.3 | 91.35 | 0.471 | 0.889 | 0.548 | -0.342 |
| 2023-07-13 | Thu | 2023-07-12 | 19497.45 | 19413.75 | -83.7 | -0.429 | 1.053 | 0.357 | -0.696 |
| 2023-07-20 | Thu | 2023-07-19 | 19802.95 | 19979.15 | 176.2 | 0.89 | 1.335 | 0.954 | -0.381 |
| 2023-07-27 | Thu | 2023-07-26 | 19733.35 | 19659.9 | -73.45 | -0.372 | 1.338 | 0.68 | -0.658 |
| 2023-08-03 | Thu | 2023-08-02 | 19655.4 | 19381.65 | -273.75 | -1.393 | 1.942 | 0.116 | -1.826 |
| 2023-08-10 | Thu | 2023-08-09 | 19578.8 | 19543.1 | -35.7 | -0.182 | 0.909 | 0.341 | -0.568 |
| 2023-08-17 | Thu | 2023-08-16 | 19369.0 | 19365.25 | -3.75 | -0.019 | 0.855 | 0.587 | -0.267 |
| 2023-08-24 | Thu | 2023-08-23 | 19439.2 | 19386.7 | -52.5 | -0.27 | 1.121 | 0.747 | -0.373 |
| 2023-08-31 | Thu | 2023-08-30 | 19433.45 | 19253.8 | -179.65 | -0.924 | 1.179 | 0.1 | -1.08 |
| 2023-09-07 | Thu | 2023-09-06 | 19581.2 | 19727.05 | 145.85 | 0.745 | 1.254 | 0.796 | -0.458 |
| 2023-09-14 | Thu | 2023-09-13 | 19989.5 | 20103.1 | 113.6 | 0.568 | 1.118 | 0.891 | -0.227 |
| 2023-09-21 | Thu | 2023-09-20 | 19980.75 | 19742.35 | -238.4 | -1.193 | 1.705 | 0.35 | -1.355 |
| 2023-09-28 | Thu | 2023-09-27 | 19637.05 | 19523.55 | -113.5 | -0.578 | 1.398 | 0.66 | -0.738 |
| 2023-10-05 | Thu | 2023-10-04 | 19446.3 | 19545.75 | 99.45 | 0.511 | 1.251 | 0.672 | -0.58 |
| 2023-10-12 | Thu | 2023-10-11 | 19767.0 | 19794.0 | 27.0 | 0.137 | 0.437 | 0.386 | -0.051 |
| 2023-10-19 | Thu | 2023-10-18 | 19820.45 | 19624.7 | -195.75 | -0.988 | 1.658 | 0.103 | -1.554 |
| 2023-10-26 | Thu | 2023-10-25 | 19286.45 | 18857.25 | -429.2 | -2.225 | 2.641 | 0.316 | -2.326 |
| 2023-11-02 | Thu | 2023-11-01 | 19064.05 | 19133.25 | 69.2 | 0.363 | 1.057 | 0.583 | -0.474 |
| 2023-11-09 | Thu | 2023-11-08 | 19449.6 | 19395.3 | -54.3 | -0.279 | 0.442 | 0.076 | -0.366 |
| 2023-11-16 | Thu | 2023-11-15 | 19651.4 | 19765.2 | 113.8 | 0.579 | 1.504 | 1.139 | -0.365 |
| 2023-11-23 | Thu | 2023-11-22 | 19784.0 | 19802.0 | 18.0 | 0.091 | 0.866 | 0.461 | -0.405 |
| 2023-11-30 | Thu | 2023-11-29 | 19976.55 | 20133.15 | 156.6 | 0.784 | 1.013 | 0.912 | -0.101 |
| 2023-12-07 | Thu | 2023-12-06 | 20950.75 | 20901.15 | -49.6 | -0.237 | 0.531 | 0.053 | -0.477 |
| 2023-12-14 | Thu | 2023-12-13 | 20929.75 | 21182.7 | 252.95 | 1.209 | 2.109 | 1.343 | -0.766 |
