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India VIX
24.19
1.00 (4.31%)
As on 28 May, 2024 16:10 IST
Day Range
22.02
24.47
L H
52 week Range
8.39
26.19
L H
Returns
66.83%
| Open 23.19 |
| Previous Close 23.19 |
| Day High24.47 |
| Day Low22.02 |
| 52 Week High26.19 |
| 52 Week Low8.39 |
Chart
Advanced Chart
*Refresh in 20 seconds.
TECHNICAL RATING
This represents current trend.
Click here for disclaimer.
Click here for disclaimer.
Trend
| Moving Averages | -- |
| Technical Indicators | -- |
| Moving Averages Crossovers | -- |
Pivot levels
| Type | R1 | R2 | R3 | PP | S1 | S2 | S3 |
|---|---|---|---|---|---|---|---|
| Classic | - - | - - | - - | - - | - - | - - | - - |
| Fibonacci | - - | - - | - - | - - | - - | - - | - - |
| Camarilla | - - | - - | - - | - - | - - | - - | - - |
Note : Support and Resistance level for the day, calculated based on price range of the previous trading day.
Pivot levels
| R1 | - - | Pivot - - |
S1 | - - |
| R2 | - - | S2 | - - | |
| R3 | - - | S3 | - - |
Note : Support and Resistance level for the day, calculated based on price range of the previous trading day.
TECHNICAL RATING
This represents current trend.
Click here for disclaimer.
Click here for disclaimer.
Trend
| Moving Averages | -- |
| Technical Indicators | -- |
| Moving Averages Crossovers | -- |
Pivot levels
| Type | R1 | R2 | R3 | PP | S1 | S2 | S3 |
|---|---|---|---|---|---|---|---|
| Classic | - - | - - | - - | - - | - - | - - | - - |
| Fibonacci | - - | - - | - - | - - | - - | - - | - - |
| Camarilla | - - | - - | - - | - - | - - | - - | - - |
Note : Support and Resistance level for the day, calculated based on price range of the previous trading day.
Pivot levels
| R1 | - - | Pivot - - |
S1 | - - |
| R2 | - - | S2 | - - | |
| R3 | - - | S3 | - - |
Note : Support and Resistance level for the week, calculated based on price range of the previous trading week.
TECHNICAL RATING
This represents current trend.
Click here for disclaimer.
Click here for disclaimer.
Trend
| Moving Averages | -- |
| Technical Indicators | -- |
| Moving Averages Crossovers | -- |
Pivot levels
| Type | R1 | R2 | R3 | PP | S1 | S2 | S3 |
|---|---|---|---|---|---|---|---|
| Classic | - - | - - | - - | - - | - - | - - | - - |
| Fibonacci | - - | - - | - - | - - | - - | - - | - - |
| Camarilla | - - | - - | - - | - - | - - | - - | - - |
Note : Support and Resistance level for the day, calculated based on price range of the previous trading day.
Pivot levels
| R1 | - - | Pivot - - |
S1 | - - |
| R2 | - - | S2 | - - | |
| R3 | - - | S3 | - - |
Note : Support and Resistance level for the month, calculated based on price range of the previous trading month.
Historical Rating
News
-
May 28, 2024 08:21 PM
-
May 28, 2024 04:56 PM
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May 28, 2024 03:43 PM
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May 28, 2024 02:45 PM
| Company Name | Sector | CMP | Change (Chg%) | Volume | Technical Rating |
|---|---|---|---|---|---|
| No Data Available |
Market Live
- May 28, 16:13 Indian benchmark indices ended lower in the volatile session on May 28 with Nifty below 22,900. The Sensex was down 220.05 points ...
- May 28, 16:10 Expect consolidation to continue till May expiry: Jatin Gedia – Technical Research Analyst at Sharekhan by BNP Paribas Ni...
- May 28, 16:07 Market witness mild consolidation, says Vinod Nair, Head of Research, Geojit Financial Services The Indian market exhibited mil...
- May 28, 16:01 Ajit Mishra – SVP, Research, Religare Broking It was a subdued session as expected, with the Nifty fluctuating within a n...
- May 28, 15:51 Sensex Today | 22,950-23,000 act as a strong resistance for Nifty: Rupak De, Senior Technical Analyst, LKP Securities The index...
- May 28, 15:46 Sensex Today | 23,110 will be immediate resistance for Nifty: Aditya Gaggar Director of Progressive Shares A rangebound activit...
- May 28, 15:39 Sensex Today | Canara Bank to consider fund raising plan for FY25 on May 31...
- May 28, 15:33 Currency Check | Rupee closes marginally lower Indian rupee ended lower at 83.18 per dollar on Tuesday against Monday's clo...
- May 28, 15:30 Market Close | Nifty below 22,900, Sensex falls 220 pts; PSU Bank, energy, realty major drag Indian benchmark indices ended low...
- May 28, 15:29 Sensex Today | Prashant Bhatnagar resigns as CFO of P&G Hygiene w.e.f. June 28, 2024 and appoints Mrinalini Srinivasan as CFO ...
