All you want to know about India VIX

India VIX is a volatility index based on the index option prices of NIFTY. India VIX is computed using the best bid and ask quotes of the out-of-the-money near and mid-month NIFTY option contracts which are traded on the F&O segment of NSE. India VIX indicates the investor’s perception of the market’s

volatility in the near term. The index depicts the expected market volatility over the next 30 calendar days. i.e. higher the India VIX values, higher the expected volatility and vice -versa.

India VIX computation methodology

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:

1)Time to expiry:..

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