VIX was stable above 21.The Nifty October 2020 futures were at 11,892.50, a premium of 19.45 points compared with the Nifty's spot closing of 11,873.05.
Turnover on the National Stock Exchange's futures & options (F&O) segment was Rs 16.35 lakh crore compared with Rs 14.48 lakh crore in the previous session.
In the cash market, the Nifty 50 index gained 110.6 points, or 0.94% to 11,873.05.
The NSE's India VIX, a gauge of market's expectation of volatility over the near term, rose 0.8% to 21.82.
The Nifty option chain for near expiry, 22 October 2020 showed maximum call open interest (OI) of 32.92 lakh contracts at the 12,500 strike price. Maximum put OI of 23.71 lakh contracts was seen at 11,800 strike price.
The Nifty option chain for 29 October 2020 expiry showed maximum call open interest (OI) of 25.56 lakh contracts at the 12,000 strike price. Maximum put OI of 33.46 lakh contracts was seen at 10,500 strike price.
Reliance Industries, HDFC Bank and ICICI Bank were the top traded individual stock futures contracts in F&O segment of NSE.
The October 2020 F&O contracts will expire on 29 October 2020.
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