Nifty May futures discount rose from 1.85 points to 14.05 points. Futures shed 24 lac shares in OI.
Nifty June futures premium decreased to 6.10 points from 20.30 points. Futures added 32 lac shares in OI.
Nifty historical volatility fell to 20.43% from 21.02%.
Nifty put options added 12 lac shares in open interest, while Nifty call options shed 14 lac shares.
Nifty put options implied volatility IV rose to 35.71% from 27.77%, while Nifty call options’ IV rose to 24.09% from 21.75%.
Nifty VIX rose to 17.86% from 17.12%