Indian Indices
| Name | Value | Chg | %Chg |
|---|---|---|---|
| NIFTY 50 | 22,888.15 | -44.30 | -0.19% |
| NIFTY BANK | 49,142.15 | -139.65 | -0.28% |
| NIFTY Midcap 100 | 52,294.80 | -466.95 | -0.89% |
| NIFTY NEXT 50 | 68,545.60 | -590.70 | -0.85% |
| NIFTY 100 | 23,873.90 | -85.95 | -0.36% |
| Nifty 200 | 12,928.10 | -57.30 | -0.44% |
| Name | Value | Chg | %Chg |
|---|---|---|---|
| NIFTY AUTO | 23,814.25 | -62.90 | -0.26% |
| NIFTY IT | 33,880.85 | -114.40 | -0.34% |
| NIFTY PSU BANK | 7,361.10 | -95.65 | -1.28% |
| NIFTY FIN SERVICE | 21,982.15 | 16.55 | 0.08% |
| NIFTY PHARMA | 19,215.75 | 103.80 | 0.54% |
| NIFTY FMCG | 55,271.95 | 11.45 | 0.02% |
Volatility Index is a measure of market's expectation of volatility over the near term. Volatility is often described as the 'rate and magnitude of changes in prices' and in finance often referred to as risk. Volatility Index is a measure, of the amount by which an underlying Index is expected to fluctuate, in the near term, (calculated as annualised volatility, denoted in percentage e.g. 20%) based on the order book of the underlying index options.
India VIX is a volatility index based on the NIFTY Index Option prices. From the best bid-ask prices of NIFTY Options contracts, a volatility figure (%) is calculated which indicates the expected market volatility over the next 30 calendar days.
('VIX' is a trademark of Chicago Board Options Exchange, Incorporated ('CBOE') and Standard & Poor's has granted a license to NSE, with permission from CBOE, to use such mark in the name of the India VIX and for purposes relating to the India VIX.)
Source : NSE
India VIX is a volatility index based on the NIFTY Index Option prices. From the best bid-ask prices of NIFTY Options contracts, a volatility figure (%) is calculated which indicates the expected market volatility over the next 30 calendar days.
('VIX' is a trademark of Chicago Board Options Exchange, Incorporated ('CBOE') and Standard & Poor's has granted a license to NSE, with permission from CBOE, to use such mark in the name of the India VIX and for purposes relating to the India VIX.)
Source : NSE
Calculation Methodology - India VIX Index:
India VIX uses the computation methodology of CBOE, with suitable amendments to adapt to the NIFTY options order book using cubic splines, etc. The factors considered in the computation of India VIX are mentioned below:
Time to expiry: The time to expiry is computed in minutes instead of days in order to arrive at a level of precision expected by professional traders.
Interest Rate: The relevant tenure NSE MIBOR rate (i.e 30 days or 90 days) is being considered as risk-free interest rate for the respective expiry months of the NIFTY option contracts
The forward index level: India VIX is computed using out-of-the-money option contracts. Out-of-the-money option contracts are identified using forward index level. The forward index level helps in determining the at-the-money (ATM) strike which in turn helps in selecting the option contracts which shall be used for computing India VIX. The forward index level is taken as the latest available price of NIFTY future contract for the respective expiry month.
Bid-Ask Quotes: The strike price of NIFTY option contract available just below the forward index level is taken as the ATM strike. NIFTY option Call contracts with strike price above the ATM strike and NIFTY option Put contracts with strike price below the ATM strike are identified as out-of-the-money options and best bid and ask quotes of such option contracts are used for computation of India VIX. In respect of strikes for which appropriate quotes are not available, values are arrived through interpolation using a statistical method namely 'Natural Cubic Spline'
After identification of the quotes, the variance (volatility squared) is computed separately for near and mid month expiry. The variance is computed by providing weightages to each of the NIFTY option contracts identified for the computation, as per the CBOE method. The weightage of a single option contract is directly proportional to the average of best bid-ask quotes of the option contract and inversely proportional to the option contract's strike price
The variance for the near and mid month expiry computed separately are interpolated to get a single variance value with a constant maturity of 30 days to expiration. The square root of the computed variance value is multiplied by 100 to arrive at the India VIX value
Source : NSE
India VIX uses the computation methodology of CBOE, with suitable amendments to adapt to the NIFTY options order book using cubic splines, etc. The factors considered in the computation of India VIX are mentioned below:
Time to expiry: The time to expiry is computed in minutes instead of days in order to arrive at a level of precision expected by professional traders.
Interest Rate: The relevant tenure NSE MIBOR rate (i.e 30 days or 90 days) is being considered as risk-free interest rate for the respective expiry months of the NIFTY option contracts
The forward index level: India VIX is computed using out-of-the-money option contracts. Out-of-the-money option contracts are identified using forward index level. The forward index level helps in determining the at-the-money (ATM) strike which in turn helps in selecting the option contracts which shall be used for computing India VIX. The forward index level is taken as the latest available price of NIFTY future contract for the respective expiry month.
Bid-Ask Quotes: The strike price of NIFTY option contract available just below the forward index level is taken as the ATM strike. NIFTY option Call contracts with strike price above the ATM strike and NIFTY option Put contracts with strike price below the ATM strike are identified as out-of-the-money options and best bid and ask quotes of such option contracts are used for computation of India VIX. In respect of strikes for which appropriate quotes are not available, values are arrived through interpolation using a statistical method namely 'Natural Cubic Spline'
After identification of the quotes, the variance (volatility squared) is computed separately for near and mid month expiry. The variance is computed by providing weightages to each of the NIFTY option contracts identified for the computation, as per the CBOE method. The weightage of a single option contract is directly proportional to the average of best bid-ask quotes of the option contract and inversely proportional to the option contract's strike price
The variance for the near and mid month expiry computed separately are interpolated to get a single variance value with a constant maturity of 30 days to expiration. The square root of the computed variance value is multiplied by 100 to arrive at the India VIX value
Source : NSE
nse Advance/Decline
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