Nifty Snapshot - December 26, 2012 - Karvy

- Nifty December futures premium increased to 9.80 points from 5.70 points. Futures shed 26 lakh shares in open interest.

- Nifty January futures premium increased to 61.00 points from 56.75 points. Futures added 28 lakh shares in open interest.

- Nifty historical volatility fell to 13.28% from 13.66%.

- Nifty put options added 1 lac shares in open interest, while Nifty call options shed 14 lac shares.

- Nifty put options implied volatility IV increased to 17.67% from 15.85%, while Nifty call options' IV increased to 20.90% from 15.01%.

- Nifty VIX fell to 14.49% from 14.63%.

Source : Equity Bulls

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