Market Commentary

Nifty February futures premium decreases to 3.60 points - Karvy



Posted On : 2013-02-13 22:07:00( TIMEZONE : IST )

Nifty February futures premium decreases to 3.60 points - Karvy

Nifty February futures premium decreased to 3.60 points from 18.90 points. Futures added 1 lac shares in OI.

Nifty March futures premium decreased to 32.65 points from 48.00 points. Futures added 2 lac shares in OI.

Nifty historical volatility fell to 24.11% from 24.71%.

Nifty put options added 8 lac shares in open interest, while Nifty call options added 7 lac shares.

Nifty put options implied volatility IV increased to 15.73% from 15.05%, while Nifty call options' IV decreased to 12.78% from 15.43%.

Nifty VIX fell to 15.14% from 15.31%.

Source : Equity Bulls

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