F&O market wrap: 5 Oct 2026
Nifty 50 closed at 22,555.75 (+0.60%); Nifty OI put-call ratio 0.89; FII net index futures -3,02,391 contracts.
Index closes
Nifty 50 closed at 22,555.75, up 133.80 points (+0.60%), with a day range of 22,397.10 to 22,621.80.
Bank Nifty closed at 54,714.10, up 263.35 points (+0.48%), with a day range of 54,370.60 to 55,192.65.
Nifty Financial Services closed at 24,656.40, up 100.30 points (+0.41%), with a day range of 24,517.85 to 24,881.40.
Nifty Midcap Select closed at 13,649.30, up 86.55 points (+0.64%), with a day range of 13,601.70 to 13,713.50.
India VIX closed at 14.78, up 0.32 points (+2.21%), with a day range of 13.50 to 15.35.
Options positioning
NIFTY, expiry 6 Oct 2026: max pain is 22,550, and the index closed 5.75 points above it. The OI put-call ratio is 0.89 (more call than put open interest).
NIFTY open interest: the largest call OI is at 23,000 (2,25,585 lots) and the largest put OI at 21,500 (2,26,555 lots). The most new call OI was added at 22,800 (+83,607 lots) and the most new put OI at 22,500 (+1,12,545 lots).
BANKNIFTY, expiry 27 Oct 2026: max pain is 56,000, and the index closed 1,285.90 points below it. The OI put-call ratio is 0.87 (more call than put open interest).
BANKNIFTY open interest: the largest call OI is at 58,000 (45,313 lots) and the largest put OI at 58,000 (36,526 lots). The most new call OI was added at 55,000 (+2,559 lots) and the most new put OI at 55,000 (+3,724 lots).
FII and DII positions
FII net index futures position: -3,02,391 contracts (+7,783 from the previous session, when it was -3,10,174). Net index call options -3,65,731, net index put options +5,88,315 contracts.
DII net index futures position: +32,828 contracts (-429 from the previous session, when it was +33,257). Net index call options +23,886, net index put options +53,315 contracts.
Stock futures: price and open interest
Long buildup (price up, OI up): RADICO (price +1.09%, OI +7.04%), ITC (price +4.62%, OI +4.70%), INDHOTEL (price +0.72%, OI +3.81%), PAYTM (price +1.65%, OI +3.40%), PGEL (price +1.56%, OI +3.22%).
Short buildup (price down, OI up): DMART (price -7.18%, OI +13.61%), MFSL (price -2.50%, OI +9.60%), POLICYBZR (price -0.03%, OI +5.41%), TIINDIA (price -1.01%, OI +4.86%), NESTLEIND (price -0.68%, OI +4.77%).
Short covering (price up, OI down): KALYANKJIL (price +5.56%, OI -8.01%), TCS (price +1.46%, OI -5.05%), COFORGE (price +1.15%, OI -4.92%), ICICIPRULI (price +1.27%, OI -4.78%), BANKINDIA (price +3.02%, OI -4.53%).
Long unwinding (price down, OI down): INFY (price -1.41%, OI -4.81%), BANDHANBNK (price -3.43%, OI -2.58%), CIPLA (price -1.31%, OI -2.51%), GVT&D (price -0.57%, OI -2.26%), HDFCBANK (price -2.32%, OI -1.59%).
F&O ban list and position limits
Securities in the F&O ban period for 6 OCT 2026: AMBUJACEM, BANDHANBNK, SAIL.
Closest to their market-wide position limit (future-equivalent open interest as a share of MWPL): AMBUJACEM 96.0%, LICHSGFIN 89.1%, BANDHANBNK 88.8%, KAYNES 82.9%, IDEA 82.6%, MANAPPURAM 82.4%, INOXWIND 82.2%, SAIL 81.2%.
Delivery
Highest delivery percentage among stocks with at least Rs 50 crore traded: BHARTIHEXA 91.1%, LIQUIDBEES 86.4%, PIDILITIND 75.1%, BHARTIARTL 74.3%, INOXGREEN 72.2%, GLAND 71.5%, DIVISLAB 71.4%, LIQUIDCASE 71.1%.
Calculated from NSE end-of-day files for the 2026-10-05 session. Open interest is shown in lots. For information and education only; not trading advice.