Nifty February futures premium decreased to 3.60 points from 18.90 points. Futures added 1 lac shares in OI.
Nifty March futures premium decreased to 32.65 points from 48.00 points. Futures added 2 lac shares in OI.
Nifty historical volatility fell to 24.11% from 24.71%.
Nifty put options added 8 lac shares in open interest, while Nifty call options added 7 lac shares.
Nifty put options implied volatility IV increased to 15.73% from 15.05%, while Nifty call options' IV decreased to 12.78% from 15.43%.
Nifty VIX fell to 15.14% from 15.31%.