VIX slumped 4.44% to 19.7025.
The Nifty November 2020 futures were at 12,753.40, a premium of 33.45 points compared with the Nifty's spot closing of 12,719.95.Turnover on the National Stock Exchange's futures & options (F&O) segment was Rs 14.57 lakh crore compared with Rs 55.31 lakh crore in the previous session.
In the cash market, the Nifty 50 index rose 29.15 points, or 0.23% to 12,719.95.
The NSE's India VIX, a gauge of market's expectation of volatility over the near term, slumped 4.44% to 19.7025.
The Nifty option chain for 26 November 2020 expiry showed maximum call OI of 19.85 lakh contracts at the 13,000 strike price. Maximum put OI of 22.54 lakh contracts was seen at 11,000 strike price.
Reliance Industries, Bajaj Finance and ICICI Bank 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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