linearreggs4.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "import pandas as pd"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [],
   "source": [
    "df=pd.read_csv('CMVOLT_15042019.CSV',header=0,usecols=[])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Date</th>\n",
       "      <th>Symbol</th>\n",
       "      <th>Underlying Close Price (A)</th>\n",
       "      <th>Underlying Previous Day Close Price (B)</th>\n",
       "      <th>Underlying Log Returns (C) = LN(A/B)</th>\n",
       "      <th>Previous Day Underlying Volatility (D)</th>\n",
       "      <th>Current Day Underlying Daily Volatility (E) = Sqrt(0.94*D*D + 0.06*C*C)</th>\n",
       "      <th>Underlying Annualised Volatility (F) = E*Sqrt(365)</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>20MICRONS</td>\n",
       "      <td>38.30</td>\n",
       "      <td>38.10</td>\n",
       "      <td>0.0052</td>\n",
       "      <td>0.0231</td>\n",
       "      <td>0.0224</td>\n",
       "      <td>0.4280</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "          Date     Symbol Underlying Close Price (A)  \\\n",
       "0  15-APR-2019  20MICRONS                      38.30   \n",
       "\n",
       "  Underlying Previous Day Close Price (B)  \\\n",
       "0                                   38.10   \n",
       "\n",
       "  Underlying Log Returns (C) = LN(A/B) Previous Day Underlying Volatility (D)  \\\n",
       "0                               0.0052                                 0.0231   \n",
       "\n",
       "  Current Day Underlying Daily Volatility (E) = Sqrt(0.94*D*D + 0.06*C*C)  \\\n",
       "0                                             0.0224                        \n",
       "\n",
       "  Underlying Annualised Volatility (F) = E*Sqrt(365)  \n",
       "0                                             0.4280  "
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df.head(1)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Index(['Date', 'Symbol', 'Underlying Close Price (A)',\n",
       "       'Underlying Previous Day Close Price (B)',\n",
       "       'Underlying Log Returns (C) = LN(A/B)',\n",
       "       'Previous Day Underlying Volatility (D)',\n",
       "       'Current Day Underlying Daily Volatility (E) = Sqrt(0.94*D*D + 0.06*C*C)',\n",
       "       'Underlying Annualised Volatility (F) = E*Sqrt(365)'],\n",
       "      dtype='object')"
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df.columns"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Date</th>\n",
       "      <th>Symbol</th>\n",
       "      <th>Underlying Close Price (A)</th>\n",
       "      <th>Underlying Previous Day Close Price (B)</th>\n",
       "      <th>Underlying Log Returns (C) = LN(A/B)</th>\n",
       "      <th>Previous Day Underlying Volatility (D)</th>\n",
       "      <th>Current Day Underlying Daily Volatility (E) = Sqrt(0.94*D*D + 0.06*C*C)</th>\n",
       "      <th>Underlying Annualised Volatility (F) = E*Sqrt(365)</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>20MICRONS</td>\n",
       "      <td>38.30</td>\n",
       "      <td>38.10</td>\n",
       "      <td>0.0052</td>\n",
       "      <td>0.0231</td>\n",
       "      <td>0.0224</td>\n",
       "      <td>0.4280</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "          Date     Symbol Underlying Close Price (A)  \\\n",
       "0  15-APR-2019  20MICRONS                      38.30   \n",
       "\n",
       "  Underlying Previous Day Close Price (B)  \\\n",
       "0                                   38.10   \n",
       "\n",
       "  Underlying Log Returns (C) = LN(A/B) Previous Day Underlying Volatility (D)  \\\n",
       "0                               0.0052                                 0.0231   \n",
       "\n",
       "  Current Day Underlying Daily Volatility (E) = Sqrt(0.94*D*D + 0.06*C*C)  \\\n",
       "0                                             0.0224                        \n",
       "\n",
       "  Underlying Annualised Volatility (F) = E*Sqrt(365)  \n",
       "0                                             0.4280  "
      ]
     },
     "execution_count": 13,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df.loc[df['Symbol']=='20MICRONS']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
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       "\n",
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       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>Date</th>\n",
       "      <th>Symbol</th>\n",
       "      <th>Underlying Close Price (A)</th>\n",
       "      <th>Underlying Previous Day Close Price (B)</th>\n",
       "      <th>Underlying Log Returns (C) = LN(A/B)</th>\n",
       "      <th>Previous Day Underlying Volatility (D)</th>\n",
       "      <th>Current Day Underlying Daily Volatility (E) = Sqrt(0.94*D*D + 0.06*C*C)</th>\n",
       "      <th>Underlying Annualised Volatility (F) = E*Sqrt(365)</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>9</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>AARTIDRUGS</td>\n",
       "      <td>628.55</td>\n",
       "      <td>627.90</td>\n",
       "      <td>0.0010</td>\n",
       "      <td>0.0151</td>\n",
       "      <td>0.0146</td>\n",
       "      <td>0.2789</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>13</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>ABAN</td>\n",
       "      <td>58.40</td>\n",
       "      <td>57.60</td>\n",
       "      <td>0.0138</td>\n",
       "      <td>0.0325</td>\n",
       "      <td>0.0317</td>\n",
       "      <td>0.6056</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>15</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>ABBOTINDIA</td>\n",
       "      <td>7827.10</td>\n",
       "      <td>7400.30</td>\n",
       "      <td>0.0561</td>\n",
       "      <td>0.0078</td>\n",
       "      <td>0.0157</td>\n",
       "      <td>0.2999</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>23</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>ACCELYA</td>\n",
       "      <td>934.50</td>\n",
       "      <td>935.85</td>\n",
       "      <td>-0.0014</td>\n",
       "      <td>0.0096</td>\n",
       "      <td>0.0093</td>\n",
       "      <td>0.1777</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>29</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>ADANIPOWER</td>\n",
