India VIX jumps 4% to 45.34
The Nifty April 2020 futures were at 8,961.05, a discount of 20.45 points compared with the spot closing at 8,981.45.Turnover on the National Stock Exchange's futures & options (F&O) segment was Rs 7.77 lakh crore compared with Rs 7.46 lakh crore reported in the previous session.
In the cash market, the Nifty 50 index tumbled 280.4 points or 3.03% and closed at 8,981.45.
The NSE's India VIX, a gauge of market's expectation of volatility over the near term, surged 4.35% to 45.3475.
On the options front, the Nifty option chain for 30 April 2020 expiry showed maximum call open interest (OI) of 19.25 lakh at the 10,000 strike price. Maximum put OI of 23.80 lakh contracts was seen at 8,000 strike price.
Reliance Industries (RIL), Aurobindo Pharma and ICICI Bank were the top traded individual stock futures contracts in F&O segment of NSE. RIL April 2020 futures were at 1,252.10, compared with spot closing price of 1251.50. Aurobindo Pharma April 2020 futures were at 650.45 compared with spot closing price of 649.10. ICICI Bank April 2020 futures were at 330.15, compared with spot closing price of 329.80.
The F&O contracts for April expire on 30 April 2020.
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