India VIX cools off 4.4%
The Nifty August 2020 futures were at 11,382.90, a premium of 11.3 points compared with the Nifty's closing of 11,371.60 in the cash market.Turnover on the National Stock Exchange's futures & options (F&O) segment was Rs 8.85 lakh crore compared with Rs 34.98 lakh crore in the previous session.
In the cash market, the Nifty 50 index added 59.4 points or 0.53% at 11,371.60.
The NSE's India VIX, a gauge of market's expectation of volatility over the near term, slumped 4.45% at 19.7.
The Nifty option chain for 27 August 2020 expiry showed maximum call open interest (OI) of 37.26 lakh contracts at the 11,500 strike price. Maximum put OI of 43.95 lakh contracts was seen at 11,000 strike price.
Reliance Industries, SBI and Divi's Laboratories 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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