       "      <td>54.60</td>\n",
       "      <td>53.20</td>\n",
       "      <td>0.0260</td>\n",
       "      <td>0.0319</td>\n",
       "      <td>0.0316</td>\n",
       "      <td>0.6037</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>33</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>ADHUNIKIND</td>\n",
       "      <td>60.65</td>\n",
       "      <td>60.25</td>\n",
       "      <td>0.0066</td>\n",
       "      <td>0.0271</td>\n",
       "      <td>0.0263</td>\n",
       "      <td>0.5025</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>34</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>ADLABS</td>\n",
       "      <td>9.10</td>\n",
       "      <td>8.95</td>\n",
       "      <td>0.0166</td>\n",
       "      <td>0.0457</td>\n",
       "      <td>0.0445</td>\n",
       "      <td>0.8502</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>38</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>ADVANIHOTR</td>\n",
       "      <td>68.45</td>\n",
       "      <td>69.75</td>\n",
       "      <td>-0.0188</td>\n",
       "      <td>0.0235</td>\n",
       "      <td>0.0232</td>\n",
       "      <td>0.4432</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>43</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>AGLSL</td>\n",
       "      <td>59.20</td>\n",
       "      <td>58.35</td>\n",
       "      <td>0.0145</td>\n",
       "      <td>0.0173</td>\n",
       "      <td>0.0171</td>\n",
       "      <td>0.3267</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>44</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>AGRITECH</td>\n",
       "      <td>67.60</td>\n",
       "      <td>61.20</td>\n",
       "      <td>0.0995</td>\n",
       "      <td>0.0516</td>\n",
       "      <td>0.0556</td>\n",
       "      <td>1.0622</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>45</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>AGROPHOS</td>\n",
       "      <td>68.80</td>\n",
       "      <td>70.00</td>\n",
       "      <td>-0.0173</td>\n",
       "      <td>0.0251</td>\n",
       "      <td>0.0247</td>\n",
       "      <td>0.4719</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>58</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>ALBERTDAVD</td>\n",
       "      <td>418.05</td>\n",
       "      <td>413.60</td>\n",
       "      <td>0.0107</td>\n",
       "      <td>0.0213</td>\n",
       "      <td>0.0208</td>\n",
       "      <td>0.3974</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>59</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>ALBK</td>\n",
       "      <td>53.70</td>\n",
       "      <td>54.30</td>\n",
       "      <td>-0.0111</td>\n",
       "      <td>0.0248</td>\n",
       "      <td>0.0242</td>\n",
       "      <td>0.4623</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>61</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>ALEMBICLTD</td>\n",
       "      <td>42.75</td>\n",
       "      <td>42.75</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0141</td>\n",
       "      <td>0.0137</td>\n",
       "      <td>0.2617</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>62</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>ALICON</td>\n",
       "      <td>582.00</td>\n",
       "      <td>580.75</td>\n",
       "      <td>0.0022</td>\n",
       "      <td>0.0174</td>\n",
       "      <td>0.0169</td>\n",
       "      <td>0.3229</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>63</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>ALKALI</td>\n",
       "      <td>43.25</td>\n",
       "      <td>41.40</td>\n",
       "      <td>0.0437</td>\n",
       "      <td>0.0338</td>\n",
       "      <td>0.0345</td>\n",
       "      <td>0.6591</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>65</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>ALKYLAMINE</td>\n",
       "      <td>871.10</td>\n",
       "      <td>871.25</td>\n",
       "      <td>-0.0002</td>\n",
       "      <td>0.0213</td>\n",
       "      <td>0.0207</td>\n",
       "      <td>0.3955</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>71</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>ALPHAGEO</td>\n",
       "      <td>485.05</td>\n",
       "      <td>482.45</td>\n",
       "      <td>0.0054</td>\n",
       "      <td>0.0267</td>\n",
       "      <td>0.0259</td>\n",
       "      <td>0.4948</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>73</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>AMARAJABAT</td>\n",
       "      <td>703.80</td>\n",
       "      <td>692.60</td>\n",
       "      <td>0.0160</td>\n",
       "      <td>0.0168</td>\n",
       "      <td>0.0168</td>\n",
       "      <td>0.3210</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>74</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>AMBER</td>\n",
       "      <td>826.00</td>\n",
       "      <td>829.80</td>\n",
       "      <td>-0.0046</td>\n",
       "      <td>0.0189</td>\n",
       "      <td>0.0184</td>\n",
       "      <td>0.3515</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>90</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>ANUP</td>\n",
       "      <td>496.65</td>\n",
       "      <td>507.05</td>\n",
       "      <td>-0.0207</td>\n",
       "      <td>0.0251</td>\n",
       "      <td>0.0249</td>\n",
       "      <td>0.4757</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>91</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>APARINDS</td>\n",
       "      <td>687.70</td>\n",
       "      <td>686.75</td>\n",
       "      <td>0.0014</td>\n",
       "      <td>0.0125</td>\n",
       "      <td>0.0121</td>\n",
       "      <td>0.2312</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>93</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>APCOTEXIND</td>\n",
       "      <td>542.70</td>\n",
       "      <td>530.50</td>\n",
       "      <td>0.0227</td>\n",
       "      <td>0.0170</td>\n",
       "      <td>0.0174</td>\n",
       "      <td>0.3324</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>96</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>APLLTD</td>\n",
       "      <td>534.45</td>\n",
       "      <td>535.10</td>\n",
       "      <td>-0.0012</td>\n",
