Spreadsheet: 767840d1644670853-append-data-applying-vlookup-test-fobhavdata110222-etaf
Sheet: FOVOLT

 | Date | Symbol | Underlying Close Price (A) | Underlying Previous Day Close Price (B) | Previous Day Underlying Volatility (D) | Current Day Underlying Daily Volatility (E) = [NAME] (0.995*D*D + 0.005* C*C) | Futures Close Price (G) | Futures Previous Day Close Price (H)
15 | 2022-02-11 00:00:00 | SAIL | 101.75 | 103.4 | 0.0306 | 0.0305 | 101.9 | 103.85
61 | 2022-02-11 00:00:00 | FEDERALBNK | 102.95 | 104.45 | 0.0248 | 0.0248 | 102.95 | 104.5
35 | 2022-02-11 00:00:00 | BANKBARODA | 113.55 | 114.7 | 0.0282 | 0.0281 | 113.35 | 115
41 | 2022-02-11 00:00:00 | ABCAPITAL | 117.1 | 120.45 | 0.027 | 0.027 | 117.25 | 121
109 | 2022-02-11 00:00:00 | PFC | 121.3 | 123.1 | 0.0208 | 0.0208 | 121.55 | 122.05
6 | 2022-02-11 00:00:00 | NATIONALUM | 122.5 | 125.9 | 0.0325 | 0.0325 | 120 | 123.2
48 | 2022-02-11 00:00:00 | ASHOKLEY | 133 | 136.2 | 0.0261 | 0.0261 | 133.3 | 136.65
110 | 2022-02-11 00:00:00 | CUB | 136.15 | 139.9 | 0.0208 | 0.0208 | 136.3 | 140.2
3 | 2022-02-11 00:00:00 | HINDCOPPER | 138.85 | 142.25 | 0.0359 | 0.0358 | 139.2 | 143
105 | 2022-02-11 00:00:00 | RECLTD | 138.95 | 140.85 | 0.0209 | 0.0209 | 133 | 135.45
111 | 2022-02-11 00:00:00 | [NAME] | 140.65 | 141.6 | 0.0208 | 0.0208 | 141 | 142.15
4 | 2022-02-11 00:00:00 | RBLBANK | 141.8 | 146.4 | 0.0352 | 0.0352 | 141.9 | 146.8
7 | 2022-02-11 00:00:00 | FSL | 143.8 | 150.7 | 0.0316 | 0.0317 | 140.55 | 147.55
42 | 2022-02-11 00:00:00 | MANAPPURAM | 152.75 | 159 | 0.0268 | 0.0269 | 152.05 | 159.1
29 | 2022-02-11 00:00:00 | M&MFIN | 154.6 | 157.4 | 0.0287 | 0.0286 | 154.4 | 157.95
55 | 2022-02-11 00:00:00 | NMDC | 158.15 | 159.3 | 0.0257 | 0.0256 | 153 | 154.35
113 | 2022-02-11 00:00:00 | COALINDIA | 166.5 | 168.05 | 0.0206 | 0.0206 | 160.9 | 163.15
73 | 2022-02-11 00:00:00 | ONGC | 168.15 | 169.1 | 0.0235 | 0.0235 | 163.8 | 165.25
32 | 2022-02-11 00:00:00 | MOTHERSUMI | 172.15 | 180.35 | 0.0281 | 0.0282 | 171.75 | 180.7
1 | 2022-02-11 00:00:00 | IBULHSGFIN | 197.85 | 205.4 | 0.0385 | 0.0384 | 197.9 | 206.2
71 | 2022-02-11 00:00:00 | BEL | 200.35 | 202.8 | 0.0237 | 0.0236 | 200.35 | 203.5
