India VIX rises 3.2%

Published on Dec 08, 2020 16:58

The Nifty December 2020 futures were at 13,424.80, a premium of 31.85 points compared with the Nifty`s spot closing of 13,392.95.

Turnover on the National Stock Exchange`s futures & options (F&O) segment was Rs 22.80 lakh crore compared with Rs 18.23 lakh crore in the previous session.

In the cash market, the Nifty 50 index added 37.20 points, or 0.28% to attain record closing high of 13,392.95.

The NSE`s India VIX, a gauge of market`s expectation of volatility over the near term, rose 3.28% to 18.6175.

The Nifty option chain for 31 December 2020 expiry showed maximum call OI of 26.16 lakh contracts at the 13,000 strike price. Maximum put OI of 36.08 lakh contracts was seen at 13,000 strike price.

Reliance Industries, SBI and Infosys were the top traded stock futures contracts in F&O segment for December expiry.

The December 2020 F&O contracts will expire on 31 December 2020.