       "      <td>0.0108</td>\n",
       "      <td>0.0105</td>\n",
       "      <td>0.2006</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>100</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>APOLSINHOT</td>\n",
       "      <td>848.10</td>\n",
       "      <td>852.10</td>\n",
       "      <td>-0.0047</td>\n",
       "      <td>0.0148</td>\n",
       "      <td>0.0144</td>\n",
       "      <td>0.2751</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>104</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>ARCOTECH</td>\n",
       "      <td>5.65</td>\n",
       "      <td>5.50</td>\n",
       "      <td>0.0269</td>\n",
       "      <td>0.0327</td>\n",
       "      <td>0.0324</td>\n",
       "      <td>0.6190</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>106</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>ARIES</td>\n",
       "      <td>86.40</td>\n",
       "      <td>86.90</td>\n",
       "      <td>-0.0058</td>\n",
       "      <td>0.0232</td>\n",
       "      <td>0.0225</td>\n",
       "      <td>0.4299</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>108</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>ARIHANTSUP</td>\n",
       "      <td>58.65</td>\n",
       "      <td>57.30</td>\n",
       "      <td>0.0233</td>\n",
       "      <td>0.0323</td>\n",
       "      <td>0.0318</td>\n",
       "      <td>0.6075</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>110</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>AROGRANITE</td>\n",
       "      <td>52.20</td>\n",
       "      <td>49.65</td>\n",
       "      <td>0.0501</td>\n",
       "      <td>0.0206</td>\n",
       "      <td>0.0234</td>\n",
       "      <td>0.4471</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>111</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>ARROWGREEN</td>\n",
       "      <td>76.65</td>\n",
       "      <td>75.90</td>\n",
       "      <td>0.0098</td>\n",
       "      <td>0.0244</td>\n",
       "      <td>0.0238</td>\n",
       "      <td>0.4547</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>...</th>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "      <td>...</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1617</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>VARDHACRLC</td>\n",
       "      <td>42.10</td>\n",
       "      <td>42.40</td>\n",
       "      <td>-0.0071</td>\n",
       "      <td>0.0241</td>\n",
       "      <td>0.0234</td>\n",
       "      <td>0.4471</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1618</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>VARDMNPOLY</td>\n",
       "      <td>8.00</td>\n",
       "      <td>8.15</td>\n",
       "      <td>-0.0186</td>\n",
       "      <td>0.0266</td>\n",
       "      <td>0.0262</td>\n",
       "      <td>0.5006</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1619</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>VARROC</td>\n",
       "      <td>579.95</td>\n",
       "      <td>577.35</td>\n",
       "      <td>0.0045</td>\n",
       "      <td>0.0164</td>\n",
       "      <td>0.0159</td>\n",
       "      <td>0.3038</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1621</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>VASWANI</td>\n",
       "      <td>9.95</td>\n",
       "      <td>10.20</td>\n",
       "      <td>-0.0248</td>\n",
       "      <td>0.0326</td>\n",
       "      <td>0.0322</td>\n",
       "      <td>0.6152</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1622</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>VBL</td>\n",
       "      <td>844.75</td>\n",
       "      <td>849.85</td>\n",
       "      <td>-0.0060</td>\n",
       "      <td>0.0185</td>\n",
       "      <td>0.0180</td>\n",
       "      <td>0.3439</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1627</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>VETO</td>\n",
       "      <td>68.35</td>\n",
       "      <td>69.35</td>\n",
       "      <td>-0.0145</td>\n",
       "      <td>0.0257</td>\n",
       "      <td>0.0252</td>\n",
       "      <td>0.4814</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1632</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>VIDHIING</td>\n",
       "      <td>78.70</td>\n",
       "      <td>79.50</td>\n",
       "      <td>-0.0101</td>\n",
       "      <td>0.0191</td>\n",
       "      <td>0.0187</td>\n",
       "      <td>0.3573</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1635</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>VIMALOIL</td>\n",
       "      <td>7.30</td>\n",
       "      <td>7.30</td>\n",
       "      <td>0.0000</td>\n",
       "      <td>0.0159</td>\n",
       "      <td>0.0154</td>\n",
       "      <td>0.2942</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1639</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>VINYLINDIA</td>\n",
       "      <td>81.40</td>\n",
       "      <td>78.75</td>\n",
       "      <td>0.0331</td>\n",
       "      <td>0.0268</td>\n",
       "      <td>0.0272</td>\n",
       "      <td>0.5197</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1641</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>VIPIND</td>\n",
       "      <td>480.35</td>\n",
       "      <td>477.55</td>\n",
       "      <td>0.0058</td>\n",
       "      <td>0.0197</td>\n",
       "      <td>0.0192</td>\n",
       "      <td>0.3668</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1642</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>VIPULLTD</td>\n",
       "      <td>44.90</td>\n",
       "      <td>44.35</td>\n",
       "      <td>0.0123</td>\n",
       "      <td>0.0354</td>\n",
       "      <td>0.0345</td>\n",
       "      <td>0.6591</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1643</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>VISAKAIND</td>\n",
       "      <td>410.60</td>\n",
       "      <td>410.25</td>\n",
       "      <td>0.0009</td>\n",
       "      <td>0.0186</td>\n",
       "      <td>0.0180</td>\n",
       "      <td>0.3439</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1644</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>VISASTEEL</td>\n",
       "      <td>7.35</td>\n",
       "      <td>7.20</td>\n",
       "      <td>0.0206</td>\n",
