VIX fell 2.22% to 20.49.
The Nifty November 2020 futures were at 12,263.55, a premium of 1.3 points compared with the Nifty's spot closing of 12,262.25.Turnover on the National Stock Exchange's futures & options (F&O) segment was Rs 14.51 lakh crore compared with Rs 45.33 lakh crore in the previous session.
In the cash market, the Nifty 50 index added 143.25 points, or 1.18% to 12,263.55.
The NSE's India VIX, a gauge of market's expectation of volatility over the near term, fell 2.22% to 20.4975.
The Nifty option chain for 12 November 2020 expiry showed maximum call OI of 19.51 lakh contracts at the 12,500 strike price. Maximum put OI of 30.63 lakh contracts was seen at 12,000 strike price.
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The Nifty option chain for 26 November 2020 expiry showed maximum call OI of 17.92 lakh contracts at the 12,000 strike price. Maximum put OI of 26.47 lakh contracts was seen at 11,000 strike price.
Reliance Industries, Bajaj Finance and SBI were the top traded individual stock futures contracts in F&O segment of NSE.
The November 2020 F&O contracts will expire on 26 November 2020.
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