India VIX cooled 11.68% at 20.76.
The Nifty October 2020 futures were at 11,031.90, a discount of 18.35 points compared with the Nifty's spot closing of 11,050.25.Turnover on the National Stock Exchange's futures & options (F&O) segment was Rs 12.85 lakh crore compared with Rs 43.02 lakh crore in the previous session.
In the cash market, the Nifty 50 index added 244.7 points, or 2.26% at 11,050.25.
The NSE's India VIX, a gauge of market's expectation of volatility over the near term, slumped 11.68% at 20.7625.
The Nifty option chain for 1 October 2020 expiry showed maximum call open interest (OI) of 25.34 lakh contracts at the 11,500 strike price. Maximum put OI of 25.18 lakh contracts was seen at 10,000 strike price.
The Nifty option chain for 29 October 2020 expiry showed maximum call open interest (OI) of 15.82 lakh contracts at the 12,500 strike price. Maximum put OI of 33.15 lakh contracts was seen at 10,500 strike price.
Reliance Industries, Bharti Airtel and Bajaj Finance were the top traded individual stock futures contracts in F&O segment of NSE.
The October 2020 F&O contracts will expire on 29 October 2020.
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