Nifty Snapshot - December 27, 2012 - Karvy

- Nifty December futures premium decreased to 8.15 points from 9.80 points. Futures shed 8 lakh shares in open interest.

- Nifty January futures premium decreased to 58.40 points from 61.00 points. Futures added 32 lakh shares in open interest.

- Nifty historical volatility rose to 13.43% from 13.28%.

- Nifty put options added 24 lac shares in open interest, while Nifty call options shed 23 lac shares.

- Nifty put options implied volatility IV increased to 20.74% from 17.67%, while Nifty call options' IV increased to 22.84% from 20.90%.

- Nifty VIX fell to 14.10% from 14.49%.

Source : Equity Bulls

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