       "      <td>0.0366</td>\n",
       "      <td>0.0358</td>\n",
       "      <td>0.6840</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1649</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>VLSFINANCE</td>\n",
       "      <td>60.25</td>\n",
       "      <td>58.45</td>\n",
       "      <td>0.0303</td>\n",
       "      <td>0.0251</td>\n",
       "      <td>0.0254</td>\n",
       "      <td>0.4853</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1652</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>VOLTAS</td>\n",
       "      <td>621.75</td>\n",
       "      <td>620.45</td>\n",
       "      <td>0.0021</td>\n",
       "      <td>0.0134</td>\n",
       "      <td>0.0130</td>\n",
       "      <td>0.2484</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1654</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>VSSL</td>\n",
       "      <td>97.45</td>\n",
       "      <td>98.15</td>\n",
       "      <td>-0.0072</td>\n",
       "      <td>0.0237</td>\n",
       "      <td>0.0230</td>\n",
       "      <td>0.4394</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1659</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>WABCOINDIA</td>\n",
       "      <td>6296.10</td>\n",
       "      <td>6318.60</td>\n",
       "      <td>-0.0036</td>\n",
       "      <td>0.0167</td>\n",
       "      <td>0.0162</td>\n",
       "      <td>0.3095</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1660</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>WALCHANNAG</td>\n",
       "      <td>92.05</td>\n",
       "      <td>90.75</td>\n",
       "      <td>0.0142</td>\n",
       "      <td>0.0219</td>\n",
       "      <td>0.0215</td>\n",
       "      <td>0.4108</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1663</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>WEIZFOREX</td>\n",
       "      <td>518.00</td>\n",
       "      <td>516.20</td>\n",
       "      <td>0.0035</td>\n",
       "      <td>0.0062</td>\n",
       "      <td>0.0061</td>\n",
       "      <td>0.1165</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1668</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>WELSPUNIND</td>\n",
       "      <td>57.75</td>\n",
       "      <td>58.20</td>\n",
       "      <td>-0.0078</td>\n",
       "      <td>0.0227</td>\n",
       "      <td>0.0221</td>\n",
       "      <td>0.4222</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1670</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>WHEELS</td>\n",
       "      <td>881.30</td>\n",
       "      <td>879.50</td>\n",
       "      <td>0.0020</td>\n",
       "      <td>0.0270</td>\n",
       "      <td>0.0262</td>\n",
       "      <td>0.5006</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1672</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>WILLAMAGOR</td>\n",
       "      <td>47.95</td>\n",
       "      <td>47.85</td>\n",
       "      <td>0.0021</td>\n",
       "      <td>0.0243</td>\n",
       "      <td>0.0236</td>\n",
       "      <td>0.4509</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1673</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>WINDMACHIN</td>\n",
       "      <td>67.75</td>\n",
       "      <td>67.80</td>\n",
       "      <td>-0.0007</td>\n",
       "      <td>0.0161</td>\n",
       "      <td>0.0156</td>\n",
       "      <td>0.2980</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1675</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>WIPL</td>\n",
       "      <td>87.00</td>\n",
       "      <td>91.00</td>\n",
       "      <td>-0.0450</td>\n",
       "      <td>0.0253</td>\n",
       "      <td>0.0269</td>\n",
       "      <td>0.5139</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1677</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>WOCKPHARMA</td>\n",
       "      <td>452.90</td>\n",
       "      <td>449.60</td>\n",
       "      <td>0.0073</td>\n",
       "      <td>0.0165</td>\n",
       "      <td>0.0161</td>\n",
       "      <td>0.3076</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1681</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>XCHANGING</td>\n",
       "      <td>45.90</td>\n",
       "      <td>44.85</td>\n",
       "      <td>0.0231</td>\n",
       "      <td>0.0158</td>\n",
       "      <td>0.0163</td>\n",
       "      <td>0.3114</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1682</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>XELPMOC</td>\n",
       "      <td>75.30</td>\n",
       "      <td>70.45</td>\n",
       "      <td>0.0666</td>\n",
       "      <td>0.0269</td>\n",
       "      <td>0.0308</td>\n",
       "      <td>0.5884</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1686</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>ZEEL</td>\n",
       "      <td>416.60</td>\n",
       "      <td>418.15</td>\n",
       "      <td>-0.0037</td>\n",
       "      <td>0.0293</td>\n",
       "      <td>0.0284</td>\n",
       "      <td>0.5426</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1690</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>ZENITHEXPO</td>\n",
       "      <td>45.25</td>\n",
       "      <td>43.50</td>\n",
       "      <td>0.0394</td>\n",
       "      <td>0.0324</td>\n",
       "      <td>0.0329</td>\n",
       "      <td>0.6286</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>1692</th>\n",
       "      <td>15-APR-2019</td>\n",
       "      <td>ZENTEC</td>\n",
       "      <td>77.60</td>\n",
       "      <td>77.40</td>\n",
       "      <td>0.0026</td>\n",
       "      <td>0.0286</td>\n",
       "      <td>0.0277</td>\n",
       "      <td>0.5292</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "<p>590 rows × 8 columns</p>\n",
       "</div>"
      ],
      "text/plain": [
       "             Date      Symbol Underlying Close Price (A)  \\\n",
       "9     15-APR-2019  AARTIDRUGS                     628.55   \n",
       "13    15-APR-2019        ABAN                      58.40   \n",
       "15    15-APR-2019  ABBOTINDIA                    7827.10   \n",
       "23    15-APR-2019     ACCELYA                     934.50   \n",
       "29    15-APR-2019  ADANIPOWER                      54.60   \n",
       "33    15-APR-2019  ADHUNIKIND                      60.65   \n",
