DATE ,SYMBOL,UNDERLYING DAILY VOLATILITY,UNDERLYING ANNUALISED VOLATILITY, FUTURES VOLATILITY,FUTURES ANNUALISED VOLATILITY ,APPLICABLE VOLATILITY,APPLICABLE ANNUALISED VOLATILITY
12-Mar-10,ABAN,2.605864,49.784962,2.597674,49.628491,2.605864,49.784962
12-Mar-10,ABB,1.643897,31.406617,1.637688,31.287994,1.643897,31.406617
12-Mar-10,ABIRLANUVO,1.598079,30.531264,1.575299,30.096045,1.598079,30.531264
12-Mar-10,ACC,1.664035,31.791342,1.719608,32.853062,1.719608,32.853062
12-Mar-10,ADANIENT,1.947562,37.208126,1.969427,37.62585,1.969427,37.62585
12-Mar-10,ALBK,2.135372,40.796216,2.151789,41.109873,2.151789,41.109873
12-Mar-10,AMBUJACEM,1.935429,36.976326,1.886363,36.03892,1.935429,36.976326
12-Mar-10,ANDHRABANK,1.829637,34.955171,1.885252,36.017689,1.885252,36.017689
12-Mar-10,APIL,1.306211,24.95512,1.357377,25.93266,1.357377,25.93266
12-Mar-10,APOLLOTYRE,3.044657,58.168092,3.092455,59.081277,3.092455,59.081277
12-Mar-10,AREVAT&D,1.808281,34.547163,1.82061,34.782704,1.82061,34.782704
12-Mar-10,ASHOKLEY,2.380581,45.480935,2.401899,45.888212,2.401899,45.888212
12-Mar-10,ASIANPAINT,1.795467,34.30234,1.819473,34.760984,1.819473,34.760984
12-Mar-10,AUROPHARMA,1.71516,32.768082,1.530498,29.240129,1.71516,32.768082
12-Mar-10,AXISBANK,1.850225,35.3485,1.779331,33.994065,1.850225,35.3485
12-Mar-10,BAJAJ-AUTO,2.003441,38.275695,1.945414,37.167087,2.003441,38.275695
12-Mar-10,BAJAJHIND,3.339752,63.805866,3.378744,64.550808,3.378744,64.550808
12-Mar-10,BALRAMCHIN,3.183146,60.81391,3.170968,60.581261,3.183146,60.81391
12-Mar-10,BANKBARODA,1.912265,36.533781,1.750872,33.45036,1.912265,36.533781
12-Mar-10,BANKINDIA,1.568313,29.962569,1.568893,29.973667,1.568893,29.973667
12-Mar-10,BANKNIFTY,1.206507,23.050287,1.211023,23.136571,1.211023,23.136571
12-Mar-10,BEL,1.339633,25.593646,1.369481,26.163905,1.369481,26.163905
12-Mar-10,BEML,1.938618,37.037236,1.968914,37.616042,1.968914,37.616042
12-Mar-10,BGRENERGY,2.230436,42.612424,2.264703,43.267088,2.264703,43.267088
12-Mar-10,BHARATFORG,2.498112,47.726367,2.594156,49.561281,2.594156,49.561281
12-Mar-10,BHARTIARTL,2.256801,43.116129,2.159153,41.25056,2.256801,43.116129
12-Mar-10,BHEL,1.306194,24.954811,1.292814,24.699168,1.306194,24.954811
12-Mar-10,BHUSANSTL,2.213622,42.291192,2.249305,42.972907,2.249305,42.972907
12-Mar-10,BIOCON,1.600959,30.586271,1.634035,31.218194,1.634035,31.218194
12-Mar-10,BOSCHLTD,1.172528,22.401107,1.282905,24.509875,1.282905,24.509875
12-Mar-10,BPCL,1.945725,37.173026,1.894724,36.198657,1.945725,37.173026
12-Mar-10,BRFL,1.889652,36.101749,1.927505,36.824935,1.927505,36.824935
12-Mar-10,CAIRN,1.749168,33.417808,1.698011,32.440457,1.749168,33.417808
12-Mar-10,CANBK,1.794676,34.287234,1.768565,33.78838,1.794676,34.287234
12-Mar-10,CENTURYTEX,2.369548,45.270149,2.442317,46.660404,2.442317,46.660404
12-Mar-10,CESC,1.534347,29.313667,1.619074,30.932362,1.619074,30.932362
12-Mar-10,CHAMBLFERT,2.653705,50.698971,2.720953,51.983741,2.720953,51.983741
