India VIX rose 1.25% to 21.0575.
The Nifty November 2020 futures were at 13,077.60, a premium of 22.45 points compared with the Nifty's spot closing of 13,055.15.Turnover on the National Stock Exchange's futures & options (F&O) segment was Rs 20.51 lakh crore compared with Rs 21.90 lakh crore in the previous session.
In the cash market, the Nifty 50 index added 128.70 points, or 1% to close at a record high of 13,055.15.
The NSE's India VIX, a gauge of market's expectation of volatility over the near term, rose 1.25% to 21.0575.
The Nifty option chain for 26 November 2020 expiry showed maximum call OI of 34.08 lakh contracts at the 13,500 strike price. Maximum put OI of 39.73 lakh contracts was seen at 13,000 strike price.
RIL, HDFC Bank and Bajaj Finance were the top traded individual stock futures contracts in F&O segment of NSE.
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The November 2020 F&O contracts will expire on 26 November 2020.
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