India VIX, a measure of investors’ perception about the risk of sharp swings based on options prices, has retreated despite the sharp fall in the market in the past few weeks.
Since the Budget, the fear gauge has slid nearly 19 per cent, even as the Nifty has slid 4.3 per cent. “Typically, the market and India VIX have an inverse relation, but post the Budget, the gauge has not quite behaved the way it should,” said Sneha Seth, derivatives analyst, Angel Broking. VIX is meant to indicate investors’ perception of the annual market volatility over the next 30 ...
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