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Open in appHow to Trade with India VIX and Implied Volatility
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India VIX measures the market's expectation of volatility over the next 30 calendar days and is calculated from Nifty 50 option prices. A higher VIX means more expected volatility, a lower VIX less. It is forward-looking, not a measure of past volatility.
Implied volatility is the expected volatility of a specific stock or index implied by its option prices, derived with models such as Black-Scholes. This video explains both and how option traders use them, with Quantsapp's IV Chart.
What you’ll learn
✓What India VIX measures and how it is calculated
✓Reading high and low VIX
✓Implied volatility of a single stock or index
✓Using VIX and IV in option trading
Read and practise
SPEAKERAnkit Rawattrainer , Quantsapp
Seasoned derivatives expert with over 6 years of experience across equities, derivatives, and commodities markets. With a proven track record of successful trading and deep market insights.
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