VIX slumped 4.29% to 23.20.
The Nifty November 2020 futures were at 11,907.60, a discount of 0.9 points compared with the Nifty's spot closing of 11,908.50.Turnover on the National Stock Exchange's futures & options (F&O) segment was Rs 24.97 lakh crore compared with Rs 15.08 lakh crore in the previous session.
In the cash market, the Nifty 50 index gained 95 points, or 0.8% to 11,908.50.
The NSE's India VIX, a gauge of market's expectation of volatility over the near term, slumped 4.29% to 23.2. The Nifty November 2020 futures were at 11,907.60, a discount of 0.9 points compared with the Nifty's spot closing of 11,908.50.
The Nifty option chain for 5 November 2020 expiry showed maximum call open interest (OI) of 24.45 lakh contracts at the 12,300 strike price. Maximum put OI of 21.96 lakh contracts was seen at 11,500 strike price.
The Nifty option chain for 26 November 2020 expiry showed maximum call OI of 18.43 lakh contracts at the 12,000 strike price. Maximum put OI of 22.60 lakh contracts was seen at 11,500 strike price.
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Reliance Industries, SBI and Sun Pharmaceutical Inds were the top traded individual stock futures contracts in F&O segment of NSE.
The November 2020 F&O contracts will expire on 26 November 2020.
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