India VIX tumbles 4%
The Nifty September 2020 futures were at 11,565.80, a premium of 30.80 points compared with the Nifty's spot closing of 11,535.
Turnover on the National Stock Exchange's futures & options (F&O) segment was Rs 20.11 lakh crore compared with Rs 19.98 lakh crore in the previous session.
In the cash market, the Nifty 50 index added 64.75 points or 0.56% at 11,535.
The NSE's India VIX, a gauge of market's expectation of volatility over the near term, slumped 3.99% at 20.93.
On the options front, Nifty options for 3 September 2020 expiry showed a maximum Call OI of 26.94 lakh contracts at the 11,700 strike price. Maximum Put OI of 29.05 lakh contracts was seen at 11,400 strike price.
The Nifty option chain for 24 September 2020 expiry showed maximum call open interest (OI) of 20.29 lakh contracts at the 12,000 strike price. Maximum put OI of 27.61 lakh contracts was seen at 11,000 strike price.
Reliance Industries, Bharti Airtel and Bajaj Finance 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.
Powered by Capital Market - Live News
Disclaimer: No Business Standard Journalist was involved in creation of this content
