1. What is India VIX?
India VIX
*
is India’s first volatility Index which is a key measure of market expectations of near-term
volatility.
2. How is India VIX computed?
India VIX is computed by NSE based on the order book of NIFTY Options. The best bid-ask quotes
of near and next-month NIFTY options contracts which are traded on the F&O segment of NSE are
used for computation of India VIX.
3. What does India VIX signify?
India VIX indicates the investor’s perception of the market’s volatility in the near term i.e. it depicts
the expected market volatility over the next 30 calendar days. Higher the India VIX values, higher
the expected volatility and vice-versa.
India VIX
*
is India’s first volatility Index which is a key measure of market expectations of near-term
volatility.
2. How is India VIX computed?
India VIX is computed by NSE based on the order book of NIFTY Options. The best bid-ask quotes
of near and next-month NIFTY options contracts which are traded on the F&O segment of NSE are
used for computation of India VIX.
3. What does India VIX signify?
India VIX indicates the investor’s perception of the market’s volatility in the near term i.e. it depicts
the expected market volatility over the next 30 calendar days. Higher the India VIX values, higher
the expected volatility and vice-versa.
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