Nifty futures annual volatility increases to 39.14%: Angel

According to Angel Broking Derivative report, nifty futures annual volatility has further increased from 38.07% to 39.14%.

Angel Broking Derivative report:

Nifty Futures open interest has shown a noteworthy decline by 12.20% whereas the Nifty price has risen by 2.46% from 4108.05 to 4209.05 indicating short covering.

The Nifty PCR-OI has further dropped from 1.22 levels to 1.19 levels.

The discount in Nifty futures is almost negligible. It has narrowed from 16.75 points to 2.45 points; hence the CoC is negative 2.12%.

Nifty Futures annual volatility has further increased from 38.07% to 39.14%.

Stocks like AMBUJACEM and ABB has observed significant addition in OI with positive COC.

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