       "34    15-APR-2019      ADLABS                       9.10   \n",
       "38    15-APR-2019  ADVANIHOTR                      68.45   \n",
       "43    15-APR-2019       AGLSL                      59.20   \n",
       "44    15-APR-2019    AGRITECH                      67.60   \n",
       "45    15-APR-2019    AGROPHOS                      68.80   \n",
       "58    15-APR-2019  ALBERTDAVD                     418.05   \n",
       "59    15-APR-2019        ALBK                      53.70   \n",
       "61    15-APR-2019  ALEMBICLTD                      42.75   \n",
       "62    15-APR-2019      ALICON                     582.00   \n",
       "63    15-APR-2019      ALKALI                      43.25   \n",
       "65    15-APR-2019  ALKYLAMINE                     871.10   \n",
       "71    15-APR-2019    ALPHAGEO                     485.05   \n",
       "73    15-APR-2019  AMARAJABAT                     703.80   \n",
       "74    15-APR-2019       AMBER                     826.00   \n",
       "90    15-APR-2019        ANUP                     496.65   \n",
       "91    15-APR-2019    APARINDS                     687.70   \n",
       "93    15-APR-2019  APCOTEXIND                     542.70   \n",
       "96    15-APR-2019      APLLTD                     534.45   \n",
       "100   15-APR-2019  APOLSINHOT                     848.10   \n",
       "104   15-APR-2019    ARCOTECH                       5.65   \n",
       "106   15-APR-2019       ARIES                      86.40   \n",
       "108   15-APR-2019  ARIHANTSUP                      58.65   \n",
       "110   15-APR-2019  AROGRANITE                      52.20   \n",
       "111   15-APR-2019  ARROWGREEN                      76.65   \n",
       "...           ...         ...                        ...   \n",
       "1617  15-APR-2019  VARDHACRLC                      42.10   \n",
       "1618  15-APR-2019  VARDMNPOLY                       8.00   \n",
       "1619  15-APR-2019      VARROC                     579.95   \n",
       "1621  15-APR-2019     VASWANI                       9.95   \n",
       "1622  15-APR-2019         VBL                     844.75   \n",
       "1627  15-APR-2019        VETO                      68.35   \n",
       "1632  15-APR-2019    VIDHIING                      78.70   \n",
       "1635  15-APR-2019    VIMALOIL                       7.30   \n",
       "1639  15-APR-2019  VINYLINDIA                      81.40   \n",
       "1641  15-APR-2019      VIPIND                     480.35   \n",
       "1642  15-APR-2019    VIPULLTD                      44.90   \n",
       "1643  15-APR-2019   VISAKAIND                     410.60   \n",
       "1644  15-APR-2019   VISASTEEL                       7.35   \n",
       "1649  15-APR-2019  VLSFINANCE                      60.25   \n",
       "1652  15-APR-2019      VOLTAS                     621.75   \n",
       "1654  15-APR-2019        VSSL                      97.45   \n",
       "1659  15-APR-2019  WABCOINDIA                    6296.10   \n",
       "1660  15-APR-2019  WALCHANNAG                      92.05   \n",
       "1663  15-APR-2019   WEIZFOREX                     518.00   \n",
       "1668  15-APR-2019  WELSPUNIND                      57.75   \n",
       "1670  15-APR-2019      WHEELS                     881.30   \n",
       "1672  15-APR-2019  WILLAMAGOR                      47.95   \n",
       "1673  15-APR-2019  WINDMACHIN                      67.75   \n",
       "1675  15-APR-2019        WIPL                      87.00   \n",
       "1677  15-APR-2019  WOCKPHARMA                     452.90   \n",
       "1681  15-APR-2019   XCHANGING                      45.90   \n",
       "1682  15-APR-2019     XELPMOC                      75.30   \n",
       "1686  15-APR-2019        ZEEL                     416.60   \n",
       "1690  15-APR-2019  ZENITHEXPO                      45.25   \n",
       "1692  15-APR-2019      ZENTEC                      77.60   \n",
       "\n",
       "     Underlying Previous Day Close Price (B)  \\\n",
       "9                                     627.90   \n",
       "13                                     57.60   \n",
       "15                                   7400.30   \n",
       "23                                    935.85   \n",
       "29                                     53.20   \n",
       "33                                     60.25   \n",
       "34                                      8.95   \n",
       "38                                     69.75   \n",
       "43                                     58.35   \n",
       "44                                     61.20   \n",
       "45                                     70.00   \n",
       "58                                    413.60   \n",
       "59                                     54.30   \n",
       "61                                     42.75   \n",
       "62                                    580.75   \n",
       "63                                     41.40   \n",
       "65                                    871.25   \n",
       "71                                    482.45   \n",
       "73                                    692.60   \n",
       "74                                    829.80   \n",
       "90                                    507.05   \n",
       "91                                    686.75   \n",
       "93                                    530.50   \n",
       "96                                    535.10   \n",
       "100                                   852.10   \n",
       "104                                     5.50   \n",
       "106                                    86.90   \n",
       "108                                    57.30   \n",
       "110                                    49.65   \n",
       "111                                    75.90   \n",
       "...                                      ...   \n",
       "1617                                   42.40   \n",
       "1618                                    8.15   \n",
       "1619                                  577.35   \n",
       "1621                                   10.20   \n",
       "1622                                  849.85   \n",
       "1627                                   69.35   \n",
       "1632                                   79.50   \n",
