VIX closes below 16
The Nifty November 2019 futures were at 11,958.05, a premium of 40.85 points compared with the Nifty's closing of 11,917.20 in the cash market.
Turnover on the National Stock Exchange's futures & options (F&O) segment was Rs 9.26 lakh crore compared with Rs 8.17 lakh crore reported in the previous session.
In the cash market, the Nifty 50 index fell 24.1 points or 0.2% to settle at 11,917.20.
The NSE's India VIX, a gauge of market's expectation of volatility over the near term, fell 0.2% at 15.8925.
On the options front, the Nifty option chain for 28 November 2019 expiry showed maximum call open interest (OI) of 18.58 lakh contracts at the 12,000 strike price. Maximum put OI of 19.20 lakh contracts was seen at 11,600 strike price. Options data suggested a trading range between 11,600 and 12,000 levels for the Nifty.
State Bank of India, Bajaj Finance and Interglobe Aviation were the top traded individual stock futures contracts in F&O segment of NSE.
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State Bank of India November 2019 futures were at 320.50, compared with spot closing price of 319. Bajaj Finance November 2019 futures were at 4,274.05 compared with spot closing price of 4250.25. Interglobe Aviation November 2019 futures were at 1,471.80, compared with spot closing price of 1465.00.
The November 2019 F&O contracts expire on 28 November 2019.
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