| 2023-12-21 | Thu | 2023-12-20 | 21543.5 | 21255.05 | -288.45 | -1.339 | 2.86 | 0.23 | -2.63 |
| 2023-12-28 | Thu | 2023-12-27 | 21497.65 | 21778.7 | 281.05 | 1.307 | 1.422 | 1.413 | -0.009 |
| 2024-01-04 | Thu | 2024-01-03 | 21661.1 | 21658.6 | -2.5 | -0.012 | 0.855 | 0.113 | -0.742 |
| 2024-01-11 | Thu | 2024-01-10 | 21529.3 | 21647.2 | 117.9 | 0.548 | 1.291 | 0.916 | -0.375 |
| 2024-01-18 | Thu | 2024-01-17 | 21647.25 | 21462.25 | -185.0 | -0.855 | 2.614 | 0.944 | -1.671 |
| 2024-01-25 | Thu | 2024-01-24 | 21185.25 | 21352.6 | 167.35 | 0.79 | 1.629 | 1.402 | -0.227 |
| 2024-02-01 | Thu | 2024-01-31 | 21487.25 | 21697.45 | 210.2 | 0.978 | 1.788 | 1.609 | -0.179 |
| 2024-02-08 | Thu | 2024-02-07 | 22045.05 | 21717.95 | -327.1 | -1.484 | 1.76 | 0.037 | -1.723 |
| 2024-02-15 | Thu | 2024-02-14 | 21578.15 | 21910.75 | 332.6 | 1.541 | 1.963 | 1.741 | -0.222 |
| 2024-02-22 | Thu | 2024-02-21 | 22248.85 | 22217.45 | -31.4 | -0.141 | 1.696 | 0.016 | -1.679 |
| 2024-02-29 | Thu | 2024-02-28 | 22214.1 | 21982.8 | -231.3 | -1.041 | 1.659 | 0.068 | -1.591 |
| 2024-03-07 | Thu | 2024-03-06 | 22327.5 | 22493.55 | 166.05 | 0.744 | 1.349 | 0.887 | -0.462 |
| 2024-03-14 | Thu | 2024-03-13 | 22432.2 | 22146.65 | -285.55 | -1.273 | 2.412 | 0.065 | -2.347 |
| 2024-03-21 | Thu | 2024-03-20 | 21843.9 | 22011.95 | 168.05 | 0.769 | 1.697 | 1.085 | -0.612 |
| 2024-03-28 | Thu | 2024-03-27 | 22053.95 | 22326.9 | 272.95 | 1.238 | 2.1 | 2.095 | -0.005 |
| 2024-04-04 | Thu | 2024-04-03 | 22385.7 | 22514.65 | 128.95 | 0.576 | 1.408 | 1.042 | -0.366 |
| 2024-04-10 | Wed | 2024-04-09 | 22765.1 | 22753.8 | -11.3 | -0.05 | 0.718 | 0.047 | -0.671 |
| 2024-04-18 | Thu | 2024-04-16 | 22125.3 | 21995.85 | -129.45 | -0.585 | 1.649 | 0.909 | -0.739 |
| 2024-04-25 | Thu | 2024-04-24 | 22421.55 | 22570.35 | 148.8 | 0.664 | 1.43 | 0.912 | -0.519 |
| 2024-05-02 | Thu | 2024-04-30 | 22679.65 | 22648.2 | -31.45 | -0.139 | 0.95 | 0.457 | -0.493 |
| 2024-05-09 | Thu | 2024-05-08 | 22231.2 | 21957.5 | -273.7 | -1.231 | 1.962 | 0.618 | -1.344 |
| 2024-05-16 | Thu | 2024-05-15 | 22255.6 | 22403.85 | 148.25 | 0.666 | 1.697 | 0.794 | -0.903 |
| 2024-05-23 | Thu | 2024-05-22 | 22576.6 | 22967.65 | 391.05 | 1.732 | 2.261 | 1.847 | -0.414 |
| 2024-05-30 | Thu | 2024-05-29 | 22762.75 | 22488.65 | -274.1 | -1.204 | 1.795 | 0.276 | -1.519 |