       "1635                                    7.30   \n",
       "1639                                   78.75   \n",
       "1641                                  477.55   \n",
       "1642                                   44.35   \n",
       "1643                                  410.25   \n",
       "1644                                    7.20   \n",
       "1649                                   58.45   \n",
       "1652                                  620.45   \n",
       "1654                                   98.15   \n",
       "1659                                 6318.60   \n",
       "1660                                   90.75   \n",
       "1663                                  516.20   \n",
       "1668                                   58.20   \n",
       "1670                                  879.50   \n",
       "1672                                   47.85   \n",
       "1673                                   67.80   \n",
       "1675                                   91.00   \n",
       "1677                                  449.60   \n",
       "1681                                   44.85   \n",
       "1682                                   70.45   \n",
       "1686                                  418.15   \n",
       "1690                                   43.50   \n",
       "1692                                   77.40   \n",
       "\n",
       "     Underlying Log Returns (C) = LN(A/B)  \\\n",
       "9                                  0.0010   \n",
       "13                                 0.0138   \n",
       "15                                 0.0561   \n",
       "23                                -0.0014   \n",
       "29                                 0.0260   \n",
       "33                                 0.0066   \n",
       "34                                 0.0166   \n",
       "38                                -0.0188   \n",
       "43                                 0.0145   \n",
       "44                                 0.0995   \n",
       "45                                -0.0173   \n",
       "58                                 0.0107   \n",
       "59                                -0.0111   \n",
       "61                                 0.0000   \n",
       "62                                 0.0022   \n",
       "63                                 0.0437   \n",
       "65                                -0.0002   \n",
       "71                                 0.0054   \n",
       "73                                 0.0160   \n",
       "74                                -0.0046   \n",
       "90                                -0.0207   \n",
       "91                                 0.0014   \n",
       "93                                 0.0227   \n",
       "96                                -0.0012   \n",
       "100                               -0.0047   \n",
       "104                                0.0269   \n",
       "106                               -0.0058   \n",
       "108                                0.0233   \n",
       "110                                0.0501   \n",
       "111                                0.0098   \n",
       "...                                   ...   \n",
       "1617                              -0.0071   \n",
       "1618                              -0.0186   \n",
       "1619                               0.0045   \n",
       "1621                              -0.0248   \n",
       "1622                              -0.0060   \n",
       "1627                              -0.0145   \n",
       "1632                              -0.0101   \n",
       "1635                               0.0000   \n",
       "1639                               0.0331   \n",
       "1641                               0.0058   \n",
       "1642                               0.0123   \n",
       "1643                               0.0009   \n",
       "1644                               0.0206   \n",
       "1649                               0.0303   \n",
       "1652                               0.0021   \n",
       "1654                              -0.0072   \n",
       "1659                              -0.0036   \n",
       "1660                               0.0142   \n",
       "1663                               0.0035   \n",
       "1668                              -0.0078   \n",
       "1670                               0.0020   \n",
       "1672                               0.0021   \n",
       "1673                              -0.0007   \n",
       "1675                              -0.0450   \n",
       "1677                               0.0073   \n",
       "1681                               0.0231   \n",
       "1682                               0.0666   \n",
       "1686                              -0.0037   \n",
       "1690                               0.0394   \n",
       "1692                               0.0026   \n",
       "\n",
       "     Previous Day Underlying Volatility (D)  \\\n",
       "9                                    0.0151   \n",
       "13                                   0.0325   \n",
       "15                                   0.0078   \n",
       "23                                   0.0096   \n",
       "29                                   0.0319   \n",
       "33                                   0.0271   \n",
       "34                                   0.0457   \n",
       "38                                   0.0235   \n",
       "43                                   0.0173   \n",
       "44                                   0.0516   \n",
       "45                                   0.0251   \n",
       "58                                   0.0213   \n",
       "59                                   0.0248   \n",
       "61                                   0.0141   \n",
       "62                                   0.0174   \n",
       "63                                   0.0338   \n",
       "65                                   0.0213   \n",
       "71                                   0.0267   \n",
       "73                                   0.0168   \n",
       "74                                   0.0189   \n",
       "90                                   0.0251   \n",
       "91                                   0.0125   \n",
       "93                                   0.0170   \n",
