VIX climbs after Nifty corrects 166 pts

Published on Nov 19, 2020 16:54

The Nifty November 2020 futures were at 12,777.40, a premium of 5.7 points compared with the Nifty`s spot closing of 12,771.70.

Turnover on the National Stock Exchange`s futures & options (F&O) segment was Rs 65.66 lakh crore compared with Rs 19.18 lakh crore in the previous session.

In the cash market, the Nifty 50 index lost 166.55 points, or 1.29% to 12,771.70.

The NSE`s India VIX, a gauge of market`s expectation of volatility over the near term, rose 2.35% to 19.57.

The Nifty option chain for 26 November 2020 expiry showed maximum call OI of 33.78 lakh contracts at the 13,500 strike price. Maximum put OI of 37.42 lakh contracts was seen at 12,000 strike price.

Bajaj Finance, RIL and SBI 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.