F&O market wrap: 7 Oct 2026
Nifty 50 closed at 22,603.05 (-0.76%); Nifty OI put-call ratio 0.81; FII net index futures -2,98,285 contracts.
Index closes
Nifty 50 closed at 22,603.05, down 173.05 points (-0.76%), with a day range of 22,546.30 to 22,717.65.
Bank Nifty closed at 55,055.55, down 72.85 points (-0.13%), with a day range of 54,636.20 to 55,340.70.
Nifty Financial Services closed at 24,916.40, down 29.65 points (-0.12%), with a day range of 24,755.55 to 25,015.50.
Nifty Midcap Select closed at 13,757.20, down 68.80 points (-0.50%), with a day range of 13,708.05 to 13,831.45.
India VIX closed at 13.89, up 0.28 points (+2.04%), with a day range of 13.61 to 14.32.
Options positioning
NIFTY, expiry 13 Oct 2026: max pain is 22,650, and the index closed 46.95 points below it. The OI put-call ratio is 0.81 (more call than put open interest).
NIFTY open interest: the largest call OI is at 23,000 (1,48,173 lots) and the largest put OI at 21,500 (1,09,328 lots). The most new call OI was added at 22,800 (+81,624 lots) and the most new put OI at 22,200 (+48,548 lots).
BANKNIFTY, expiry 27 Oct 2026: max pain is 55,900, and the index closed 844.45 points below it. The OI put-call ratio is 0.92 (more call than put open interest).
BANKNIFTY open interest: the largest call OI is at 58,000 (46,530 lots) and the largest put OI at 55,000 (35,816 lots). The most new call OI was added at 57,000 (+3,281 lots) and the most new put OI at 55,200 (+3,135 lots).
FII and DII positions
FII net index futures position: -2,98,285 contracts (-4,560 from the previous session, when it was -2,93,725). Net index call options -4,00,079, net index put options +5,74,665 contracts.
DII net index futures position: +33,919 contracts (+18 from the previous session, when it was +33,901). Net index call options +61,443, net index put options +54,691 contracts.
Stock futures: price and open interest
Long buildup (price up, OI up): LICHSGFIN (price +2.81%, OI +6.43%), MAHABANK (price +3.82%, OI +5.50%), CAMS (price +0.09%, OI +5.48%), ATHERENERG (price +0.71%, OI +4.26%), ANGELONE (price +2.08%, OI +3.78%).
Short buildup (price down, OI up): ANANDRATHI (price -0.13%, OI +46.91%), ITC (price -0.52%, OI +13.83%), TITAN (price -4.03%, OI +9.16%), SBICARD (price -2.36%, OI +6.64%), LTF (price -1.72%, OI +3.92%).
Short covering (price up, OI down): RADICO (price +0.95%, OI -5.85%), JUBLFOOD (price +2.36%, OI -3.98%), UNIONBANK (price +2.97%, OI -3.54%), DMART (price +1.09%, OI -3.32%), ALKEM (price +0.97%, OI -2.85%).
Long unwinding (price down, OI down): ABCAPITAL (price -1.64%, OI -3.31%), RECLTD (price -0.76%, OI -3.12%), NTPC (price -1.28%, OI -2.52%), RBLBANK (price -0.41%, OI -1.94%), CUMMINSIND (price -1.08%, OI -1.91%).
F&O ban list and position limits
Securities in the F&O ban period for 8 OCT 2026: AMBUJACEM, BANDHANBNK, LICHSGFIN, SAIL.
Closest to their market-wide position limit (future-equivalent open interest as a share of MWPL): LICHSGFIN 96.1%, AMBUJACEM 94.9%, BANDHANBNK 87.7%, KAYNES 87.0%, MANAPPURAM 86.6%, INOXWIND 85.1%, IDEA 82.6%, SAIL 80.6%.
Delivery
Highest delivery percentage among stocks with at least Rs 50 crore traded: LIQUIDBEES 86.2%, LIQUIDCASE 77.1%, HDBFS 74.3%, TATACOMM 74.1%, SAILIFE 73.9%, ABLBL 73.7%, SUNPHARMA 73.3%, COROMANDEL 72.9%.
Calculated from NSE end-of-day files for the 2026-10-07 session. Open interest is shown in lots. For information and education only; not trading advice.