       "96                                   0.0108   \n",
       "100                                  0.0148   \n",
       "104                                  0.0327   \n",
       "106                                  0.0232   \n",
       "108                                  0.0323   \n",
       "110                                  0.0206   \n",
       "111                                  0.0244   \n",
       "...                                     ...   \n",
       "1617                                 0.0241   \n",
       "1618                                 0.0266   \n",
       "1619                                 0.0164   \n",
       "1621                                 0.0326   \n",
       "1622                                 0.0185   \n",
       "1627                                 0.0257   \n",
       "1632                                 0.0191   \n",
       "1635                                 0.0159   \n",
       "1639                                 0.0268   \n",
       "1641                                 0.0197   \n",
       "1642                                 0.0354   \n",
       "1643                                 0.0186   \n",
       "1644                                 0.0366   \n",
       "1649                                 0.0251   \n",
       "1652                                 0.0134   \n",
       "1654                                 0.0237   \n",
       "1659                                 0.0167   \n",
       "1660                                 0.0219   \n",
       "1663                                 0.0062   \n",
       "1668                                 0.0227   \n",
       "1670                                 0.0270   \n",
       "1672                                 0.0243   \n",
       "1673                                 0.0161   \n",
       "1675                                 0.0253   \n",
       "1677                                 0.0165   \n",
       "1681                                 0.0158   \n",
       "1682                                 0.0269   \n",
       "1686                                 0.0293   \n",
       "1690                                 0.0324   \n",
       "1692                                 0.0286   \n",
       "\n",
       "     Current Day Underlying Daily Volatility (E) = Sqrt(0.94*D*D + 0.06*C*C)  \\\n",
       "9                                                0.0146                        \n",
       "13                                               0.0317                        \n",
       "15                                               0.0157                        \n",
       "23                                               0.0093                        \n",
       "29                                               0.0316                        \n",
       "33                                               0.0263                        \n",
       "34                                               0.0445                        \n",
       "38                                               0.0232                        \n",
       "43                                               0.0171                        \n",
       "44                                               0.0556                        \n",
       "45                                               0.0247                        \n",
       "58                                               0.0208                        \n",
       "59                                               0.0242                        \n",
       "61                                               0.0137                        \n",
       "62                                               0.0169                        \n",
       "63                                               0.0345                        \n",
       "65                                               0.0207                        \n",
       "71                                               0.0259                        \n",
       "73                                               0.0168                        \n",
       "74                                               0.0184                        \n",
       "90                                               0.0249                        \n",
       "91                                               0.0121                        \n",
       "93                                               0.0174                        \n",
       "96                                               0.0105                        \n",
       "100                                              0.0144                        \n",
       "104                                              0.0324                        \n",
       "106                                              0.0225                        \n",
       "108                                              0.0318                        \n",
       "110                                              0.0234                        \n",
       "111                                              0.0238                        \n",
       "...                                                 ...                        \n",
       "1617                                             0.0234                        \n",
       "1618                                             0.0262                        \n",
       "1619                                             0.0159                        \n",
       "1621                                             0.0322                        \n",
       "1622                                             0.0180                        \n",
       "1627                                             0.0252                        \n",
       "1632                                             0.0187                        \n",
       "1635                                             0.0154                        \n",
       "1639                                             0.0272                        \n",
       "1641                                             0.0192                        \n",
       "1642                                             0.0345                        \n",
       "1643                                             0.0180                        \n",
