The February series was one of the most volatile series since April 2021 expiry, NSE data shows, with the average daily swing for the NSE Nifty 50 index as high as 1.45 per cent (average difference between the day’s high & low). Last year in the April series, the average daily swing was 1.55 per cent and prior to that in the March series was as high as 1.77 per cent.
The mean average for the last 12 months F&O expiry has been 1.19 per cent, with July 2021 series as the least volatile with a daily average swing of