India VIX cools 2%
The Nifty August 2020 futures were at 11,281, a premium of 33.90 points compared with the Nifty's closing of 11,247.10 in the cash market.Turnover on the National Stock Exchange's futures & options (F&O) segment was Rs 12.46 lakh crore compared with Rs 13.91 lakh crore in the previous session.
In the cash market, the Nifty 50 index added 68.70 points or 0.61% at 11,247.10.
The NSE's India VIX, a gauge of market's expectation of volatility over the near term, fell 2.46% at 21.1375.
On the options front, Nifty weekly options for 20 August 2020 expiry showed a maximum Call OI of 25.79 lakh contracts at the 11,500 strike price. Maximum Put OI of 27.59 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 21.41 lakh contracts at the 11,500 strike price. Maximum put OI of 36.89 lakh contracts was seen at 11,000 strike price.
Reliance Industries, Bajaj Finance and Bharti Airtel 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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