India VIX spurts 2%The Nifty July 2020 futures were at 11,114.80, a discount of 17 points compared with the Nifty's closing of 11,131.80 in the cash market.
Turnover on the National Stock Exchange's futures & options (F&O) segment was Rs 13.18 lakh crore compared with Rs 11.53 lakh crore in the previous session.
In the cash market, the Nifty 50 index lost 62.35 points or 0.56% to settle at 11,131.80.
The NSE's India VIX, a gauge of market's expectation of volatility over the near term, spurted 2.11% at 25.055.
On the options front, the Nifty option chain for 30 July 2020 expiry showed maximum call open interest (OI) of 45.14 lakh contracts at the 11,500 strike price. Maximum put OI of 44.45 lakh contracts was seen at 11,000 strike price.
Reliance Industries, ICICI Bank and Bajaj Finance were the top traded individual stock futures contracts in F&O segment of NSE. Reliance Industries July 2020 futures were at 2,157.20, compared with spot closing price of 2154.95. ICICI Bank July 2020 futures were at 358.80 compared with spot closing price of 358.70. Bajaj Finance July 2020 futures were at 3,165, compared with spot closing price of 3177.10.
The July 2020 F&O contracts are set for expiry on 30 July 2020.
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