12-Mar-10,CHENNPETRO,1.667701,31.861374,1.660601,31.725733,1.667701,31.861374
12-Mar-10,CIPLA,1.618652,30.924301,1.573762,30.066673,1.618652,30.924301
12-Mar-10,CNXIT,1.056263,20.179881,.997514,19.05748,1.056263,20.179881
12-Mar-10,COLPAL,1.372395,26.219574,1.369862,26.171175,1.372395,26.219574
12-Mar-10,CONCOR,1.219093,23.290747,1.092363,20.869575,1.219093,23.290747
12-Mar-10,CROMPGREAV,2.146224,41.003544,1.984311,37.910211,2.146224,41.003544
12-Mar-10,CUMMINSIND,1.625077,31.047045,1.569437,29.984052,1.625077,31.047045
12-Mar-10,DABUR,1.25914,24.055828,1.230146,23.5019,1.25914,24.055828
12-Mar-10,DCHL,2.509836,47.950351,2.553826,48.790769,2.553826,48.790769
12-Mar-10,DENABANK,2.262882,43.232297,2.289189,43.734893,2.289189,43.734893
12-Mar-10,DISHTV,2.763195,52.790775,2.734622,52.244888,2.763195,52.790775
12-Mar-10,DIVISLAB,1.8442,35.233389,1.836888,35.093691,1.8442,35.233389
12-Mar-10,DLF,2.217489,42.365065,2.188,41.801689,2.217489,42.365065
12-Mar-10,DRREDDY,1.436407,27.442519,1.416143,27.055369,1.436407,27.442519
12-Mar-10,EDUCOMP,2.316766,44.261759,2.305799,44.052232,2.316766,44.261759
12-Mar-10,EKC,2.472945,47.245556,2.511334,47.978974,2.511334,47.978974
12-Mar-10,ESSAROIL,2.469792,47.185302,2.576795,49.22959,2.576795,49.22959
12-Mar-10,FEDERALBNK,1.645517,31.437551,1.413933,27.013157,1.645517,31.437551
12-Mar-10,FINANTECH,2.218319,42.38092,2.295915,43.863401,2.295915,43.863401
12-Mar-10,FORTIS,2.615686,49.972617,2.6544,50.712237,2.6544,50.712237
12-Mar-10,FSL,2.583423,49.356231,2.59764,49.627846,2.59764,49.627846
12-Mar-10,GAIL,1.509545,28.839814,1.454936,27.796505,1.509545,28.839814
12-Mar-10,GESHIP,1.826648,34.898057,1.815139,34.678182,1.826648,34.898057
12-Mar-10,GLAXO,1.422691,27.180477,1.401381,26.773338,1.422691,27.180477
12-Mar-10,GMRINFRA,2.122674,40.553622,2.17075,41.472127,2.17075,41.472127
12-Mar-10,GODREJIND,2.391476,45.689085,2.379986,45.469561,2.391476,45.689085
12-Mar-10,GRASIM,1.323184,25.279388,1.416082,27.0542,1.416082,27.0542
12-Mar-10,GSPL,2.121756,40.536095,2.132673,40.744661,2.132673,40.744661
12-Mar-10,GTL,.630301,12.041893,.647228,12.36527,.647228,12.36527
12-Mar-10,GTLINFRA,1.690617,32.299192,1.727162,32.997392,1.727162,32.997392
12-Mar-10,GTOFFSHORE,1.818618,34.74464,1.821724,34.803987,1.821724,34.803987
12-Mar-10,GVKPIL,2.171123,41.47925,2.151725,41.108648,2.171123,41.47925
12-Mar-10,HCC,2.133252,40.755727,2.101748,40.153841,2.133252,40.755727
12-Mar-10,HCLTECH,1.595855,30.488759,1.528968,29.210898,1.595855,30.488759
12-Mar-10,HDFC,1.383559,26.432851,1.317833,25.17717,1.383559,26.432851
12-Mar-10,HDFCBANK,1.306145,24.953867,1.22983,23.495873,1.306145,24.953867
12-Mar-10,HDIL,2.368553,45.251134,2.386785,45.599461,2.386785,45.599461
12-Mar-10,HEROHONDA,1.969573,37.628636,1.742011,33.281083,1.969573,37.628636
12-Mar-10,HINDALCO,2.652856,50.682738,2.547032,48.660986,2.652856,50.682738
