Wednesday, 12 June 2013

DERIVATIVES MARKET,Thursday, 13.06.2013.

Nifty June futures (near future) rose up against the spot index with 11.70 point premium; it also witnessed 0.97 mn increase in open interest.
Put Call Ratio (open interest) fell from 0.93 on June 11 to 0.86 on June 12.
Nifty 6000 June Call strike continued to witness the highest open interest.
Nifty 5700 June Put strike continued to witness the highest open interest.
India VIX (volatility index based on the Nifty 50 Index Option prices) fell from 19.49% on June 11 to 18.85% on June 12.

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