| 2024-06-06 | Thu | 2024-06-05 | 22128.35 | 22821.4 | 693.05 | 3.132 | 5.053 | 3.533 | -1.52 |
| 2024-06-13 | Thu | 2024-06-12 | 23344.45 | 23398.9 | 54.45 | 0.233 | 0.793 | 0.585 | -0.208 |
| 2024-06-20 | Thu | 2024-06-19 | 23629.85 | 23567.0 | -62.85 | -0.266 | 1.063 | 0.145 | -0.918 |
| 2024-06-27 | Thu | 2024-06-26 | 23723.1 | 24044.5 | 321.4 | 1.355 | 1.758 | 1.536 | -0.222 |
| 2024-07-04 | Thu | 2024-07-03 | 24291.75 | 24302.15 | 10.4 | 0.043 | 0.798 | 0.45 | -0.348 |
| 2024-07-11 | Thu | 2024-07-10 | 24459.85 | 24315.95 | -143.9 | -0.588 | 1.305 | 0.005 | -1.3 |
| 2024-07-18 | Thu | 2024-07-16 | 24615.9 | 24800.85 | 184.95 | 0.751 | 1.354 | 0.901 | -0.453 |
| 2024-07-25 | Thu | 2024-07-24 | 24444.95 | 24406.1 | -38.85 | -0.159 | 1.2 | 0.243 | -0.958 |
| 2024-08-01 | Thu | 2024-07-31 | 24886.7 | 25010.9 | 124.2 | 0.499 | 0.891 | 0.77 | -0.121 |
| 2024-08-08 | Thu | 2024-08-07 | 24289.4 | 24117.0 | -172.4 | -0.71 | 1.074 | 0.21 | -0.863 |
| 2024-08-14 | Wed | 2024-08-13 | 24342.35 | 24143.75 | -198.6 | -0.816 | 1.069 | 0.072 | -0.997 |
| 2024-08-22 | Thu | 2024-08-21 | 24680.55 | 24811.5 | 130.95 | 0.531 | 0.862 | 0.757 | -0.106 |
| 2024-08-29 | Thu | 2024-08-28 | 25030.8 | 25151.95 | 121.15 | 0.484 | 0.912 | 0.648 | -0.264 |
| 2024-09-05 | Thu | 2024-09-04 | 25089.95 | 25145.1 | 55.15 | 0.22 | 0.764 | 0.739 | -0.025 |
| 2024-09-12 | Thu | 2024-09-11 | 25034.0 | 25388.9 | 354.9 | 1.418 | 2.19 | 1.595 | -0.595 |
| 2024-09-19 | Thu | 2024-09-18 | 25402.4 | 25415.8 | 13.4 | 0.053 | 1.285 | 0.825 | -0.46 |
| 2024-09-26 | Thu | 2024-09-25 | 25899.45 | 26216.05 | 316.6 | 1.222 | 1.465 | 1.357 | -0.108 |
| 2024-10-03 | Thu | 2024-10-01 | 25788.45 | 25250.1 | -538.35 | -2.088 | 2.626 | 0.462 | -2.164 |
| 2024-10-10 | Thu | 2024-10-09 | 25065.8 | 24998.45 | -67.35 | -0.269 | 1.142 | 0.671 | -0.471 |
| 2024-10-17 | Thu | 2024-10-16 | 25008.55 | 24749.85 | -258.7 | -1.034 | 1.458 | 0.339 | -1.118 |
| 2024-10-24 | Thu | 2024-10-23 | 24378.15 | 24399.4 | 21.25 | 0.087 | 1.079 | 0.927 | -0.152 |
| 2024-10-31 | Thu | 2024-10-30 | 24371.45 | 24205.35 | -166.1 | -0.682 | 1.336 | 0.52 | -0.816 |
| 2024-11-07 | Thu | 2024-11-06 | 24308.75 | 24199.35 | -109.4 | -0.45 | 1.475 | 0.941 | -0.534 |
