India VIX rises 1.84% to 25.21

Published on Nov 02, 2020 16:51

The Nifty November 2020 futures were at 11,673.45, a premium of 4.3 points compared with the Nifty`s spot closing of 11,669.15.

Turnover on the National Stock Exchange`s futures & options (F&O) segment was Rs 15.03 lakh crore compared with Rs 12.67 lakh crore in the previous session.

In the cash market, the Nifty 50 index rose 26.75 points, or 0.23% to 11,669.15.

The NSE`s India VIX, a gauge of market`s expectation of volatility over the near term, rose 1.84% to 25.21.

The Nifty option chain for 26 November 2020 expiry showed maximum call open interest (OI) of 16.04 lakh contracts at the 12,000 strike price. Maximum put OI of 26.82 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 November 2020 F&O contracts will expire on 26 November 2020.