Markets: A Rigorous Course

Facts that change

Core about 5 min
Fact Value As of Source
Nifty 50 close 23,960.60 4 Nov 2026 Yahoo Finance ^NSEI (verify on https://www.niftyindices.com)
Nifty sample statistics (mean log return 8.75%/yr, vol 20.2%, excess kurtosis 15.2, Hill α^100=3.05\hat\alpha_{100} = 3.05) as stated 17 Sep 2007–4 Nov 2026 computed from Yahoo ^NSEI, retrieved 6 Nov 2026
Nifty F&O lot size 65 5 Nov 2026 NSE F&O bhavcopy, NewBrdLotQty
Market-wide circuit breaker bands 10%, 15%, 20% of Nifty or Sensex Nov 2026 (in force since 2001 with later amendments) https://www.sebi.gov.in/legal/circulars/jun-2001/index-based-market-wide-circuit-breaker-in-compulsory-rolling-settlement_17986.html
Closing price mechanism for F&O stocks Closing Auction Session; re-timed from 7 Dec 2026 Nov 2026 SEBI circulars of 16 Jan 2026 and 15 Oct 2026 (see M01)
India VIX record close 83.61 (24 Mar 2020) Nov 2026 Yahoo ^INDIAVIX; reported by Business Standard, 24 Mar 2020
India VIX, end of March 2026 27.89 (30 Mar 2026) 30 Mar 2026 Yahoo ^INDIAVIX (not yet checked against NSE), Mar 2026

Create a free account

Reading is open to everyone. An account keeps your progress, answers, notes and code drafts, and gives you the study plan, the journals and the simulator. Running code needs an account approved for it.