| 2024-11-14 | Thu | 2024-11-13 | 23822.45 | 23532.7 | -289.75 | -1.216 | 1.635 | 0.215 | -1.42 |
| 2024-11-21 | Thu | 2024-11-19 | 23529.55 | 23349.9 | -179.65 | -0.764 | 2.199 | 1.067 | -1.132 |
| 2024-11-28 | Thu | 2024-11-27 | 24204.8 | 23914.15 | -290.65 | -1.201 | 1.988 | 0.619 | -1.369 |
| 2024-12-05 | Thu | 2024-12-04 | 24488.75 | 24708.4 | 219.65 | 0.897 | 2.296 | 1.507 | -0.789 |
| 2024-12-12 | Thu | 2024-12-11 | 24620.5 | 24548.7 | -71.8 | -0.292 | 0.665 | 0.289 | -0.376 |
| 2024-12-19 | Thu | 2024-12-18 | 24297.95 | 23951.7 | -346.25 | -1.425 | 2.157 | 0.397 | -1.76 |
| 2024-12-26 | Thu | 2024-12-24 | 23769.1 | 23750.2 | -18.9 | -0.08 | 0.901 | 0.415 | -0.486 |
| 2025-01-02 | Thu | 2025-01-01 | 23637.65 | 24188.65 | 551.0 | 2.331 | 2.809 | 2.492 | -0.317 |
| 2025-01-09 | Thu | 2025-01-08 | 23746.65 | 23526.5 | -220.15 | -0.927 | 1.077 | 0.022 | -1.055 |
| 2025-01-16 | Thu | 2025-01-15 | 23250.45 | 23311.8 | 61.35 | 0.264 | 1.055 | 0.607 | -0.447 |
| 2025-01-23 | Thu | 2025-01-22 | 23099.15 | 23205.35 | 106.2 | 0.46 | 1.253 | 0.743 | -0.51 |
| 2025-01-30 | Thu | 2025-01-29 | 23026.75 | 23249.5 | 222.75 | 0.967 | 1.501 | 1.282 | -0.218 |
| 2025-02-06 | Thu | 2025-02-05 | 23801.75 | 23603.35 | -198.4 | -0.834 | 1.055 | 0.023 | -1.031 |
| 2025-02-13 | Thu | 2025-02-12 | 23050.8 | 23031.4 | -19.4 | -0.084 | 1.896 | 0.801 | -1.095 |
| 2025-02-20 | Thu | 2025-02-19 | 22847.25 | 22913.15 | 65.9 | 0.288 | 1.038 | 0.887 | -0.151 |
| 2025-02-27 | Thu | 2025-02-25 | 22516.45 | 22545.05 | 28.6 | 0.127 | 0.519 | 0.483 | -0.036 |
| 2025-03-06 | Thu | 2025-03-05 | 22073.05 | 22544.7 | 471.65 | 2.137 | 2.214 | 2.19 | -0.024 |
| 2025-03-13 | Thu | 2025-03-12 | 22536.35 | 22397.2 | -139.15 | -0.617 | 1.1 | 0.182 | -0.918 |
| 2025-03-20 | Thu | 2025-03-19 | 22874.95 | 23190.65 | 315.7 | 1.38 | 1.787 | 1.494 | -0.293 |
| 2025-03-27 | Thu | 2025-03-26 | 23700.95 | 23591.95 | -109.0 | -0.46 | 1.368 | 0.15 | -1.218 |
| 2025-04-03 | Thu | 2025-04-02 | 23192.6 | 23250.1 | 57.5 | 0.248 | 0.88 | 0.679 | -0.202 |
| 2025-04-09 | Wed | 2025-04-08 | 22446.75 | 22399.15 | -47.6 | -0.212 | 1.899 | 1.116 | -0.784 |
| 2025-04-17 | Thu | 2025-04-16 | 23344.1 | 23851.65 | 507.55 | 2.174 | 2.567 | 2.263 | -0.304 |
| 2025-04-24 | Thu | 2025-04-23 | 24357.6 | 24246.7 | -110.9 | -0.455 | 0.983 | 0.007 | -0.976 |
