Nifty ATM call option IV is currently 14.40 whereas Nifty ATM Put option IV is quoting at 18.91 - Axis Securities
HIGHLIGHTS:
Nifty futures closed at 15932 on a negative note with 3.89% increase in the open interest indicating Short Build Up.
Nifty Futures closed at a discount of 6 points compared to the previous day premium of 13 points.
BankNifty closed at 34721 on negative note with 0.50% increase in open interest indicating Short Build Up.
BankNifty Futures closed at a premium of 70 points compared to the previous day premium of 95 points.
FII's were Sellers in Index Futures to the tune of 602 crores and were Buyers in Index Options to the tune of 7037 crores, Sellers in the Stock Futures to the tune of 473 crores. Net Buyers in the derivative segment to the tune of 5886 crores.
India VIX index is at 18.39 v/s 18.62. Nifty ATM call option IV is currently 14.40 whereas Nifty ATM Put option IV is quoting at 18.91.
Nifty Options OI Distribution-Weekly
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