India VIX rises 3.5%

Published on Nov 17, 2020 16:56

The Nifty November 2020 futures were at 12,889.40, a premium of 15.2 points compared with the Nifty`s spot closing of 12,874.20.

Turnover on the National Stock Exchange`s futures & options (F&O) segment was Rs 19.18 lakh crore compared with Rs 14.57 lakh crore in the previous session.

In the cash market, the Nifty 50 index added 93.95 points, or 0.74% to 12,874.20, a record closing high.

The NSE`s India VIX, a gauge of market`s expectation of volatility over the near term, rose 3.51% to 19.8025.

The Nifty option chain for 26 November 2020 expiry showed maximum call OI of 19.16 lakh contracts at the 13,000 strike price. Maximum put OI of 33.66 lakh contracts was seen at 12,000 strike price.

Reliance Industries, Tata Steel and Bajaj Finance 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.