| 2025-04-30 | Wed | 2025-04-29 | 24370.7 | 24334.2 | -36.5 | -0.15 | 1.062 | 0.357 | -0.706 |
| 2025-05-08 | Thu | 2025-05-07 | 24233.3 | 24273.8 | 40.5 | 0.167 | 1.235 | 0.893 | -0.343 |
| 2025-05-15 | Thu | 2025-05-14 | 24613.8 | 25062.1 | 448.3 | 1.821 | 2.526 | 2.041 | -0.485 |
| 2025-05-22 | Thu | 2025-05-21 | 24744.25 | 24609.7 | -134.55 | -0.544 | 1.955 | 0.816 | -1.139 |
| 2025-05-29 | Thu | 2025-05-28 | 24832.5 | 24833.6 | 1.1 | 0.004 | 0.867 | 0.242 | -0.625 |
| 2025-06-05 | Thu | 2025-06-04 | 24560.45 | 24750.9 | 190.45 | 0.775 | 1.504 | 1.382 | -0.122 |
| 2025-06-12 | Thu | 2025-06-11 | 25134.15 | 24888.2 | -245.95 | -0.979 | 1.578 | 0.351 | -1.226 |
| 2025-06-19 | Thu | 2025-06-18 | 24788.35 | 24793.25 | 4.9 | 0.02 | 0.864 | 0.642 | -0.222 |
| 2025-06-26 | Thu | 2025-06-25 | 25150.35 | 25549.0 | 398.65 | 1.585 | 1.75 | 1.65 | -0.101 |
| 2025-07-03 | Thu | 2025-07-02 | 25588.3 | 25405.3 | -183.0 | -0.715 | 0.896 | 0.077 | -0.819 |
| 2025-07-10 | Thu | 2025-07-09 | 25514.6 | 25355.25 | -159.35 | -0.625 | 0.816 | 0.134 | -0.683 |
| 2025-07-17 | Thu | 2025-07-16 | 25196.6 | 25111.45 | -85.15 | -0.338 | 0.612 | 0.233 | -0.379 |
| 2025-07-24 | Thu | 2025-07-23 | 25139.35 | 25062.1 | -77.25 | -0.307 | 0.905 | 0.425 | -0.48 |
| 2025-07-31 | Thu | 2025-07-30 | 24890.4 | 24768.35 | -122.05 | -0.49 | 1.292 | 0.266 | -1.026 |
| 2025-08-07 | Thu | 2025-08-06 | 24641.35 | 24596.15 | -45.2 | -0.183 | 1.328 | 0.122 | -1.206 |
| 2025-08-14 | Thu | 2025-08-13 | 24586.2 | 24631.3 | 45.1 | 0.183 | 0.563 | 0.356 | -0.207 |
| 2025-08-21 | Thu | 2025-08-20 | 24965.8 | 25083.75 | 117.95 | 0.472 | 0.897 | 0.752 | -0.145 |
| 2025-08-28 | Thu | 2025-08-26 | 24899.5 | 24500.9 | -398.6 | -1.601 | 1.759 | 0.081 | -1.678 |
| 2025-09-02 | Tue | 2025-09-01 | 24432.7 | 24579.6 | 146.9 | 0.601 | 1.324 | 1.324 | 0.0 |
| 2025-09-09 | Tue | 2025-09-08 | 24802.6 | 24868.6 | 66.0 | 0.266 | 0.565 | 0.36 | -0.206 |
| 2025-09-16 | Tue | 2025-09-15 | 25118.9 | 25239.1 | 120.2 | 0.479 | 0.847 | 0.567 | -0.279 |
| 2025-09-23 | Tue | 2025-09-22 | 25238.1 | 25169.5 | -68.6 | -0.272 | 0.979 | 0.371 | -0.608 |
| 2025-09-30 | Tue | 2025-09-29 | 24728.55 | 24611.1 | -117.45 | -0.475 | 0.823 | 0.254 | -0.57 |
| 2025-10-07 | Tue | 2025-10-06 | 24916.55 | 25108.3 | 191.75 | 0.77 | 1.362 | 1.221 | -0.14 |
