Nifty Nov futures at discount

Published on Oct 30, 2020 17:05

The Nifty November 2020 futures were at 11,639.95, a discount of 2.45 points compared with the Nifty`s spot closing of 11,642.40.

Turnover on the National Stock Exchange`s futures & options (F&O) segment was Rs 12.67 lakh crore compared with Rs 54.28 lakh crore in the previous session.

In the cash market, the Nifty 50 index fell 28.4 points, or 0.24% to 11,642.40.

The NSE`s India VIX, a gauge of market`s expectation of volatility over the near term, rose 3.03% to 24.7525.

The Nifty option chain for 26 November 2020 expiry showed maximum call open interest (OI) of 15.71 lakh contracts at the 12,000 strike price. Maximum put OI of 22.10 lakh contracts was seen at 11,000 strike price.

Reliance Industries, ICICI Bank and Bharti Airtel 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.