India VIX index is at 21.37 v/s 21.05. Nifty ATM call option IV is currently 19.71 - Axis Securities
HIGHLIGHTS:
Nifty futures closed at 15403 on a negative note with 12.47% increase in the open interest indicating Short Build Up.
Nifty Futures closed at a discount of 10 points compared to the previous day discount of 1 points.
BankNifty closed at 32838 on negative note with 4.34% decrease in open interest indicating Long Unwinding.
BankNifty Futures closed at a discount of 7 points compared to the previous day premium of 32 points.
FII's were Sellers in Index Futures to the tune of 762 crores and were Buyers in Index Options to the tune of 4848 crores, Buyers in the Stock Futures to the tune of 830 crores. Net Buyers in the derivative segment to the tune of 5113 crores.
India VIX index is at 21.37 v/s 21.05. Nifty ATM call option IV is currently 19.71 whereas Nifty ATM Put option IV is quoting at 26.06
Nifty Options OI Distribution-Weekly
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