| 2025-10-14 | Tue | 2025-10-13 | 25177.3 | 25145.5 | -31.8 | -0.126 | 0.992 | 0.528 | -0.464 |
| 2025-10-20 | Mon | 2025-10-17 | 25546.85 | 25843.15 | 296.3 | 1.16 | 1.635 | 1.485 | -0.15 |
| 2025-10-28 | Tue | 2025-10-27 | 25843.2 | 25936.2 | 93.0 | 0.36 | 0.896 | 0.768 | -0.128 |
| 2025-11-04 | Tue | 2025-11-03 | 25696.85 | 25597.65 | -99.2 | -0.386 | 0.874 | 0.413 | -0.461 |
| 2025-11-11 | Tue | 2025-11-10 | 25503.5 | 25694.95 | 191.45 | 0.751 | 1.045 | 0.832 | -0.213 |
| 2025-11-18 | Tue | 2025-11-17 | 25948.2 | 25910.05 | -38.15 | -0.147 | 0.591 | 0.315 | -0.276 |
| 2025-11-25 | Tue | 2025-11-24 | 26122.8 | 25884.8 | -238.0 | -0.911 | 1.092 | 0.077 | -1.016 |
| 2025-12-02 | Tue | 2025-12-01 | 26325.8 | 26032.2 | -293.6 | -1.115 | 1.246 | 0.0 | -1.246 |
| 2025-12-09 | Tue | 2025-12-08 | 26159.8 | 25839.65 | -320.15 | -1.224 | 1.723 | 0.072 | -1.651 |
| 2025-12-16 | Tue | 2025-12-15 | 25930.05 | 25860.1 | -69.95 | -0.27 | 0.821 | 0.452 | -0.369 |
| 2025-12-23 | Tue | 2025-12-22 | 26055.85 | 26177.15 | 121.3 | 0.466 | 0.713 | 0.682 | -0.031 |
| 2025-12-26 | Fri | 2025-12-24 | 26170.65 | 26042.3 | -128.35 | -0.49 | 0.87 | 0.251 | -0.619 |
| 2025-12-30 | Tue | 2025-12-29 | 26063.35 | 25938.85 | -124.5 | -0.478 | 0.878 | 0.167 | -0.711 |
| 2026-01-06 | Tue | 2026-01-05 | 26333.7 | 26178.7 | -155.0 | -0.589 | 0.943 | 0.15 | -0.793 |
| 2026-01-13 | Tue | 2026-01-12 | 25669.05 | 25732.3 | 63.25 | 0.246 | 1.661 | 0.899 | -0.762 |
| 2026-01-20 | Tue | 2026-01-19 | 25653.1 | 25232.5 | -420.6 | -1.64 | 1.879 | 0.001 | -1.878 |
| 2026-01-27 | Tue | 2026-01-23 | 25344.6 | 25175.4 | -169.2 | -0.668 | 1.639 | 0.013 | -1.626 |
| 2026-02-03 | Tue | 2026-02-02 | 24796.5 | 25727.55 | 931.05 | 3.755 | 6.702 | 6.23 | -0.472 |
| 2026-02-10 | Tue | 2026-02-09 | 25888.7 | 25935.15 | 46.45 | 0.179 | 0.806 | 0.389 | -0.416 |
| 2026-02-17 | Tue | 2026-02-16 | 25423.6 | 25725.4 | 301.8 | 1.187 | 1.541 | 1.34 | -0.2 |
| 2026-02-24 | Tue | 2026-02-23 | 25678.4 | 25424.65 | -253.75 | -0.988 | 1.728 | 0.362 | -1.366 |
| 2026-03-02 | Mon | 2026-02-27 | 25459.85 | 24865.7 | -594.15 | -2.334 | 3.429 | 0.065 | -3.364 |
| 2026-03-10 | Tue | 2026-03-09 | 23868.05 | 24261.6 | 393.55 | 1.649 | 2.539 | 1.826 | -0.713 |
| 2026-03-17 | Tue | 2026-03-16 | 23116.1 | 23581.15 | 465.05 | 2.012 | 3.035 | 2.339 | -0.696 |
