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India VIX slumps 8% to 45.92

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Capital Market
Last Updated : Apr 16 2020 | 5:04 PM IST

Turnover spurts in F&O segment on account of weekly options expiry.

The Nifty April 2020 futures were at 9,060, a premium of 67.2 points compared with the spot closing at 8,992.80.

Turnover on the National Stock Exchange's futures & options (F&O) segment was Rs 19.55 lakh crore compared with Rs 11.09 lakh crore reported in the previous session.

In the cash market, the Nifty 50 index rose 67.5 points or 0.76% and closed at 8,992.80.

The NSE's India VIX, a gauge of market's expectation of volatility over the near term, slumped 7.65% to 45.9275.

On the options front, the Nifty option chain for 30 April 2020 expiry showed maximum call open interest (OI) of 17.03 lakh at the 10,000 strike price. Maximum put OI of 25.58 lakh contracts was seen at 8,000 strike price.

Reliance Industries, ICICI Bank and Hindustan Unilever were the top traded individual stock futures contracts in F&O segment of NSE. Reliance Industries April 2020 futures were at 1,178, compared with spot closing price of 1170. ICICI Bank April 2020 futures were at 343.60 compared with spot closing price of 342.85. Hindustan Unilever April 2020 futures were at 2,443.90, compared with spot closing price of 2443.

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The F&O contracts for April expire on 30 April 2020.

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First Published: Apr 16 2020 | 4:19 PM IST

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