NIFTY SEPT FUTURES TRADE AT SMALL PREMIUM

Published on Sep 21, 2020 16:54

The Nifty September 2020 futures were at 11,226.10, a premium of 3.9 points compared with the Nifty`s spot closing of 11,222.20.

Turnover on the National Stock Exchange`s futures & options (F&O) segment was Rs 18.07 lakh crore compared with Rs 13.24 lakh crore in the previous session.

In the cash market, the Nifty 50 index fell 282.75 points, or 2.46% at 11,222.20.

The NSE`s India VIX, a gauge of market`s expectation of volatility over the near term, jumped 13.02% at 22.655.

The Nifty option chain for 24 September 2020 expiry showed maximum call open interest (OI) of 57.22 lakh contracts at the 11,500 strike price. Maximum put OI of 33.60 lakh contracts was seen at 11,000 strike price.

Reliance Industries, Dr. Reddy`s Laboratories and Infosys were the top traded individual stock futures contracts in F&O segment of NSE.

The September 2020 F&O contracts will expire on 24 September 2020.