- The market was negative and the premium of Nifty Oct futures stands at 5.95.
- Nifty Oct futures decreased 1992800 shares in open interest and Nov future increased 2979650 shares in open interest.
- Difference between Oct and Nov Nifty spread was 52.5, lower than the previous days figure of 53
- VIX was 21.29%, higher from the previous day's figure of 20.64%.
- Highest open Interest outstanding in Call was seen at 6300 strike.
- Highest open interest outstanding in Put was seen at 5700 strike.
- Nifty 5900 to 6100 calls and 5700 to 5900 puts were most active, indicating a broad market range around 5200-5500 during this expiry.