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F&O Volatility View

Last Updated on Friday, December 05, 2008 6:21:45 PM
Asset Code VaR High % VaR Low % Current VaR % Daily Vol % Annual Vol % Current Asset Value
SENSEX 12.38 12.12 11.96 3.42 54.81 8,965.20
ACC 16.26 16.12 16.12 3.23 51.71 428.35
ALLBK 10.71 9.95 10.27 2.83 45.42 47.00
ALOK 7.56 7.27 7.51 2.06 32.99 16.45
ARVML 17.26 16.85 16.86 4.45 71.21 14.90
ASHOK 9.34 8.24 8.25 2.26 36.21 13.82
ATD 9.21 8.94 9.09 2.48 39.76 139.90
BAJAUTO 16.69 15.83 16.36 4.20 67.21 243.75
BHEL 18.74 18.62 18.67 3.81 60.99 1,339.00
BOB 7.88 7.59 7.67 2.11 33.79 247.65
BOI 8.30 7.77 8.30 2.27 36.46 245.40
BPCL 8.08 5.40 7.93 4.53 72.51 340.30
BTELE 10.08 9.80 10.05 2.73 43.76 665.30
CANBNK 11.98 11.75 11.98 3.23 51.72 166.15
CEN 28.15 27.73 27.97 7.04 112.74 140.30
CIPLA 7.35 7.00 7.00 1.47 23.52 183.60
CNL 11.01 10.31 10.96 2.97 47.54 134.20
CRL 48.04 47.49 15.40 11.17 178.73 313.00
DRREDDY 8.46 8.29 8.32 1.80 28.84 475.45
GACL 7.95 7.70 7.89 2.16 34.70 54.15
GAIL 6.82 6.07 6.08 1.68 26.98 201.60
GESHIP 8.56 7.54 8.52 2.33 37.37 153.20
GESHP 8.57 7.86 7.89 2.17 34.72 153.20
GMR 31.49 31.15 31.49 7.82 125.15 58.15
GNFC 9.43 8.42 8.69 2.53 40.60 51.60
GRASIM 6.90 5.97 6.07 1.50 24.01 938.00
HCLTECH 14.01 13.92 14.01 3.03 48.51 118.05
HDBK 10.41 10.10 10.41 2.83 45.28 888.85
HDFCLTD 18.73 17.82 18.46 4.89 78.27 1,436.30
HEROHON 8.32 7.85 7.97 1.93 30.97 761.50
HLEVER 5.38 4.95 5.25 1.46 23.37 234.80
HNDALCO 9.46 8.01 9.17 3.71 59.50 49.85
HPCL 7.67 4.39 7.46 4.66 74.59 224.20
HZN 8.90 7.91 8.90 2.43 38.99 316.80
ICICIBA 25.00 24.43 24.52 6.26 100.24 358.45
IDBI 14.77 14.62 14.70 3.91 62.69 58.90
IDEA 18.94 17.92 17.94 4.71 75.42 48.95
IDFC 37.61 37.19 37.43 9.08 145.33 59.25
IFLEXSL 4.93 4.34 4.46 1.23 19.72 441.55
INBK 20.11 19.21 19.31 5.04 80.72 32.90
INCEM 5.58 5.38 5.48 1.52 24.38 84.25
INDNBK 12.39 11.40 12.01 3.24 51.85 122.90
INFOSYS 12.90 11.77 12.68 4.20 67.20 1,135.70
IOB 14.32 12.51 13.00 3.49 55.87 66.80
IOCL 6.22 4.28 5.39 1.49 23.98 383.95
IPCL 7.87 7.63 7.79 2.14 34.27 483.10
ITC 9.86 9.55 9.85 2.67 42.75 169.30
JET 36.22 35.48 36.12 8.81 140.98 135.85
JHPL 6.52 5.62 5.80 1.77 28.38 27.05
JINST 7.43 7.19 7.43 1.98 31.80 814.75
KLS 106.49 106.49 106.49 20.71 331.45 57.00
LICHG 6.13 5.43 5.60 1.64 26.30 211.80
LNC 27.70 25.69 27.45 6.92 110.86 116.80
LNT 21.89 21.64 21.79 5.63 90.11 728.75
MAHMAH 18.37 18.20 18.22 3.66 58.56 252.20
MARUTI 15.61 15.59 15.59 4.14 66.24 490.30
MTNL 9.20 8.67 8.67 1.79 28.78 73.25
NALCO 16.70 13.74 14.20 4.32 69.23 174.05
NICPR 7.43 6.63 7.12 1.96 31.44 212.00
NTPC 10.84 10.37 10.69 2.90 46.42 161.25
OBC 8.27 8.26 8.26 2.26 36.29 145.00
ONGC 10.25 9.88 10.25 2.86 45.79 654.85
ORC 9.69 8.30 8.60 2.35 37.71 83.80
PFC 6.26 6.02 6.07 1.68 26.94 111.35
PNBNK 16.66 16.50 16.54 4.37 69.96 446.05
PNJ 21.39 21.11 21.24 5.50 88.03 149.20
POLARIS 15.06 14.94 15.02 3.21 51.37 36.10
PSN 34.25 33.62 33.71 8.29 132.79 39.70
RANBAXY 10.83 10.70 10.73 2.27 36.32 208.75
RCAP 14.34 13.71 13.79 3.69 59.06 445.10
RCOM 14.30 13.53 13.53 3.62 58.00 197.25
RELPETR 9.03 8.85 8.95 2.44 39.18 72.50
RIL 21.99 21.57 21.86 4.87 77.95 1,118.60
SAIL 24.47 23.44 24.28 6.20 99.35 66.30
SATYAM 6.50 5.25 6.15 2.66 42.62 224.40
SBI 19.90 19.54 19.75 4.34 69.48 1,135.60
SCI 6.23 5.43 5.75 1.59 25.55 67.95
SDL 19.22 19.02 19.18 5.01 80.21 93.75
SIEMN 13.40 12.94 12.95 3.47 55.65 230.80
SPJ 7.33 6.90 7.21 1.98 31.81 11.96
STER 26.37 26.21 26.32 6.67 106.82 245.00
SUNTV 9.91 7.69 10.57 2.47 39.52 165.65
SUZ 29.79 28.68 28.77 7.22 115.60 42.40
TATAPWR 14.34 13.99 14.14 3.19 51.13 668.90
TATEA 11.54 11.31 11.35 3.07 49.16 541.75
TCHEM 12.34 11.93 12.34 3.32 53.18 146.55
TCS 12.05 11.04 12.05 3.24 51.99 521.70
TELCO 35.36 34.90 34.93 6.54 104.76 153.10
TISCO 42.21 41.79 41.89 7.74 123.93 182.80
UBI 7.79 7.70 7.74 2.12 34.06 146.55
UTIBK 6.61 6.43 6.43 1.78 28.48 443.10
VIJBK 17.63 17.43 17.48 4.60 73.69 30.00
VSNL 20.01 19.91 20.59 5.19 83.10 411.20
WIPRO 14.17 13.78 13.95 3.19 51.10 227.15
ZEE 17.18 16.52 17.18 4.52 72.46 116.05