There has been a notable drop in option premium volumes across major Indian exchanges over the past few days:
- BSE: Option premium volumes for the last five days stood at ₹10,824 crore, significantly lower than the April–May average of ₹15,865 crore.
- MCX: June’s option premium volumes are at ₹3,679 crore, compared to an average of ₹4,147 crore in April–May.
- NSE: June volumes have declined to ₹46,545 crore, down from the April–May average of ₹59,000 crore.
The decline appears to be linked to SEBI’s ongoing crackdown on hedge funds, which may have impacted speculative and high-volume trading activity.
BSE saw a 3% dip finally today after going up continuously from last 45 days