The implied volatility for Nifty call options was 23 per cent while the volatility for put options was 30 per cent. There was a small increase in volatility in put options.
November Nifty futures rose 10.40 points to close at 1619.40 while the NSE S&P CNX Nifty settled at 1618.70.
In Nifty options, the top traded option was the Nifty October call at 1620. Among the other top traded strikes, were calls at 1590 and 1580. Puts in demand were at strikes of 1590 and 1620. The total turnover on NSE