F&O market wrap: 12 Oct 2026
Nifty 50 closed at 22,363.35 (-0.70%); Nifty OI put-call ratio 0.59; FII net index futures -2,95,860 contracts.
Index closes
Nifty 50 closed at 22,363.35, down 157.10 points (-0.70%), with a day range of 22,304.45 to 22,651.10.
Bank Nifty closed at 54,918.00, down 338.65 points (-0.61%), with a day range of 54,708.80 to 55,416.45.
Nifty Financial Services closed at 24,866.35, down 102.15 points (-0.41%), with a day range of 24,789.70 to 25,089.50.
Nifty Midcap Select closed at 13,634.00, up 42.65 points (+0.31%), with a day range of 13,567.85 to 13,696.80.
India VIX closed at 15.25, up 0.88 points (+6.10%), with a day range of 13.14 to 15.54.
Options positioning
NIFTY, expiry 13 Oct 2026: max pain is 22,400, and the index closed 36.65 points below it. The OI put-call ratio is 0.59 (more call than put open interest).
NIFTY open interest: the largest call OI is at 22,600 (2,72,030 lots) and the largest put OI at 22,000 (1,98,067 lots). The most new call OI was added at 22,600 (+1,58,441 lots) and the most new put OI at 21,900 (+30,079 lots).
BANKNIFTY, expiry 27 Oct 2026: max pain is 55,500, and the index closed 582.00 points below it. The OI put-call ratio is 0.90 (more call than put open interest).
BANKNIFTY open interest: the largest call OI is at 56,000 (41,697 lots) and the largest put OI at 55,000 (39,320 lots). The most new call OI was added at 55,000 (+8,416 lots) and the most new put OI at 54,500 (+8,351 lots).
FII and DII positions
FII net index futures position: -2,95,860 contracts (-1,872 from the previous session, when it was -2,93,988). Net index call options -3,61,786, net index put options +5,86,423 contracts.
DII net index futures position: +34,161 contracts (+2,231 from the previous session, when it was +31,930). Net index call options +87,643, net index put options +67,284 contracts.
Stock futures: price and open interest
Long buildup (price up, OI up): DELHIVERY (price +3.04%, OI +5.90%), MOTILALOFS (price +2.04%, OI +5.07%), NAM-INDIA (price +0.52%, OI +3.56%), PREMIERENE (price +0.12%, OI +3.23%), BSE (price +1.41%, OI +3.12%).
Short buildup (price down, OI up): DMART (price -4.53%, OI +16.37%), TECHM (price -3.37%, OI +6.81%), TIINDIA (price -0.29%, OI +5.85%), ICICIGI (price -0.63%, OI +5.19%), MAXHEALTH (price -3.28%, OI +3.71%).
Short covering (price up, OI down): TATAELXSI (price +3.80%, OI -9.03%), KFINTECH (price +2.40%, OI -5.11%), LICHSGFIN (price +1.99%, OI -5.07%), BHARATFORG (price +0.09%, OI -4.64%), PRESTIGE (price +0.21%, OI -4.61%).
Long unwinding (price down, OI down): APOLLOHOSP (price -3.03%, OI -8.96%), RBLBANK (price -0.01%, OI -6.05%), SAIL (price -1.00%, OI -5.65%), BANKINDIA (price -1.16%, OI -3.58%), RADICO (price -0.52%, OI -3.48%).
F&O ban list and position limits
Securities in the F&O ban period for 13 OCT 2026: AMBUJACEM, BANDHANBNK, KAYNES, LICHSGFIN.
Closest to their market-wide position limit (future-equivalent open interest as a share of MWPL): KAYNES 98.0%, AMBUJACEM 92.9%, SAIL 92.5%, INOXWIND 86.5%, MANAPPURAM 85.5%, BANDHANBNK 84.5%, IDEA 81.5%, LICHSGFIN 80.4%.
Delivery
Highest delivery percentage among stocks with at least Rs 50 crore traded: LIQUIDBEES 95.8%, LIQUIDPLUS 95.2%, UBL 93.9%, ADANIPORTS 93.3%, LIQUIDBETF 83.8%, ALKEM 80.4%, LUMAXTECH 80.0%, SETFGOLD 78.4%.
Calculated from NSE end-of-day files for the 2026-10-12 session. Open interest is shown in lots. For information and education only; not trading advice.