IndiaVIX Updates

Volatility Report: 23-Sep-2019

Last 5 Day volatility Details:


Date Open High Low Close Prev. Close Change % Change Pct Rank Close Rank
17-Sep-2019 14.9525 16.3075 13.2775 16.0175 14.9525 1.07 7.12 0.912245 0.391837
18-Sep-2019 16.0175 16.1875 13.905 15.3525 16.0175 -0.67 -4.15 0.126531 0.246939
19-Sep-2019 15.3525 15.965 14.1775 15.55 15.3525 0.2 1.29 0.632653 0.279592
20-Sep-2019 15.55 17.045 13.8275 15.4 15.55 -0.15 -0.96 0.404082 0.261224
23-Sep-2019 15.4 17.64 14.21 16.7925 15.4 1.39 9.04 0.942857 0.538776

History of Closing Volatility:

Mean: 17.36, Median: 16.63, Standard Deviation: 3.27, Quantile 10%: 14.12, Quantile 90%: 21.27
Percentile Rank of Close Vol: 53.88%


History of % Change in Volatility:

Mean: 0.18, Median: -0.30, Standard Deviation: 5.28, Quantile 10%: -4.89, Quantile 90%: 6.85
Percentile Rank of % Change: 94.29%