Nifty January Futures premium increases to 41.60 points - Karvy

- Nifty January futures premium increased to 41.60 points from 35.30 points.

- Nifty February futures premium decreased to 76.70 points from 68.75 points.

- Nifty historical volatility fell to 13.10% from 13.37%.

- Nifty put options added 14 lac shares in open interest, while Nifty call options added 2 lac shares.

- Nifty put options implied volatility IV decreased to 11.87% from 12.63%, while Nifty call options' IV increased to 15.99% from 15.30%.

- Nifty VIX fell to 13.27% from 13.92%.

Source : Equity Bulls

Keywords