F&O market wrap: 15 Oct 2026
Nifty 50 closed at 22,997.35 (+1.66%); Nifty OI put-call ratio 1.66; FII net index futures -2,79,827 contracts.
Index closes
Nifty 50 closed at 22,997.35, up 374.65 points (+1.66%), with a day range of 22,637.40 to 23,056.40.
Bank Nifty closed at 55,810.50, up 494.50 points (+0.89%), with a day range of 55,279.00 to 56,065.50.
Nifty Financial Services closed at 25,364.20, up 415.50 points (+1.67%), with a day range of 24,932.25 to 25,405.10.
Nifty Midcap Select closed at 13,722.60, down 50.55 points (-0.37%), with a day range of 13,680.65 to 13,835.70.
India VIX closed at 14.03, down 0.60 points (-4.10%), with a day range of 13.91 to 14.95.
Options positioning
NIFTY, expiry 19 Oct 2026: max pain is 22,900, and the index closed 97.35 points above it. The OI put-call ratio is 1.66 (more put than call open interest).
NIFTY open interest: the largest call OI is at 24,000 (1,53,607 lots) and the largest put OI at 22,500 (1,99,031 lots). The most new call OI was added at 23,300 (+38,452 lots) and the most new put OI at 22,900 (+1,13,988 lots).
BANKNIFTY, expiry 27 Oct 2026: max pain is 55,800, and the index closed 10.50 points above it. The OI put-call ratio is 1.08 (more put than call open interest).
BANKNIFTY open interest: the largest call OI is at 56,000 (43,384 lots) and the largest put OI at 55,000 (44,065 lots). The most new call OI was added at 56,000 (+3,714 lots) and the most new put OI at 55,500 (+5,233 lots).
FII and DII positions
FII net index futures position: -2,79,827 contracts (+16,870 from the previous session, when it was -2,96,697). Net index call options -2,07,881, net index put options +4,47,027 contracts.
DII net index futures position: +36,441 contracts (+6,419 from the previous session, when it was +30,022). Net index call options +19,105, net index put options +81,661 contracts.
Stock futures: price and open interest
Long buildup (price up, OI up): UJJIVANSFB (price +0.08%, OI +14.03%), ANANDRATHI (price +1.16%, OI +6.44%), HINDALCO (price +1.04%, OI +4.31%), BPCL (price +1.69%, OI +4.17%), ANGELONE (price +2.44%, OI +2.68%).
Short buildup (price down, OI up): PERSISTENT (price -2.14%, OI +17.44%), NESTLEIND (price -7.16%, OI +9.03%), CGPOWER (price -5.25%, OI +8.41%), PREMIERENE (price -2.28%, OI +5.38%), MFSL (price -0.67%, OI +5.29%).
Short covering (price up, OI down): LTF (price +1.62%, OI -7.63%), ABCAPITAL (price +0.94%, OI -7.04%), ASHOKLEY (price +2.83%, OI -6.08%), CIPLA (price +1.04%, OI -5.90%), HINDPETRO (price +5.19%, OI -5.59%).
Long unwinding (price down, OI down): INDIANB (price -1.18%, OI -5.61%), RADICO (price -3.19%, OI -4.56%), YESBANK (price -13.93%, OI -4.41%), CANBK (price -5.89%, OI -4.30%), MARICO (price -0.31%, OI -4.21%).
F&O ban list and position limits
Securities in the F&O ban period for 16 OCT 2026: AMBUJACEM, KAYNES, SAIL.
Closest to their market-wide position limit (future-equivalent open interest as a share of MWPL): SAIL 94.6%, KAYNES 94.0%, AMBUJACEM 92.5%, INOXWIND 86.3%, LICHSGFIN 85.4%, CROMPTON 84.9%, MANAPPURAM 83.2%, BANDHANBNK 81.9%.
Delivery
Highest delivery percentage among stocks with at least Rs 50 crore traded: PSUBANKADD 98.4%, LCCPROJECT 92.6%, PVTBANIETF 90.2%, LIQUIDPLUS 86.4%, PRICOLLTD 83.7%, LIQUIDBEES 83.1%, GOLDIETF 80.6%, KAJARIACER 76.5%.
Calculated from NSE end-of-day files for the 2026-10-15 session. Open interest is shown in lots. For information and education only; not trading advice.