Economic TimesLean R·
India VIX jumps 68% in three weeks despite 7% rally in Sensex, Nifty
Mumbai: India VIX, an index that measures expected volatility in the stock market, has surged in recent weeks even as benchmark indices have staged a recovery, suggesting that options markets are pricing in larger swings.India VIX has risen 68% in the past three weeks to 17.5 on Monday from 10.5 on September 23. The rise has come even as the benchmark Sensex and Nifty have gained more than 7% over the same period. However, the broader market has lagged, with the BSE MidCap 150 and BSE SmallCap …
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