VIX jumped 7.28% to 21.57.
The Nifty November 2020 futures were at 12,662.30, a premium of 31.20 points compared with the Nifty's spot closing of 12,631.10.Turnover on the National Stock Exchange's futures & options (F&O) segment was Rs 27.30 lakh crore compared with Rs 16.80 lakh crore in the previous session.
In the cash market, the Nifty 50 index added 170.05 points, or 1.36% to 12,631.10.
The NSE's India VIX, a gauge of market's expectation of volatility over the near term, jumped 7.28% to 21.5775.
The Nifty option chain for 12 November 2020 expiry showed maximum call OI of 22.62 lakh contracts at the 13,000 strike price. Maximum put OI of 32.54 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 16.72 lakh contracts at the 13,000 strike price. Maximum put OI of 30.06 lakh contracts was seen at 12,000 strike price.
Bajaj Finance, Reliance Inds and IndusInd Bank 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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