VIX - Volatility Index

[rmani84]

You can check daily volatility index value from the below link

http://www.nseindia.com/content/press/prs_vix.htm

Volatility Index is a measure of market’s expectation of volatility over the near term. Volatility is often described as the “rate and magnitude of changes in prices” and in finance often referred to as risk. Volatility Index is a measure, of the amount by which an underlying Index is expected to fluctuate, in the near term, (calculated as annualised volatility, denoted in percentage e.g. 20%) based on the order book of the underlying index options.

India VIX is a volatility index based on the NIFTY Index Option prices. From the best bid-ask prices of NIFTY Options contracts, a volatility figure (%) is calculated which indicates the expected market volatility over the next 30 calendar days. India VIX uses the computation methodology of CBOE, with suitable amendments to adapt to the NIFTY options order book using cubic splines, etc.

VIX above 60 is regarded as peaked markets and a good time to sell

[rmani84]

Use the below link to get historical VIX data,

http://www.nseindia.com/content/vix/hist_vix_data.htm

[Barryel]

VIX is a volatility index based on the NIFTY Index Option prices and thanks for the historical VIX data .