India VIX

13.23

-0.40 (-2.93%)

As on 24 Nov, 2025 | 16:10 IST

Day Range

11.93

13.63

L H

52 week Range

9.39

23.18

L H

Returns

-8.44%

Overview
Chart
Technicals
Seasonality Analysis
News
Contribution
Components
Forum

India VIX

13.23

0.40(-2.93%)

Open 13.63

Previous Close 13.63

Day High13.63

Day Low11.93

52 Week High23.18

52 Week Low9.39

Chart

Advanced Chart
Click here to expand

*Refresh in 20 seconds.

Technicals

TECHNICAL RATING

This represents current trend.
Click here for disclaimer.

Trend

See Detail

Historical Rating

Moving Averages	--
Technical Indicators	--
Moving Averages Crossovers	--

Pivot levels

Type	R1	R2	R3	PP	S1	S2	S3
Classic	- -	- -	- -	- -	- -	- -	- -
Fibonacci	- -	- -	- -	- -	- -	- -	- -
Camarilla	- -	- -	- -	- -	- -	- -	- -

Note : Support and Resistance level for the day, calculated based on price range of the previous trading day.

Pivot levels

R1	- -	Pivot - -	S1	- -
R2	- -		S2	- -
R3	- -		S3	- -

Note : Support and Resistance level for the day, calculated based on price range of the previous trading day.

TECHNICAL RATING

This represents current trend.
Click here for disclaimer.

Trend

See Detail

Historical Rating

Moving Averages	--
Technical Indicators	--
Moving Averages Crossovers	--

Pivot levels

Type	R1	R2	R3	PP	S1	S2	S3
Classic	- -	- -	- -	- -	- -	- -	- -
Fibonacci	- -	- -	- -	- -	- -	- -	- -
Camarilla	- -	- -	- -	- -	- -	- -	- -

Note : Support and Resistance level for the day, calculated based on price range of the previous trading day.

Pivot levels

R1	- -	Pivot - -	S1	- -
R2	- -		S2	- -
R3	- -		S3	- -

Note : Support and Resistance level for the week, calculated based on price range of the previous trading week.

TECHNICAL RATING

This represents current trend.
Click here for disclaimer.

Trend

See Detail

Historical Rating

Moving Averages	--
Technical Indicators	--
Moving Averages Crossovers	--

Pivot levels

Type	R1	R2	R3	PP	S1	S2	S3
Classic	- -	- -	- -	- -	- -	- -	- -
Fibonacci	- -	- -	- -	- -	- -	- -	- -
Camarilla	- -	- -	- -	- -	- -	- -	- -

Note : Support and Resistance level for the day, calculated based on price range of the previous trading day.

Pivot levels

R1	- -	Pivot - -	S1	- -
R2	- -		S2	- -
R3	- -		S3	- -

Note : Support and Resistance level for the month, calculated based on price range of the previous trading month.

Month	Max. Positive Change(%)	Avg. Positive Change(%)	Max. Negative Change(%)	Avg. Negative Change(%)	Average Change(%)
November	21.46% (2021)	11.74%	-19.92% (2020)	-8.20%	1.19%

News

Technical View: Nifty turns cautious ahead of F&O expiry, bears may take control if index breaks 25,850; Bank Nifty needs to defend 58,600

Nov 24, 2025 05:08 PM

Taking Stock: Nifty ends below 26,000 ahead of monthly expiry, Sensex dips 331 points; IT outperforms

Nov 24, 2025 04:08 PM
Daily Voice: Post-Q2, Motilal's Gautam Duggad turns most overweight on non-lending financials; prefers midcap IT over largecaps

Nov 24, 2025 04:00 PM
Nifty gives up 26,000, Sensex erases day's gains while most sectors settle in the red

Nov 24, 2025 03:46 PM
Nifty Slips Below 26,100 Amid Sluggish Trade, Midcaps Struggle; IT Lends Support | Closing Bell Live

Nov 24, 2025 03:00 PM

See More News

Stock Name	CMP	Contribution
	No Data Available

Stock Name	CMP	Contribution
	No Data Available

Company Name	Sector	CMP	Change (Chg%)	Volume	Technical Rating
		No Data Available

Name	Value	Chg	%Chg
Dow Jones (Nov 24)	46,434.54	189.13	(0.41%)
Nasdaq (Nov 24)	22,674.88	401.80	(1.80%)
S&P 500 (Nov 24)	6,675.27	72.28	(1.09%)

