India VIX slides 3.75% to 20.39

Published on Sep 15, 2020 16:42

The Nifty September 2020 futures were at 11,534, a premium of 12.20 points compared with the Nifty`s spot closing of 11,521.80.

Turnover on the National Stock Exchange`s futures & options (F&O) segment was Rs 15.80 lakh crore compared with Rs 15.55 lakh crore in the previous session.

In the cash market, the Nifty 50 index added 81.75 or 0.71% at 11,521.80.

The NSE`s India VIX, a gauge of market`s expectation of volatility over the near term, declined 3.75% at 20.3950.

On the options front, Nifty options for 17 September 2020 expiry showed a maximum call OI of 26.69 lakh contracts at the 11,700 strike price. Maximum Put OI of 27.11 lakh contracts was seen at 11,000 strike price.

The Nifty option chain for 24 September 2020 expiry showed maximum call open interest (OI) of 24.12 lakh contracts at the 12,000 strike price. Maximum put OI of 26.86 lakh contracts was seen at 11,000 strike price.

Reliance Industries, Bharti Airtel and TCS 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.