Fri, Sep 03, 2010 10:56AM IST
India Markets Open.
India VIX| India VIX 16.15 -0.55 (-3.29%) | ||||||||
|---|---|---|---|---|---|---|---|---|
| Previous Close | 16.70 | Open | 16.70 | |||||
| Day High | 16.70 | Day Low | 15.13 | |||||
| 5 Day High | 19.63 | 5 Day Low | 15.13 | |||||
| 30 Day High | 20.16 | 30 Day Low | 15.13 | |||||
| YTD High | 35.86 | YTD Low | 12.60 | |||||
| what is vix? | ||||||||
India VIX: Volatility Index
VIX is a measure of the implied volatility of Nifty 50 Index Option prices over the next 30 day period. It is an estimate of investor sentiment and is a helpful indicator of the amount the market is expected to "fluctuate" in the near term. Higher the implied volatility, higher the India VIX value and vice-versa.How to interpret VIX?
The VIX is quoted in terms of percentage points and translates, roughly, to the expected movement in the Nifty 50 Index over the next 30-day period, on an annualized basis. For example, if the VIX is at 15, this represents an expected annual change of 15%; thus one can infer that the index option markets expect the Nifty 50 to move up or down
over the next 30-day period.
That is, if, for example, the Nifty 50 is currently at 100, then the estimated 30-day change in the Nifty 50 will be within 4.3 points up or down.
Read more about India VIX at nseindia.com.
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