12-Mar-10,HINDPETRO,1.670909,31.922665,1.616632,30.885714,1.670909,31.922665
12-Mar-10,HINDUNILVR,2.129091,40.676223,1.95495,37.349269,2.129091,40.676223
12-Mar-10,HINDZINC,2.416149,46.16046,2.337143,44.65106,2.416149,46.16046
12-Mar-10,HOTELEELA,1.903536,36.367001,2.002168,38.251359,2.002168,38.251359
12-Mar-10,IBREALEST,3.046154,58.196698,3.022259,57.740177,3.046154,58.196698
12-Mar-10,ICICIBANK,1.699463,32.468203,1.611176,30.781474,1.699463,32.468203
12-Mar-10,ICSA,2.419959,46.233246,2.46255,47.046959,2.46255,47.046959
12-Mar-10,IDBI,1.727981,33.01303,1.803467,34.455186,1.803467,34.455186
12-Mar-10,IDEA,1.83681,35.092215,1.816644,34.706936,1.83681,35.092215
12-Mar-10,IDFC,2.00154,38.23937,1.943213,37.125023,2.00154,38.23937
12-Mar-10,IFCI,2.349843,44.893683,2.463603,47.06706,2.463603,47.06706
12-Mar-10,INDHOTEL,2.039893,38.972101,2.001218,38.233208,2.039893,38.972101
12-Mar-10,INDIACEM,2.186061,41.764639,2.150301,41.081443,2.186061,41.764639
12-Mar-10,INDIAINFO,2.245573,42.901613,2.35103,44.916369,2.35103,44.916369
12-Mar-10,INDIANB,1.806947,34.521681,1.754417,33.518087,1.806947,34.521681
12-Mar-10,INFOSYSTCH,1.210862,23.133489,1.118649,21.371751,1.210862,23.133489
12-Mar-10,IOB,1.756867,33.564897,1.785793,34.117524,1.785793,34.117524
12-Mar-10,IOC,1.239296,23.676725,1.277847,24.413226,1.277847,24.413226
12-Mar-10,ISPATIND,2.040207,38.978106,2.153431,41.141239,2.153431,41.141239
12-Mar-10,ITC,1.802773,34.441935,1.67072,31.919066,1.802773,34.441935
12-Mar-10,IVRCLINFRA,1.75042,33.44172,1.758833,33.602462,1.758833,33.602462
12-Mar-10,JINDALSAW,2.216043,42.337439,2.209126,42.205299,2.216043,42.337439
12-Mar-10,JINDALSTEL,1.788873,34.176367,1.789766,34.193439,1.789766,34.193439
12-Mar-10,JISLJALEQS,2.859451,54.629744,2.884374,55.105894,2.884374,55.105894
12-Mar-10,JPASSOCIAT,2.525362,48.246976,2.527341,48.284774,2.527341,48.284774
12-Mar-10,JPPOWER,1.948513,37.226296,2.045727,39.083563,2.045727,39.083563
12-Mar-10,JSWSTEEL,2.589365,49.469756,2.582849,49.345264,2.589365,49.469756
12-Mar-10,KFA,2.359883,45.08551,2.474116,47.267923,2.474116,47.267923
12-Mar-10,KOTAKBANK,2.0443,39.056292,1.979914,37.826201,2.0443,39.056292
12-Mar-10,KSOILS,1.419289,27.115474,1.441952,27.548463,1.441952,27.548463
12-Mar-10,LICHSGFIN,2.236691,42.731927,2.174751,41.548569,2.236691,42.731927
12-Mar-10,LITL,2.885236,55.122353,2.823262,53.938337,2.885236,55.122353
12-Mar-10,LT,1.297725,24.792996,1.287454,24.596771,1.297725,24.792996
12-Mar-10,LUPIN,1.750893,33.45077,1.692725,32.339464,1.750893,33.45077
12-Mar-10,M&M,2.342076,44.745293,2.298211,43.907267,2.342076,44.745293
12-Mar-10,MARUTI,1.724877,32.95373,1.6958,32.398211,1.724877,32.95373
12-Mar-10,MCDOWELL-N,2.103364,40.184713,2.051113,39.18646,2.103364,40.184713
12-Mar-10,MCLEODRUSS,2.63153,50.27531,2.654356,50.711396,2.654356,50.711396
12-Mar-10,MINIFTY,.957101,18.285394,.97086,18.548255,.97086,18.548255
12-Mar-10,MLL,2.45387,46.881125,2.501301,47.787282,2.501301,47.787282
