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VIX slumps 13% on expiry day

Published on Nov 26, 2020 16:41

The Nifty December 2020 futures were at 13,043.75, a premium of 56.75 points compared with the Nifty`s spot closing of 12,987.

Turnover on the National Stock Exchange`s futures & options (F&O) segment was Rs 72.57 lakh crore compared with Rs 38.91 lakh crore in the previous session.

In the cash market, the Nifty 50 index added 128.6 points, or 1% to 12,987.

The NSE`s India VIX, a gauge of market`s expectation of volatility over the near term, slumped 13.42% to 20.0225.

The Nifty option chain for 31 December 2020 expiry showed maximum call OI of 25.06 lakh contracts at the 13,000 strike price. Maximum put OI of 26.10 lakh contracts was seen at 12,000 strike price.

RIL, Bajaj Finance and Kotak Mahindra Bank were the top traded individual stock futures contracts in F&O segment for December expiry.

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

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