Nifty Futures shed 3 lakh shares in OI - Karvy

Nifty July futures discount of 2.45 points changed to premium of 14.35 points. Futures shed 3 lakh shares in OI.

Nifty Aug futures premium increased sharply to 47.30 points from 25.65 points. Futures add 11 lakh shares in OI.

Nifty historical volatility fell to 22.52% from 22.53%.

Nifty put options added 36 lac shares in open interest, while Nifty call options shed 10 lac shares.

Nifty put options implied volatility IV decreased to 19.83% from 22.74%, while Nifty call options' IV rose to 21.71% from 16.64%.

Nifty VIX fell to 18.29% from 19.36%.

Source : Equity Bulls

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