DATE ,NIFTY,delta F,delta S,,Nifty Futures,,,,,, 29-Jan-24,"22,125.75",,,,21737.6,,,,,, 30-Jan-24,"21,911.90",-213.85,,,21522.1,-215.5,cor,0.980434822,,, 31-Jan-24,"22,083.25",171.35,sd,136.8916492,21725.7,203.6,sd,140.7729598,,, 01-Feb-24,"22,022.10",-61.15,sd,136.8916492,21697.45,-28.25,average ,15.32941176,Hedge Ratio,0.95340284, 02-Feb-24,"22,231.60",209.50,av,9.33,21853.8,156.35,,,Hedge Ratio,0.95340284, 05-Feb-24,"22,089.40",-142.20,,,21771.7,-82.1,,,,, 06-Feb-24,"22,256.05",166.65,,,21929.4,157.7,,,,0.980434822, 07-Feb-24,"22,295.00",38.95,,,21930.5,1.1,,,,, 08-Feb-24,"22,105.05",-189.95,,,21717.95,-212.55,,,,, 09-Feb-24,"22,138.35",33.30,,,21782.5,64.55,,,,, 12-Feb-24,"21,992.20",-146.15,,,21616.05,-166.45,,,,, 13-Feb-24,"22,114.65",122.45,,,21743.25,127.2,,,,, 14-Feb-24,"22,201.80",87.15,,,21840.05,96.8,,,,, 15-Feb-24,"22,287.05",85.25,,,21910.75,70.7,,,,, 16-Feb-24,"22,379.35",92.30,,,22040.7,129.95,,,,, 19-Feb-24,"22,448.60",69.25,,,22122.25,81.55,,,,, 20-Feb-24,"22,494.25",45.65,,,22196.95,74.7,,,,, 21-Feb-24,"22,346.10",-148.15,,,22055.05,-141.9,,,,, 22-Feb-24,"22,516.55",170.45,,,22217.45,162.4,,,,, 23-Feb-24,"22,514.00",-2.55,,,22212.7,-4.75,,,,, 26-Feb-24,"22,435.70",-78.30,,,22122.05,-90.65,,,,, 27-Feb-24,"22,488.55",52.85,,,22198.35,76.3,,,,, 28-Feb-24,"22,211.20",-277.35,,,21951.15,-247.2,,,,, 29-Feb-24,"22,283.50",72.30,,,21982.8,31.65,,,,, 01-Mar-24,"22,579.20",295.70,,,22338.75,355.95,,,,, 02-Mar-24,"22,640.60",61.40,,,22378.4,39.65,,,,, 04-Mar-24,"22,639.85",-0.75,,,22405.6,27.2,,,,, 05-Mar-24,"22,580.95",-58.90,,,22356.3,-49.3,,,,, 06-Mar-24,"22,735.55",154.60,,,22474.05,117.75,,,,, 07-Mar-24,"22,692.60",-42.95,,,22493.55,19.5,,,,, 11-Mar-24,"22,574.85",-117.75,,,22332.65,-160.9,,,,, 12-Mar-24,"22,601.45",26.60,,,22335.7,3.05,,,,, 13-Mar-24,"22,259.75",-341.70,,,21997.7,-338,,,,, 14-Mar-24,"22,421.80",162.05,,,22146.65,148.95,,,,, 15-Mar-24,"22,295.55",-126.25,,,22023.35,-123.3,,,,, 18-Mar-24,"22,298.25",2.70,,,22055.7,32.35,,,,, 19-Mar-24,"22,055.95",-242.30,,,21817.45,-238.25,,,,, 20-Mar-24,"22,076.15",20.20,,,21839.1,21.65,,,,, 21-Mar-24,"22,266.55",190.40,,,22011.95,172.85,,,,, 22-Mar-24,"22,335.35",68.80,,,22096.75,84.8,,,,, 26-Mar-24,"22,260.55",-74.80,,,22004.7,-92.05,,,,, 27-Mar-24,"22,331.80",71.25,,,22123.65,118.95,,,,, 28-Mar-24,"22,488.20",156.40,,,22326.9,203.25,,,,, 01-Apr-24,"22,602.60",114.40,,,22462,135.1,,,,, 02-Apr-24,"22,577.50",-25.10,,,22453.3,-8.7,,,,, 03-Apr-24,"22,542.60",-34.90,,,22434.65,-18.65,,,,, 04-Apr-24,"22,612.25",69.65,,,22514.65,80,,,,, 05-Apr-24,"22,595.50",-16.75,,,22513.7,-0.95,,,,, 08-Apr-24,"22,748.50",153.00,,,22666.3,152.6,,,,, 09-Apr-24,"22,735.35",-13.15,,,22642.75,-23.55,,,,, 10-Apr-24,"22,812.40",77.05,,,22753.8,111.05,,,,, 12-Apr-24,"22,601.45",-210.95,,,22519.4,-234.4,,,,,