39 | 2022-02-11 00:00:00 | INDHOTEL | 206.6 | 215.25 | 0.0273 | 0.0274 | 206.85 | 216.1
22 | 2022-02-11 00:00:00 | INDIACEM | 210 | 222.95 | 0.0289 | 0.0291 | 210 | 223.3
36 | 2022-02-11 00:00:00 | IEX | 219.45 | 225.3 | 0.028 | 0.028 | 219.55 | 226.3
69 | 2022-02-11 00:00:00 | APOLLOTYRE | 219.5 | 226.65 | 0.0238 | 0.0239 | 219.95 | 227.65
9 | 2022-02-11 00:00:00 | RAIN | 232.2 | 239.05 | 0.0313 | 0.0313 | 232.55 | 240.1
24 | 2022-02-11 00:00:00 | TATAPOWER | 232.3 | 241.3 | 0.0289 | 0.029 | 232.15 | 242.25
25 | 2022-02-11 00:00:00 | CANBK | 251.5 | 258.8 | 0.0288 | 0.0288 | 251.4 | 259.3
38 | 2022-02-11 00:00:00 | INDUSTOWER | 252.6 | 252.9 | 0.0279 | 0.0278 | 252.6 | 253.7
2 | 2022-02-11 00:00:00 | ZEEL | 261.9 | 263.8 | 0.0384 | 0.0383 | 262.55 | 264.95
11 | 2022-02-11 00:00:00 | DELTACORP | 278.15 | 288.25 | 0.031 | 0.0311 | 278.5 | 289.7
49 | 2022-02-11 00:00:00 | ABFRL | 287.1 | 295.6 | 0.0259 | 0.026 | 287.45 | 296.7
97 | 2022-02-11 00:00:00 | GSPL | 297.6 | 299.25 | 0.0214 | 0.0214 | 298.2 | 299.1
85 | 2022-02-11 00:00:00 | HINDPETRO | 301.65 | 299.5 | 0.0228 | 0.0227 | 301.15 | 299.25
56 | 2022-02-11 00:00:00 | GRANULES | 306.25 | 313.4 | 0.0256 | 0.0256 | 306.4 | 314.65
19 | 2022-02-11 00:00:00 | BANDHANBNK | 317.85 | 321.45 | 0.0298 | 0.0297 | 317.8 | 322.45
81 | 2022-02-11 00:00:00 | NAM-INDIA | 330.75 | 333.2 | 0.0231 | 0.023 | 324.35 | 331.35
117 | 2022-02-11 00:00:00 | BPCL | 369.55 | 369.65 | 0.0201 | 0.0201 | 370.4 | 371.15
18 | 2022-02-11 00:00:00 | VEDL | 378.05 | 379.5 | 0.0299 | 0.0298 | 379.25 | 380.3
37 | 2022-02-11 00:00:00 | DLF | 378.6 | 391.15 | 0.028 | 0.028 | 378.65 | 392.6
33 | 2022-02-11 00:00:00 | STAR | 386.65 | 390.8 | 0.0282 | 0.0282 | 386.55 | 392.45
30 | 2022-02-11 00:00:00 | CHAMBLFERT | 387.9 | 407.45 | 0.0283 | 0.0285 | 388.4 | 408
62 | 2022-02-11 00:00:00 | LICHSGFIN | 390.65 | 403.15 | 0.0246 | 0.0246 | 391.6 | 404.95
84 | 2022-02-11 00:00:00 | BIOCON | 402.85 | 403.7 | 0.023 | 0.0229 | 403.8 | 404.9
8 | 2022-02-11 00:00:00 | BALRAMCHIN | 427.05 | 438.3 | 0.0317 | 0.0317 | 427.45 | 439.5
10 | 2022-02-11 00:00:00 | JINDALSTEL | 436.4 | 440.9 | 0.0313 | 0.0312 | 437.6 | 442.55
20 | 2022-02-11 00:00:00 | BSOFT | 453 | 463 | 0.0293 | 0.0293 | 452.7 | 465.15