12-Mar-10,MOSERBAER,2.663993,50.895523,2.785161,53.21043,2.785161,53.21043
12-Mar-10,MPHASIS,2.331993,44.552662,2.294565,43.837612,2.331993,44.552662
12-Mar-10,MRPL,1.689679,32.281278,1.728438,33.021755,1.728438,33.021755
12-Mar-10,MTNL,1.840001,35.153179,1.893394,36.173233,1.893394,36.173233
12-Mar-10,MUNDRAPORT,2.21964,42.406154,2.257078,43.121423,2.257078,43.121423
12-Mar-10,NAGARCONST,1.950519,37.264615,1.899027,36.280854,1.950519,37.264615
12-Mar-10,NAGARFERT,2.146795,41.014462,2.249303,42.972871,2.249303,42.972871
12-Mar-10,NATIONALUM,2.178841,41.626701,2.159903,41.264895,2.178841,41.626701
12-Mar-10,NEYVELILIG,1.560192,29.80742,1.646979,31.465489,1.646979,31.465489
12-Mar-10,NFTYMCAP50,1.203824,22.999023,1.375762,26.283896,1.375762,26.283896
12-Mar-10,NIFTY,.957101,18.285394,.972011,18.570238,.972011,18.570238
12-Mar-10,NOIDATOLL,1.778496,33.978112,1.879541,35.908584,1.879541,35.908584
12-Mar-10,NTPC,1.292644,24.695935,1.246515,23.814643,1.292644,24.695935
12-Mar-10,OFSS,1.30115,24.858431,1.338376,25.56964,1.338376,25.56964
12-Mar-10,ONGC,1.068994,20.423106,1.074091,20.520471,1.074091,20.520471
12-Mar-10,ONMOBILE,2.535867,48.447673,2.559886,48.906562,2.559886,48.906562
12-Mar-10,OPTOCIRCUI,2.160597,41.278149,2.21831,42.380756,2.21831,42.380756
12-Mar-10,ORCHIDCHEM,2.524646,48.2333,2.53118,48.35813,2.53118,48.35813
12-Mar-10,ORIENTBANK,2.80749,53.637023,2.583687,49.36128,2.80749,53.637023
12-Mar-10,PANTALOONR,1.916704,36.618584,1.987333,37.96794,1.987333,37.96794
12-Mar-10,PATELENG,1.588398,30.346301,1.656222,31.642083,1.656222,31.642083
12-Mar-10,PATNI,2.079243,39.72388,1.889256,36.094191,2.079243,39.72388
12-Mar-10,PETRONET,2.188072,41.803051,2.211026,42.241587,2.211026,42.241587
12-Mar-10,PFC,2.159532,41.25781,2.159156,41.250616,2.159532,41.25781
12-Mar-10,PIRHEALTH,2.126823,40.63289,2.153017,41.133339,2.153017,41.133339
12-Mar-10,PNB,1.288652,24.619653,1.340057,25.601755,1.340057,25.601755
12-Mar-10,POLARIS,2.362976,45.144586,2.346378,44.827491,2.362976,45.144586
12-Mar-10,POWERGRID,1.145676,21.888118,1.039505,19.859716,1.145676,21.888118
12-Mar-10,PRAJIND,1.830977,34.980757,1.936381,36.994498,1.936381,36.994498
12-Mar-10,PTC,1.903545,36.367169,1.871271,35.750578,1.903545,36.367169
12-Mar-10,PUNJLLOYD,2.205603,42.137991,2.244882,42.888409,2.244882,42.888409
12-Mar-10,RANBAXY,1.955096,37.352065,1.96811,37.60069,1.96811,37.60069
12-Mar-10,RCOM,1.69029,32.292942,1.759426,33.613794,1.759426,33.613794
12-Mar-10,RECLTD,2.423525,46.30138,2.193782,41.912138,2.423525,46.30138
12-Mar-10,RELCAPITAL,1.986039,37.943225,2.10225,40.163436,2.10225,40.163436
12-Mar-10,RELIANCE,1.577308,30.134429,1.552632,29.662995,1.577308,30.134429
12-Mar-10,RELINFRA,1.54473,29.512032,1.622258,30.9932,1.622258,30.9932
12-Mar-10,RELMEDIA,2.328654,44.488874,2.455171,46.905971,2.455171,46.905971
12-Mar-10,RENUKA,3.676674,70.242765,3.588725,68.562491,3.676674,70.242765
