VIX cools off a little
The Nifty October 2019 futures was at 11,579.95, a premium of 67.55 points compared with the Nifty's closing of 11,512.40 in the cash market.
Turnover on the National Stock Exchange's futures & options (F&O) segment was Rs 6.54 lakh crore compared with Rs 33.43 lakh crore reported in the previous session.
In the cash market, the Nifty 50 index fell 58.8 points or 0.51% to settle at 11,512.40.
The NSE's India VIX, a gauge of market's expectation of volatility over the near term, fell 2.01% at 16.0125.
On the options front, the Nifty option chain for 31 October 2019 expiry showed maximum call open interest (OI) of 17.28 lakh contracts at the 11,500 strike price. Maximum put OI of 18.28 lakh contracts was seen at 11,000 strike price. Options data suggested a trading range between 11,000 and 11,500 levels for the Nifty in October series.
Reliance Industries, State Bank of India (SBI), and Housing Development Finance Corporation (HDFC) were the top traded individual stock futures contracts in F&O segment of NSE. RIL October 2019 futures were at 1315, compared with spot closing price of 1307.50. SBI, October 2019 futures were at 283.10 compared with spot closing price of 281. HDFC October 2019 futures were at 2,050, compared with spot closing price of 2,034.
The October series F&O contracts expire on 31 October 2019.
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