India VIX jumps 5.7%
The Nifty July 2020 futures was at 10,608, a premium of 0.65 point compared with the Nifty's closing of 10,607.35 in the cash market.Turnover on the National Stock Exchange's futures & options (F&O) segment was Rs 15.10 lakh crore compared with Rs 11.67 lakh crore in the previous session.
In the cash market, the Nifty 50 index tumbled 195.25 points or 1.81% to settle at 10,607.35.
The NSE's India VIX, a gauge of market's expectation of volatility over the near term, jumped 5.73% at 26.70.
On the options front, the Nifty option chain for 30 July 2020 expiry showed maximum call open interest (OI) of 26.22 lakh contracts at the 11,500 strike price. Maximum put OI of 32.17 lakh contracts was seen at 10,000 strike price.
RIL, Bharti Airtel and Bajaj Finance were the top traded individual stock futures contracts in F&O segment of NSE. RIL July 2020 futures were at 1,922.20, compared with spot closing price of 1915. Bharti Airtel July 2020 futures were at 590 compared with spot closing price of 588.40. Bajaj Finance July 2020 futures were at 3,193.95, compared with spot closing price of 3188.75.
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The July 2020 F&O contracts are set for expiry on 30 July 2020.
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