IndiaVIX Updates

Volatility Report: 26-Sep-2019

Last 5 Day volatility Details:


Date Open High Low Close Prev. Close Change % Change Pct Rank Close Rank
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 0.946939 0.546939
24-Sep-2019 16.7925 18.5325 15.8975 16.7325 16.7925 -0.06 -0.36 0.493878 0.530612
25-Sep-2019 16.7325 17.415 14.1025 16.17 16.7325 -0.56 -3.36 0.212245 0.432653
26-Sep-2019 16.17 17.01 13.64 16.3425 16.17 0.17 1.07 0.62449 0.465306

History of Closing Volatility:

Mean: 17.36, Median: 16.59, Standard Deviation: 3.27, Quantile 10%: 14.12, Quantile 90%: 21.27
Percentile Rank of Close Vol: 46.53%


History of % Change in Volatility:

Mean: 0.12, Median: -0.30, Standard Deviation: 5.22, Quantile 10%: -4.89, Quantile 90%: 6.71
Percentile Rank of % Change: 62.45%