Nov futures at premium

Derivatives Report

 The implied volatility increased in call options to 27-29 per cent while the volatility remained unchanged at 28-30 per cent in put options.

 The Nifty added three lakh shares in the futures segment. Volumes in the F&O segment were low at Rs 6,100 crore due to a technical problem at the exchange.

 The most active counters were Tata Motors, Tisco, Satyam, Reliance Industries and Tata Power. Tata Power was among the top five gainers.

 But there was no significant change in open positions in bank stocks, except in Punjab National Bank. The counter added four lakh shares in open interest positions in the futures segment.