India VIX is India’s volatility Index which is a key measure of market expectations of near-term volatility conveyed by NIFTY stock index option prices. This volatility index is computed by NSE based on the order book of NIFTY Options. For this, the best bid-ask quotes of near and next-month NIFTY options contracts which are traded ...Read the Rest
DERIVATIVES MARKET •India VIX (volatility index based on the Nifty 50 Index Option prices) rose to 21.22% on March 29 from 21.02% on March 28. • Nifty March futures (near future) closed up against the spot index with over 15 point premium; it however witnessed 1.19 mn decrease in open interest. • Put Call Ratio ...Read the Rest
Indian Derivatives Market • India VIX (volatility index based on the Nifty 50 Index Option prices) rose from 20.47% on March 25 to 21.02% on March 28. • Nifty March futures (near future) closed up against the spot index with over 12 point premium; it however witnessed 0.46 mn decrease in open interest. • Put ...Read the Rest
Implied Volatility is the volatility implied by the market value of the options contract based on options pricing model. The below calculator is based on the Black Scholes european options pricing model. This calculator is appropriate for calculating implied volatility of the nifty options.
The Options Calculator below calculates the options contract pricing based on the Black Scholes options pricing model. This model is appropriate for nifty options as these contract are european options.
Since Diwali (Nov 5), it has been constant downtrend in the market bringing fear and anxiety among the investors. Ireland, China along with some consolidation on account of profit booking is to be blamed. Nifty plunged over 6.5% causing india vix to rise by over 12% in 9 trading days.