Nifty gamma exposure (NiGEX), which measures liquidity and volatility, fell on May 05th with a closing value of -1L, after being at 36L on May 04th.
A decrease in NiGEX, correlated with Nifty which closed with a -1.0% drop on May 05th. Additionally, NiGEX has exhibited volatile behavior over the past 200 days, with an average value of 303K and a median value of 1097K. The value range has been wide, ranging from a low of -116L to a high of 50L.
To learn more about Gamma Exposure and NiGex, refer to the article on What is GEX (Gamma Exposure)?
To know more about VIX, visit the NSE page at VIX
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