75 | 2022-02-11 00:00:00 | GLENMARK | 489.5 | 501.5 | 0.0234 | 0.0234 | 490.55 | 503.55
99 | 2022-02-11 00:00:00 | TORNTPOWER | 495.4 | 506.2 | 0.0213 | 0.0213 | 496 | 506.4
13 | 2022-02-11 00:00:00 | TATAMOTORS | 498.85 | 507.45 | 0.0307 | 0.0307 | 498.3 | 509
89 | 2022-02-11 00:00:00 | ICICIPRULI | 517.3 | 527.85 | 0.0222 | 0.0222 | 517.2 | 529.8
96 | 2022-02-11 00:00:00 | SUNTV | 517.85 | 521.6 | 0.0216 | 0.0216 | 516.5 | 520
98 | 2022-02-11 00:00:00 | SBIN | 529.6 | 540.55 | 0.0214 | 0.0214 | 529 | 540.9
44 | 2022-02-11 00:00:00 | HINDALCO | 542.7 | 547.25 | 0.0267 | 0.0266 | 542.35 | 547.6
50 | 2022-02-11 00:00:00 | LAURUSLABS | 550 | 539.95 | 0.026 | 0.026 | 551.65 | 542.75
16 | 2022-02-11 00:00:00 | GNFC | 565.9 | 570.75 | 0.0301 | 0.03 | 567.35 | 570.95
94 | 2022-02-11 00:00:00 | CONCOR | 611.4 | 621.2 | 0.0217 | 0.0217 | 611.65 | 622.5
59 | 2022-02-11 00:00:00 | CANFINHOME | 621.5 | 640.55 | 0.0251 | 0.0251 | 620.9 | 641.95
100 | 2022-02-11 00:00:00 | GUJGASLTD | 637.45 | 647.6 | 0.0213 | 0.0213 | 635.4 | 648.4
102 | 2022-02-11 00:00:00 | TVSMOTOR | 660.45 | 668.45 | 0.0211 | 0.0211 | 660.75 | 665.35
66 | 2022-02-11 00:00:00 | JSWSTEEL | 671.4 | 672.55 | 0.0242 | 0.0241 | 671.4 | 674.65
17 | 2022-02-11 00:00:00 | CHOLAFIN | 680.35 | 690.75 | 0.03 | 0.0299 | 679.5 | 690
5 | 2022-02-11 00:00:00 | INTELLECT | 685.3 | 720.1 | 0.0327 | 0.0328 | 687.2 | 723.85
79 | 2022-02-11 00:00:00 | AUROPHARMA | 700.05 | 684.4 | 0.0232 | 0.0232 | 698.85 | 683.5
72 | 2022-02-11 00:00:00 | ADANIPORTS | 723.7 | 731.05 | 0.0236 | 0.0236 | 726.15 | 734.3
67 | 2022-02-11 00:00:00 | BHARATFORG | 732.35 | 729.85 | 0.0241 | 0.024 | 732.3 | 730.25
106 | 2022-02-11 00:00:00 | APLLTD | 752.4 | 758.55 | 0.021 | 0.0209 | 754.4 | 761.15
86 | 2022-02-11 00:00:00 | UPL | 753.2 | 770.1 | 0.0227 | 0.0227 | 753.1 | 772.45
103 | 2022-02-11 00:00:00 | ICICIBANK | 790.8 | 805.5 | 0.0211 | 0.0211 | 791.8 | 807.2
115 | 2022-02-11 00:00:00 | [NAME] | 798.1 | 806.4 | 0.0206 | 0.0205 | 800.45 | 809.3
82 | 2022-02-11 00:00:00 | AXISBANK | 803.8 | 809.8 | 0.023 | 0.023 | 803.35 | 809.6
12 | 2022-02-11 00:00:00 | IRCTC | 830.75 | 845.9 | 0.0309 | 0.0308 | 828.55 | 846.8