Name	Value	Chg	%Chg
FTSE (Nov 24)	9,571.45	31.74	(0.33%)
CAC (Nov 24)	8,012.90	30.25	(0.38%)
DAX (Nov 24)	23,293.60	201.73	(0.87%)

Name	Value	Chg	%Chg
GIFT NIFTY (Nov 24)	26,013.00	47.50	(0.18%)
Nikkei 225 (Nov 24)	48,625.88	-1,198.06	(-2.40%)
Straits Times (Nov 24)	4,496.63	27.49	(0.62%)
Hang Seng (Nov 24)	25,716.50	496.48	(1.97%)

Name	Value	Chg	%Chg
NIFTY 50	25,959.50	-108.65	-0.42%
NIFTY BANK	58,835.35	-32.35	-0.05%
NIFTY Midcap 100	60,081.60	-194.70	-0.32%
NIFTY NEXT 50	67,997.45	-671.70	-0.98%
NIFTY 100	26,458.25	-134.95	-0.51%
Nifty 200	14,412.85	-68.65	-0.47%

Name	Value	Chg	%Chg
NIFTY Auto	27,442.20	-95.65	-0.35%
NIFTY IT	37,037.95	152.60	0.41%
NIFTY PSU Bank	8,365.75	-12.95	-0.15%
NIFTY Fin Service	27,498.65	-67.50	-0.24%
NIFTY Pharma	22,492.45	-88.50	-0.39%
NIFTY FMCG	55,138.15	-366.55	-0.66%

COMPARE NIFTY 50 PERFORMANCE

With Another Index With Any Stock

Volatility Index is a measure of market's expectation of volatility over the near term. Volatility is often described as the 'rate and magnitude of changes in prices' and in finance often referred to as risk. Volatility Index is a measure, of the amount by which an underlying Index is expected to fluctuate, in the near term, (calculated as annualised volatility, denoted in percentage e.g. 20%) based on the order book of the underlying index options.

India VIX is a volatility index based on the NIFTY Index Option prices. From the best bid-ask prices of NIFTY Options contracts, a volatility figure (%) is calculated which indicates the expected market volatility over the next 30 calendar days.

('VIX' is a trademark of Chicago Board Options Exchange, Incorporated ('CBOE') and Standard & Poor's has granted a license to NSE, with permission from CBOE, to use such mark in the name of the India VIX and for purposes relating to the India VIX.)

Source : NSE

Scrip Selection Criteria

Calculation Methodology - India VIX Index:

India VIX uses the computation methodology of CBOE, with suitable amendments to adapt to the NIFTY options order book using cubic splines, etc. The factors considered in the computation of India VIX are mentioned below:

Time to expiry: The time to expiry is computed in minutes instead of days in order to arrive at a level of precision expected by professional traders.

Interest Rate: The relevant tenure NSE MIBOR rate (i.e 30 days or 90 days) is being considered as risk-free interest rate for the respective expiry months of the NIFTY option contracts

The forward index level: India VIX is computed using out-of-the-money option contracts. Out-of-the-money option contracts are identified using forward index level. The forward index level helps in determining the at-the-money (ATM) strike which in turn helps in selecting the option contracts which shall be used for computing India VIX. The forward index level is taken as the latest available price of NIFTY future contract for the respective expiry month.

Bid-Ask Quotes: The strike price of NIFTY option contract available just below the forward index level is taken as the ATM strike. NIFTY option Call contracts with strike price above the ATM strike and NIFTY option Put contracts with strike price below the ATM strike are identified as out-of-the-money options and best bid and ask quotes of such option contracts are used for computation of India VIX. In respect of strikes for which appropriate quotes are not available, values are arrived through interpolation using a statistical method namely 'Natural Cubic Spline'

After identification of the quotes, the variance (volatility squared) is computed separately for near and mid month expiry. The variance is computed by providing weightages to each of the NIFTY option contracts identified for the computation, as per the CBOE method. The weightage of a single option contract is directly proportional to the average of best bid-ask quotes of the option contract and inversely proportional to the option contract's strike price

The variance for the near and mid month expiry computed separately are interpolated to get a single variance value with a constant maturity of 30 days to expiration. The square root of the computed variance value is multiplied by 100 to arrive at the India VIX value

Source : NSE