India VIX cools 3% to end below 19 mark
The Nifty September 2020 futures were at 11,683, a premium of 35.4 points compared with the Nifty's closing of 11,647.60.Turnover on the National Stock Exchange's futures & options (F&O) segment was Rs 13.97 lakh crore compared with Rs 35.04 lakh crore in the previous session.
In the cash market, the Nifty 50 index added 88.35 points or 0.76% at 11,647.60.
The NSE's India VIX, a gauge of market's expectation of volatility over the near term, fell 3.44% at 18.245.
On the options front, Nifty options for 3 September 2020 expiry showed a maximum Call OI of 24.47 lakh contracts at the 12,000 strike price. Maximum Put OI of 28.53 lakh contracts was seen at 11,500 strike price.
The Nifty option chain for 24 September 2020 expiry showed maximum call open interest (OI) of 22.04 lakh contracts at the 12,000 strike price. Maximum put OI of 35.68 lakh contracts was seen at 11,000 strike price.
Reliance Industries, ICICI Bank and Axis Bank were the top traded individual stock futures contracts in F&O segment of NSE.
The September 2020 F&O contracts will expire on 24 September 2020.
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