India VIX cools off 2.45%

Published on Sep 23, 2020 17:12

The Nifty September 2020 futures were at 11,148.50, a premium of 16.65 points compared with the Nifty`s spot closing of 11,131.85.

Turnover on the National Stock Exchange`s futures & options (F&O) segment was Rs 25.61 lakh crore compared with Rs 21.88 lakh crore in the previous session.

In the cash market, the Nifty 50 index fell 21.8 points, or 0.2% at 11,131.85.

The NSE`s India VIX, a gauge of market`s expectation of volatility over the near term, slumped 2.45% at 20.885.

The Nifty option chain for 24 September 2020 expiry showed maximum call open interest (OI) of 43.69 lakh contracts at the 11,500 strike price. Maximum put OI of 46.69 lakh contracts was seen at 11,000 strike price.

Reliance Industries, Bharti Airtel and HDFC Bank were the top traded individual stock futures contracts in F&O segment of NSE.

The September 2020 F&O contracts will expire tomorrow, 24 September 2020.