12-Mar-10,RNRL,1.983333,37.891528,2.088581,39.902284,2.088581,39.902284
12-Mar-10,ROLTA,1.851896,35.380417,1.873275,35.788864,1.873275,35.788864
12-Mar-10,RPOWER,1.268991,24.244037,1.328111,25.373532,1.328111,25.373532
12-Mar-10,SAIL,2.074176,39.627077,2.09904,40.102096,2.09904,40.102096
12-Mar-10,SBIN,1.337399,25.550972,1.371138,26.195548,1.371138,26.195548
12-Mar-10,SCI,1.822239,34.813832,1.905722,36.40877,1.905722,36.40877
12-Mar-10,SESAGOA,2.702446,51.630153,2.423818,46.306972,2.702446,51.630153
12-Mar-10,SIEMENS,1.921161,36.703728,1.92242,36.72778,1.92242,36.72778
12-Mar-10,SINTEX,2.154514,41.161925,2.160189,41.27035,2.160189,41.27035
12-Mar-10,STER,2.027136,38.728373,1.994093,38.097097,2.027136,38.728373
12-Mar-10,STERLINBIO,2.368204,45.244478,2.421577,46.264155,2.421577,46.264155
12-Mar-10,SUNPHARMA,1.569156,29.978689,1.452895,27.757516,1.569156,29.978689
12-Mar-10,SUNTV,2.789127,53.286201,2.530588,48.346812,2.789127,53.286201
12-Mar-10,SUZLON,2.436245,46.544401,2.538108,48.49048,2.538108,48.49048
12-Mar-10,SYNDIBANK,1.782479,34.054204,1.896844,36.239152,1.896844,36.239152
12-Mar-10,TATACHEM,2.088355,39.897967,2.039724,38.968877,2.088355,39.897967
12-Mar-10,TATACOMM,1.717393,32.810747,1.740959,33.260969,1.740959,33.260969
12-Mar-10,TATAMOTORS,3.081778,58.877287,3.056054,58.385826,3.081778,58.877287
12-Mar-10,TATAPOWER,1.947841,37.21345,1.861619,35.566174,1.947841,37.21345
12-Mar-10,TATASTEEL,2.399885,45.849735,2.379947,45.468826,2.399885,45.849735
12-Mar-10,TATATEA,1.368816,26.151189,1.41348,27.004496,1.41348,27.004496
12-Mar-10,TCS,1.146334,21.900683,1.103213,21.076861,1.146334,21.900683
12-Mar-10,TECHM,1.865296,35.636438,1.954798,37.346364,1.954798,37.346364
12-Mar-10,TITAN,2.070732,39.561284,2.004223,38.290619,2.070732,39.561284
12-Mar-10,TRIVENI,3.228453,61.679506,3.269626,62.466121,3.269626,62.466121
12-Mar-10,TTML,1.771873,33.851583,1.801997,34.427107,1.801997,34.427107
12-Mar-10,TULIP,1.848152,35.308895,1.869659,35.719789,1.869659,35.719789
12-Mar-10,TV-18,1.928505,36.844038,1.943122,37.123299,1.943122,37.123299
12-Mar-10,UCOBANK,2.02732,38.731897,2.153255,41.137885,2.153255,41.137885
12-Mar-10,ULTRACEMCO,1.645798,31.442933,1.651554,31.552895,1.651554,31.552895
12-Mar-10,UNIONBANK,1.627487,31.093091,1.579211,30.170783,1.627487,31.093091
12-Mar-10,UNIPHOS,1.973636,37.706267,1.989713,38.013413,1.989713,38.013413
12-Mar-10,UNITECH,2.322863,44.378241,2.337821,44.664011,2.337821,44.664011
12-Mar-10,VIDEOIND,2.327175,44.460608,2.339902,44.703765,2.339902,44.703765
12-Mar-10,VIJAYABANK,1.943457,37.129697,2.040792,38.989281,2.040792,38.989281
12-Mar-10,VOLTAS,2.152407,41.121683,2.221596,42.443527,2.221596,42.443527
12-Mar-10,WELGUJ,1.924979,36.776666,1.95565,37.362643,1.95565,37.362643
12-Mar-10,WIPRO,1.640046,31.333025,1.586652,30.312943,1.640046,31.333025
12-Mar-10,YESBANK,2.257996,43.138959,2.329621,44.507338,2.329621,44.507338
12-Mar-10,ZEEL,2.348657,44.871038,2.173107,41.517143,2.348657,44.871038