Nifty January futures premium increases to 14.85 points - Karvy

Nifty January futures premium increased to 14.85 points from 13.05 points. Futures shed 6 lac shares in OI.

Nifty February futures premium increased marginally to 51.70 points from 51.40 points. Futures added 2 lac shares in OI.

Nifty historical volatility fell to 12.40% from 12.78%.

Nifty put options added 2 lac shares in open interest, while Nifty call options added 1 lac shares.

Nifty put options implied volatility IV decreased to 14.41% from 15.83%, while Nifty call options' IV increased to 16.69% from 16.67%.

Nifty VIX fell to 13.66% from 13.89%.

Source : Equity Bulls

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