India VIX
NSE’s volatility index: how much the Nifty 50 is expected to move over the next 30 days, worked out from Nifty option prices and given as a yearly percentage. Higher means option buyers are paying more for protection.
Chart
17.33 +5.03 (+40.87%) this year
Today
17.28 −6.22%
- Previous close
- 18.43
- Past year’s range
- 9.15 to 27.89
- Past year’s average
- 14.40
- Higher than
- 79% of the past year’s closes
Source: NSE (today), Yahoo Finance (one-year daily closes, 246 sessions). Delayed.
The Nifty range India VIX implies
- Implied move, either way
- 1,237.22 points (4.95%)
- Range
- 23,736.83 to 26,211.27
Level × VIX ÷ 100 × √(days ÷ 365). India VIX is the market’s yearly volatility estimate from Nifty option prices; about two times in three the index would stay inside this range if moves followed a normal curve. Real moves are often larger. Not a forecast.
Information only, not advice. VIX measures expected movement in either direction, not which way the market will go.