Reliance Industries, State Bank of India (SBI) and ICICI Bank top traded futures contracts.
The Nifty November 2019 futures were at 11,862, a premium of 21.55 points compared with the Nifty's closing of 11,840.45 in the cash market.Turnover on the National Stock Exchange's futures & options (F&O) segment was Rs 13.70 lakh crore compared with Rs 9.12 lakh crore reported in the previous session.
In the cash market, the Nifty 50 index fell 73 points or 0.61% to 11,840.45.
The NSE's India VIX, a gauge of market's expectation of volatility over the near term, rose 0.61% at 16.35.
On the options front, the Nifty option chain for 28 November 2019 expiry showed maximum call open interest (OI) of 22.12 lakh contracts at the 12,000 strike price. Maximum put OI of 20.48 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.
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Reliance Industries, State Bank of India (SBI) and ICICI Bank were the top traded individual stock futures contracts in F&O segment of NSE. Reliance Industries November 2019 futures were at 1,469.50, compared with spot closing price of 1469.10. SBI November 2019 futures were at 307.80 compared with spot closing price of 306.85. ICICI Bank November 2019 futures were at 487.40, compared with spot closing price of 487.
The November 2019 F&O contracts expire on 28 November 2019.
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