| 2026-03-24 | Tue | 2026-03-23 | 22824.35 | 22912.4 | 88.05 | 0.386 | 2.568 | 1.021 | -1.547 |
| 2026-03-30 | Mon | 2026-03-27 | 23173.55 | 22331.4 | -842.15 | -3.634 | 3.893 | 0.054 | -3.839 |
| 2026-04-07 | Tue | 2026-04-06 | 22780.3 | 23123.65 | 343.35 | 1.507 | 2.682 | 1.64 | -1.042 |
| 2026-04-13 | Mon | 2026-04-10 | 23880.55 | 23842.65 | -37.9 | -0.159 | 2.171 | 0.81 | -1.361 |
| 2026-04-21 | Tue | 2026-04-20 | 24391.5 | 24576.6 | 185.1 | 0.759 | 1.478 | 0.862 | -0.616 |
| 2026-04-28 | Tue | 2026-04-27 | 23945.45 | 23995.7 | 50.25 | 0.21 | 1.026 | 0.987 | -0.039 |
| 2026-05-05 | Tue | 2026-05-04 | 24063.55 | 24032.8 | -30.75 | -0.128 | 1.696 | 0.942 | -0.754 |
| 2026-05-12 | Tue | 2026-05-11 | 23970.1 | 23379.55 | -590.55 | -2.464 | 2.708 | 0.114 | -2.594 |
| 2026-05-19 | Tue | 2026-05-18 | 23482.2 | 23618.0 | 135.8 | 0.578 | 1.981 | 1.278 | -0.703 |
| 2026-05-26 | Tue | 2026-05-25 | 23940.25 | 23913.7 | -26.55 | -0.111 | 0.854 | 0.625 | -0.229 |
| 2026-06-02 | Tue | 2026-06-01 | 23654.5 | 23483.55 | -170.95 | -0.723 | 2.133 | 0.335 | -1.798 |
| 2026-06-09 | Tue | 2026-06-08 | 23080.7 | 23242.1 | 161.4 | 0.699 | 0.907 | 0.861 | -0.046 |
| 2026-06-16 | Tue | 2026-06-15 | 23984.85 | 23989.15 | 4.3 | 0.018 | 0.807 | 0.111 | -0.696 |
| 2026-06-23 | Tue | 2026-06-22 | 24106.6 | 23824.1 | -282.5 | -1.172 | 1.589 | 0.255 | -1.334 |
| 2026-06-30 | Tue | 2026-06-29 | 24061.75 | 23865.75 | -196.0 | -0.815 | 1.209 | 0.242 | -0.966 |
| 2026-07-07 | Tue | 2026-07-06 | 24306.85 | 24398.7 | 91.85 | 0.378 | 1.003 | 0.922 | -0.081 |
| 2026-07-14 | Tue | 2026-07-13 | 24039.4 | 24052.05 | 12.65 | 0.053 | 1.08 | 0.917 | -0.163 |
| 2026-07-21 | Tue | 2026-07-20 | 24190.05 | 24187.7 | -2.35 | -0.01 | 0.539 | 0.314 | -0.225 |
| 2026-07-28 | Tue | 2026-07-27 | 23928.4 | 23985.35 | 56.95 | 0.238 | 0.625 | 0.471 | -0.154 |
| 2026-08-04 | Tue | 2026-08-03 | 24572.7 | 24614.9 | 42.2 | 0.172 | 1.409 | 0.82 | -0.589 |
| 2026-08-11 | Tue | 2026-08-10 | 24581.25 | 24471.7 | -109.55 | -0.446 | 0.78 | 0.162 | -0.618 |
| 2026-08-18 | Tue | 2026-08-17 | 24343.45 | 24154.9 | -188.55 | -0.775 | 0.843 | 0.068 | -0.775 |
| 2026-08-25 | Tue | 2026-08-24 | 24285.05 | 24334.55 | 49.5 | 0.204 | 0.902 | 0.204 | -0.698 |
