The Nifty October 2019 futures was at 11,624.40, a premium of 34.50 points compared with the Nifty's closing of 11,589.90 in the cash market.
Turnover on the National Stock Exchange's futures & options (F&O) segment was Rs 10.27 lakh crore compared with Rs 26.50 lakh crore reported in the previous session.
In the cash market, the Nifty 50 index fell 71.95 points or 0.62% to settle at 11,589.90.
The NSE's India VIX, a gauge of market's expectation of volatility over the near term, rose 4.69% at 16.6750.
On the options front, the Nifty option chain for 31 October 2019 expiry showed maximum call open interest (OI) of 24.38 lakh contracts at the 12,000 strike price. Maximum put OI of 28.11 lakh contracts was seen at 11,000 strike price. Options data suggested a trading range between 11,000 and 12,000 levels for the Nifty.
Infosys, Bajaj Finance and ICICI Bank were the top traded individual stock futures contracts in F&O segment of NSE. Infosys October 2019 futures were at 634.80, compared with spot closing price of 640. Bajaj Finance October 2019 futures were at 4,066.80 compared with spot closing price of 4,050. ICICI Bank October 2019 futures were at 452.25, compared with spot closing price of 451.75.
The October 2019 F&O contracts expires on 31 October 2019.
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