India VIX rises with Nifty as relationship breaks downSantanu Chakraborty
The Sensex and Nifty took a step back today, but what led to this dip? Why mid-cap stocks are today's silent heroes, outshining broader market indices. The sectors that saw resilience and are worth your attention amidst the market's overall downturn. Key insights and analyst opinions on ...
So if Nifty today is at 10,000 the expected range of Nifty is between 8000 and 12,000 for 1 year. If you want to know how much volatile Nifty would be in a time period(T) say a month using VIX, then the formula is (VIX/Sqrt (T)) % where T would be 12, square root of ...
'niftyQuality30', 'NIFTY50 EQL WGT': 'nifty50EqualWeight', 'NIFTY100 EQL WGT': 'nifty100EqualWeight', 'NIFTY100 LOWVOL30': 'nifty100LowVolatility30', 'NIFTY ALPHA 50': 'niftyAlpha50', 'INDIA VIX': '-', 'NIFTY 100': '-', 'NIFTY 500': '-', 'NIFTY MIDCAP 100': '-', '...
Millions of options trades are executed daily in the Nifty options market. During periods of high volatility or market events, this number can increase substantially. Due to various factors such as supply and demand, option Greeks like Delta, Theta, Vega, Gamma, VIX, and implied volatility can...
Trading Plan: Will Nifty surpass 20-day EMA of 23,300, Bank Nifty climb above 49,500 amid rising VIX? The Nifty 50 needs to clear the 23,260–23,300 zone, followed by 23,350–23,400, for bulls to gain strength. Until then, consolidation may continue, with support at 23,000. ...
At 1:50PM, the 30-share Sensex was up 282 points at 24,188 after hitting an intra-day high of 25,376 and the 50-share Nifty was up 98 points at 7,221 after touching an intra-day high of 7,563.50. The India VIX slumped 37.3% to 23. ___ (Updated at 1:10PM) Investors turne...
Trading Plan: Will Nifty surpass 20-day EMA of 23,300, Bank Nifty climb above 49,500 amid rising VIX? The Nifty 50 needs to clear the 23,260–23,300 zone, followed by 23,350–23,400, for bulls to gain strength. Until then, consolidation may continue, with support at 23,000. ...
Shaikh, I. and Padhi, P. (2014a), "Inter-temporal relationship between India VIX and Nifty equity index", Decision, Vol. 41 No. 4, pp. 439-448.Shaikh, I., & Padhi, P. (2014). Inter-temporal relationship between India VIX and Nifty equity index. Decision, 439-448....
To analyze volatility clusters in India's implied volatility index (Nifty VIX) daily closing levels for the Nifty VIX were gathered covering trading days from January 2010 through January 2014. ARIMA and GARCH models applied to the de-trended Nifty VIX time series were found of limited use for...