India VIX down 2.35%
The Nifty December 2019 futures was at 12,050.70, a premium of 56.5 points compared with the Nifty's closing of 11,994.20 in the cash market.
Turnover on the National Stock Exchange's futures & options (F&O) segment was Rs 9.78 lakh crore compared with Rs 8.16 lakh crore reported in the previous session.
In the cash market, the Nifty 50 index fell 54 points or 0.45% to settle at 11,994.20.
The NSE's India VIX, a gauge of market's expectation of volatility over the near term, fell 2.35% at 13.8675.
On the options front, the Nifty option chain for 26 December 2019 expiry showed maximum call open interest (OI) of 18.84 lakh contracts at the 12,500 strike price. Maximum put OI of 32.27 lakh contracts was seen at 12,000 strike price. Options data suggested a trading range between 12,000 and 12,500 levels for the Nifty.
State Bank of India (SBI), Bharti Airtel and Yes Bank were the top traded individual stock futures contracts in F&O segment of NSE. SBI December 2019 futures were at 338.40, compared with spot closing price of 336.50. Bharti Airtel December 2019 futures were at 462.95 compared with spot closing price of 460.85. Yes Bank December 2019 futures were at 56.60, compared with spot closing price of 59.20.
The December 2019 F&O contracts expires on 26 December 2019.
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