The most active contracts among the stock futures were Tata Motors, Ranbaxy, Reliance Industries, Satyam and Tisco, while Nifty futures topped the tables with a contract value of Rs 2605 crore.
Nifty near-month futures were trading at a slight discount to the underlying cash Nifty during the early hours of trading and sometimes was almost at par, dealers said.
However during the later half of the day the Nifty was trading at a premium. Nifty futures added around 6.5 lakh shares in open interest, an increase of 11 per cent from the previous day.
NSE figures show that the implied volatility is unchanged at 20 per cent in call options and 24 per cent in put options.
Ranbaxy futures saw a lot of activity with 7840 contracts being traded for a value of Rs 671 crore while the open interest position increased by 33 per cent.
For the stock the implied volatility in call options has increased from 38 per cent to 41 per cent. The positive trend is expected to continue in the counter.