112 | 2022-02-11 00:00:00 | SBICARD | 846.7 | 869.7 | 0.0207 | 0.0207 | 847.9 | 870.75
118 | 2022-02-11 00:00:00 | M&M | 853.65 | 853.05 | 0.0202 | 0.0201 | 855.55 | 856.3
76 | 2022-02-11 00:00:00 | MFSL | 861 | 878.3 | 0.0234 | 0.0234 | 860.5 | 885.2
26 | 2022-02-11 00:00:00 | OBEROIRLTY | 912.1 | 939.3 | 0.0288 | 0.0288 | 912.05 | 941.15
65 | 2022-02-11 00:00:00 | TATACHEM | 914.7 | 959.75 | 0.0242 | 0.0244 | 913.85 | 961.85
120 | 2022-02-11 00:00:00 | CUMMINSIND | 938.85 | 930.2 | 0.02 | 0.02 | 934.35 | 926.15
14 | 2022-02-11 00:00:00 | INDUSINDBK | 982.4 | 972.35 | 0.0307 | 0.0306 | 982 | 973
87 | 2022-02-11 00:00:00 | AARTIIND | 987.65 | 1022.2 | 0.0226 | 0.0227 | 983.75 | 1021.05
78 | 2022-02-11 00:00:00 | TRENT | 1071.35 | 1075.6 | 0.0233 | 0.0233 | 1073.7 | 1076.45
107 | 2022-02-11 00:00:00 | HAVELLS | 1174.7 | 1219.3 | 0.0208 | 0.0209 | 1175 | 1220.35
21 | 2022-02-11 00:00:00 | SRTRANSFIN | 1235.45 | 1265.6 | 0.0293 | 0.0293 | 1235.15 | 1268.4
53 | 2022-02-11 00:00:00 | TATASTEEL | 1254.45 | 1248.35 | 0.026 | 0.0259 | 1253.7 | 1252.25
63 | 2022-02-11 00:00:00 | TATACOMM | 1255.05 | 1307 | 0.0245 | 0.0246 | 1254.15 | 1310
31 | 2022-02-11 00:00:00 | AUBANK | 1320.3 | 1377.95 | 0.0283 | 0.0284 | 1320.85 | 1374
92 | 2022-02-11 00:00:00 | HAL | 1379.95 | 1397.8 | 0.0219 | 0.0219 | 1357.6 | 1376.75
68 | 2022-02-11 00:00:00 | MCX | 1410.8 | 1452.2 | 0.024 | 0.024 | 1412.8 | 1456.4
90 | 2022-02-11 00:00:00 | [NAME] | 1424.15 | 1465.5 | 0.0221 | 0.0221 | 1423.5 | 1468.75
116 | 2022-02-11 00:00:00 | TECHM | 1424.9 | 1468.5 | 0.0202 | 0.0203 | 1424.75 | 1471
23 | 2022-02-11 00:00:00 | GODREJPROP | 1560.45 | 1576.75 | 0.0292 | 0.0291 | 1560.15 | 1582.25
47 | 2022-02-11 00:00:00 | PVR | 1620.7 | 1669.7 | 0.0264 | 0.0264 | 1623.1 | 1670.25
119 | 2022-02-11 00:00:00 | GRASIM | 1710.15 | 1768.55 | 0.02 | 0.0201 | 1710.15 | 1771.9
114 | 2022-02-11 00:00:00 | WHIRLPOOL | 1758.8 | 1797.15 | 0.0206 | 0.0206 | 1752.1 | 1802.15
28 | 2022-02-11 00:00:00 | ADANIENT | 1764.3 | 1786.05 | 0.0288 | 0.0287 | 1764.65 | 1790.55
95 | 2022-02-11 00:00:00 | ESCORTS | 1854.45 | 1846.8 | 0.0218 | 0.0217 | 1854.4 | 1853.5
70 | 2022-02-11 00:00:00 | DALBHARAT | 1898.85 | 1948.1 | 0.0236 | 0.0237 | 1905.45 | 1956.55