| 2026-09-01 | Tue | 2026-08-31 | 24117.55 | 24055.8 | -61.75 | -0.256 | 0.79 | 0.106 | -0.684 |
| 2026-09-08 | Tue | 2026-09-07 | 23883.15 | 23635.1 | -248.05 | -1.039 | 1.118 | 0.029 | -1.089 |
| 2026-09-15 | Tue | 2026-09-11 | 23270.3 | 23118.6 | -151.7 | -0.652 | 2.038 | 1.386 | -0.652 |
| 2026-09-22 | Tue | 2026-09-21 | 23330.2 | 23329.0 | -1.2 | -0.005 | 0.871 | 0.681 | -0.191 |
| 2026-09-29 | Tue | 2026-09-28 | 23064.9 | 22716.2 | -348.7 | -1.512 | 2.214 | 0.067 | -2.147 |
| 2026-10-06 | Tue | 2026-10-05 | 22532.4 | 22776.1 | 243.7 | 1.082 | 1.682 | 1.082 | -0.6 |
| 2026-10-13 | Tue | 2026-10-12 | 22593.2 | 22721.95 | 128.75 | 0.57 | 1.919 | 0.57 | -1.349 |
| 2026-10-19 | Mon | 2026-10-16 | 23065.1 | 22888.95 | -176.15 | -0.764 | 1.432 | 0.478 | -0.954 |
Rules and parameters
Rules
- Weekly expiry E = each Nifty expiry date from the NSE F&O files (holiday-shifted contracts use the last session traded); E-1 = previous trading session.
- Net move = close(E)/open(E-1) - 1; swing = highest high minus lowest low over E-1 and E as % of the E-1 open.
- OTM+k = k strikes (50 points each) beyond the strike nearest the E-1 open.
- Indicative result: sell call and put at OTM+k, premium proxy = settlement price on E-2, payout = intrinsic value at expiry; no costs.
Parameters
- data
- NSE official daily index OHLC (2013 onward); NSE F&O bhavcopy for expiries, strikes and settlement prices
- period
- 14 Feb 2019 to 19 Oct 2026
- expiries
- 405
- report
- docs/nifty-weekly-expiry-move-study.html
- code
- research/expmove/expmove.py
Instrument
Descriptive study; OTM+2, +3, +4 strike breach rates and an indicative sold-strangle result before costs · capital ₹0
Known limitations
- Daily data: the path between the E-1 open and the expiry close is known only through the daily high and low.
- The premium in the indicative result is a proxy (settlement price on E-2), not the opening premium; no costs, slippage, margin or stops.
- About 7.7 years of weekly expiries: tail events are few and drive the ±5% counts.
- Expiry weekday changed from Thursday to mostly Tuesday in September 2025.
Logs and raw data
Downloads appear once a data window is loaded.
Files are plain CSV so results can be re-computed independently. Trade dates are IST sessions; returns are net of modelled costs and slippage.