India VIX declines 5% for the second day.
The Nifty June 2020 futures were at 10,246.70, a premium of 2.3 points compared with the spot closing at 10,244.40.Turnover on the National Stock Exchange's F&O segment was at Rs 11.06 lakh crore compared with Rs 33.83 lakh crore in the previous session.
In the cash market, the Nifty 50 index surged 152.75 points or 1.51% to 10,244.40.
The NSE's India VIX, a gauge of market's expectation of volatility over the near term, tumbled 5.32% to 29.78.
On the options front, the Nifty option chain for 25 June 2020 expiry showed maximum call open interest (OI) of 34.51 lakh at the 10,500 strike price. Maximum put OI of 51.80 lakh contracts was seen at 9,000 strike price.
Adani Enterprises (up 0.58%), BHEL (up 2.68%), Escorts (down 1.64%), Vodafone Idea (down 1.02%), Jindal Steel & Power (up 2.68%), Just Dial (down 1.86%), PNB (up 1.77%) and SAIL (up 1.52%) were banned from trading in NSE's F&O segment after the securities crossed 95% of the market-wide position limit.
Reliance Industries, Bajaj Finance and ICICI Bank were the top traded individual stock futures contracts in F&O segment of NSE. RIL June 2020 futures were at 1,765, compared with spot closing price of 1763.20. Bajaj Finance June 2020 futures were at 2,694.10 compared with spot closing price of 2691.35. ICICI Bank June 2020 futures were at 363.65, compared with spot closing price of 363.80.
The F&O contracts for June will expire on 25 June 2020.
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