       "1644                                             0.0358                        \n",
       "1649                                             0.0254                        \n",
       "1652                                             0.0130                        \n",
       "1654                                             0.0230                        \n",
       "1659                                             0.0162                        \n",
       "1660                                             0.0215                        \n",
       "1663                                             0.0061                        \n",
       "1668                                             0.0221                        \n",
       "1670                                             0.0262                        \n",
       "1672                                             0.0236                        \n",
       "1673                                             0.0156                        \n",
       "1675                                             0.0269                        \n",
       "1677                                             0.0161                        \n",
       "1681                                             0.0163                        \n",
       "1682                                             0.0308                        \n",
       "1686                                             0.0284                        \n",
       "1690                                             0.0329                        \n",
       "1692                                             0.0277                        \n",
       "\n",
       "     Underlying Annualised Volatility (F) = E*Sqrt(365)  \n",
       "9                                                0.2789  \n",
       "13                                               0.6056  \n",
       "15                                               0.2999  \n",
       "23                                               0.1777  \n",
       "29                                               0.6037  \n",
       "33                                               0.5025  \n",
       "34                                               0.8502  \n",
       "38                                               0.4432  \n",
       "43                                               0.3267  \n",
       "44                                               1.0622  \n",
       "45                                               0.4719  \n",
       "58                                               0.3974  \n",
       "59                                               0.4623  \n",
       "61                                               0.2617  \n",
       "62                                               0.3229  \n",
       "63                                               0.6591  \n",
       "65                                               0.3955  \n",
       "71                                               0.4948  \n",
       "73                                               0.3210  \n",
       "74                                               0.3515  \n",
       "90                                               0.4757  \n",
       "91                                               0.2312  \n",
       "93                                               0.3324  \n",
       "96                                               0.2006  \n",
       "100                                              0.2751  \n",
       "104                                              0.6190  \n",
       "106                                              0.4299  \n",
       "108                                              0.6075  \n",
       "110                                              0.4471  \n",
       "111                                              0.4547  \n",
       "...                                                 ...  \n",
       "1617                                             0.4471  \n",
       "1618                                             0.5006  \n",
       "1619                                             0.3038  \n",
       "1621                                             0.6152  \n",
       "1622                                             0.3439  \n",
       "1627                                             0.4814  \n",
       "1632                                             0.3573  \n",
       "1635                                             0.2942  \n",
       "1639                                             0.5197  \n",
       "1641                                             0.3668  \n",
       "1642                                             0.6591  \n",
       "1643                                             0.3439  \n",
       "1644                                             0.6840  \n",
       "1649                                             0.4853  \n",
       "1652                                             0.2484  \n",
       "1654                                             0.4394  \n",
       "1659                                             0.3095  \n",
       "1660                                             0.4108  \n",
       "1663                                             0.1165  \n",
       "1668                                             0.4222  \n",
       "1670                                             0.5006  \n",
       "1672                                             0.4509  \n",
       "1673                                             0.2980  \n",
       "1675                                             0.5139  \n",
       "1677                                             0.3076  \n",
       "1681                                             0.3114  \n",
       "1682                                             0.5884  \n",
       "1686                                             0.5426  \n",
       "1690                                             0.6286  \n",
       "1692                                             0.5292  \n",
       "\n",
       "[590 rows x 8 columns]"
      ]
     },
     "execution_count": 16,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df.loc[df['Underlying Close Price (A)']>str(400)]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
 ],
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