India VIX cools 6%
The Nifty August 2020 futures were at 11,107.50, a premium of 12.25 points compared with the Nifty's closing of 11,095.25 in the cash market.Turnover on the National Stock Exchange's futures & options (F&O) segment was Rs 14.46 lakh crore compared with Rs 10.81 lakh crore in the previous session.
In the cash market, the Nifty 50 index rallied 203.65 points or 1.87% to settle at 11,095.25
The NSE's India VIX, a gauge of market's expectation of volatility over the near term, slumped 5.98% at 23.6775.
On the options front, the weekly index options for 6 August 2020 expiry showed a maximum Call OI of 37.51 lakh contracts at the 11,200 strike price. Maximum Put OI of 34.35 lakh contracts was seen at 11,000 strike price.
The Nifty option chain for 27 August 2020 expiry showed maximum call open interest (OI) of 21.78 lakh contracts at the 11,500 strike price. Maximum put OI of 33.99 lakh contracts was seen at 11,000 strike price.
Reliance Industries, HDFC Bank and Bajaj Finance were the top traded individual stock futures contracts in F&O segment of NSE.
The August 2020 F&O contracts will expire on 27 August 2020.
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