60 | 2022-02-11 00:00:00 | ASTRAL | 2073.9 | 2123 | 0.025 | 0.025 | 2074.15 | 2131.9
104 | 2022-02-11 00:00:00 | BALKRISIND | 2178.95 | 2271.4 | 0.0208 | 0.021 | 2176.25 | 2270.85
101 | 2022-02-11 00:00:00 | ABB | 2179.25 | 2238 | 0.0212 | 0.0212 | 2177.2 | 2236.15
34 | 2022-02-11 00:00:00 | DEEPAKNTR | 2211.9 | 2289.75 | 0.0282 | 0.0282 | 2219.95 | 2299.4
58 | 2022-02-11 00:00:00 | INDIGO | 2264.9 | 2236.65 | 0.0253 | 0.0253 | 2264.45 | 2242.5
91 | 2022-02-11 00:00:00 | [NAME] | 2366.85 | 2416.65 | 0.0221 | 0.0221 | 2355.1 | 2421.35
51 | 2022-02-11 00:00:00 | [NAME] | 2421.65 | 2460.55 | 0.026 | 0.026 | 2332.75 | 2462.75
40 | 2022-02-11 00:00:00 | PEL | 2422.4 | 2496.25 | 0.0274 | 0.0274 | 2425.5 | 2504.75
83 | 2022-02-11 00:00:00 | SRF | 2476.55 | 2584.5 | 0.0228 | 0.023 | 2479.95 | 2585.85
88 | 2022-02-11 00:00:00 | PIIND | 2554.2 | 2625.2 | 0.0226 | 0.0227 | 2551.4 | 2628.2
108 | 2022-02-11 00:00:00 | TORNTPHARM | 2590.35 | 2597.15 | 0.021 | 0.0209 | 2591.75 | 2600
64 | 2022-02-11 00:00:00 | LALPATHLAB | 2837.4 | 2928.3 | 0.0245 | 0.0245 | 2788.8 | 2928.75
77 | 2022-02-11 00:00:00 | MPHASIS | 3001.55 | 3110.15 | 0.0233 | 0.0234 | 3000.9 | 3120.55
80 | 2022-02-11 00:00:00 | JUBLFOOD | 3080 | 3180.25 | 0.0231 | 0.0231 | 3088 | 3194.35
93 | 2022-02-11 00:00:00 | JKCEMENT | 3196.25 | 3294.95 | 0.0218 | 0.0219 | 3175.2 | 3284.8
121 | 2022-02-11 00:00:00 | OFSS | 3671.85 | 3709.6 | 0.02 | 0.02 | 3673.4 | 3726.55
52 | 2022-02-11 00:00:00 | MINDTREE | 3869.75 | 4029.45 | 0.0259 | 0.026 | 3872.4 | 4045.5
43 | 2022-02-11 00:00:00 | NAVINFLUOR | 3937.7 | 4091 | 0.0267 | 0.0267 | 3927.3 | 4101.65
74 | 2022-02-11 00:00:00 | PERSISTENT | 4196.05 | 4413 | 0.0233 | 0.0235 | 4194.55 | 4432.55
54 | 2022-02-11 00:00:00 | DIXON | 4364.65 | 4499.55 | 0.0257 | 0.0258 | 4357.75 | 4503.3
45 | 2022-02-11 00:00:00 | LTTS | 4486.05 | 4686.65 | 0.0264 | 0.0265 | 4483.85 | 4704.25
57 | 2022-02-11 00:00:00 | APOLLOHOSP | 4515.5 | 4591.15 | 0.0257 | 0.0256 | 4517.2 | 4597
27 | 2022-02-11 00:00:00 | COFORGE | 4541.65 | 4729.5 | 0.0287 | 0.0288 | 4474.45 | 4727.4
46 | 2022-02-11 00:00:00 | NAUKRI | 4595.55 | 4888.55 | 0.0263 | 0.0265 | 4599.15 | 4903.05