Don’t miss the latest developments in business and finance.

India VIX slumps 10%

Image
Capital Market
Last Updated : Jan 09 2020 | 5:31 PM IST

Turnover spurts in derivatives segment due to expiry of weekly index options.

The Nifty January 2020 futures were at 12,271, a premium of 55.1 points compared with the Nifty's closing of 12,215.90 in the cash market.

In the cash market, the Nifty 50 index jumped 190.55 points or 1.58% to 12,215.90.

Turnover on the National Stock Exchange's futures & options (F&O) segment was Rs 32.89 lakh crore compared with Rs 17.85 lakh crore reported in the previous session.

The NSE's India VIX, a gauge of market's expectation of volatility over the near term, tumbled 10.16% to 14.05 as geo-political tension ebbed.

On the options front, the Nifty option chain for 30 January 2020 expiry showed maximum call open interest (OI) of 25.13 lakh contracts at the 12,500 strike price. Maximum put OI of 44.17 lakh contracts was seen at 12,000 strike price.

The option chain indicates that Nifty will hover between 12,000 and 12,500 in the January 2020 series.

More From This Section

Yes Bank (up 2.93%) was banned from trading in NSE's F&O segment after the security crossed 95% of market wide position limit.

State Bank of India (SBI), ICICI Bank and Max Financial Services were the top traded individual stock futures contracts in F&O segment of NSE for January expiry.

SBI January 2020 futures were at 330.90, compared with spot closing price of 330.10. ICICI Bank January 2020 futures were at 547, compared with spot closing price of 545.60. Max Financial Services January 2020 futures were at 509.20, compared with spot closing price of 507.50.

Powered by Capital Market - Live News

Also Read

First Published: Jan 09 2020 | 4:23 PM IST

Next Story