Nifty May Futures Premium decreased to 2.80 points - Karvy

Nifty May futures premium decreased to 2.80 points from 7.95 points. Futures added 2 lac shares in OI.

Nifty June futures premium decreased to 13.20 points from 16.75 points. Futures added 1 lac shares in OI.

Nifty historical volatility fell to 19.73% from 20.00%.

Nifty put options shed 17 lac shares in open interest, while Nifty call options shed 1 lac shares.

Nifty put options implied volatility IV decreased to 18.54% from 19.29%, while Nifty call options' IV decreased to 15.88% from 17.77%.

Nifty VIX rose to 17.88% from 17.71%

Source : Equity Bulls

Keywords