INDIA VIX
Market volatility expectation index
VIX History
About
India VIX is India's market fear gauge, launched by NSE in 2008. It measures the expected annualised volatility of the Nifty 50 over the next 30 calendar days, computed using bid/ask quotes of Nifty options. Higher values signal greater market uncertainty.
Key Facts
What is India VIX?
India VIX (Volatility Index) is a real-time measure of market volatility expectation for the near term, launched by the National Stock Exchange (NSE) in 2008. It is computed from out-of-the-money option quotes on the Nifty 50 index, representing the annualised volatility expected over the next 30 calendar days. Higher VIX means greater fear and larger expected swings; lower VIX signals calm. It is often called the “fear gauge” of Indian markets.
India VIX data available from March 2008. Historical spikes often coincide with major events: 2008 global financial crisis, 2020 COVID crash, 2013 taper tantrum, 2016 demonetisation.