VIX surges 5%
The Nifty October 2019 futures were at 11,797.10, a premium of 10.25 points compared with the Nifty's closing of 11,786.85 in the cash market.
Turnover on the National Stock Exchange's futures & options (F&O) segment was Rs 12.36 lakh crore compared with Rs 9.24 lakh crore reported in the previous session.
In the cash market, the Nifty 50 index gained 159.70 points or 1.37% to settle at 11,786.85.
The NSE's India VIX, a gauge of market's expectation of volatility over the near term, rose 4.9% to 16.35.
On the options front, the Nifty option chain for 31 October 2019 expiry showed maximum call open interest (OI) of 30.24 lakh contracts at the 12,000 strike price. Maximum put OI of 32.20 lakh contracts was seen at 11,700 strike price. Options data suggested a trading range between 11,700 and 12,000 levels for the Nifty.
Reliance Industries (RIL), Tata Motors and ICICI Bank were the top traded individual stock futures contracts in F&O segment of NSE. RIL October 2019 futures were at 1,469.50, compared with spot closing price of 1470.10. Tata Motors October 2019 futures were at 171.70 compared with spot closing price of 172.15. ICICI Bank October 2019 futures were at 476.40, compared with spot closing price of 476.
The October 2019 F&O contracts expire on 31 October 2019.
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