F&O market wrap: 26 Oct 2026
Nifty 50 closed at 22,753.20 (+0.68%); Nifty OI put-call ratio 1.13; FII net index futures -2,77,105 contracts.
Index closes
Nifty 50 closed at 22,753.20, up 153.20 points (+0.68%), with a day range of 22,387.35 to 22,753.20.
Bank Nifty closed at 54,366.70, up 79.35 points (+0.15%), with a day range of 53,777.50 to 54,392.50.
Nifty Financial Services closed at 24,454.35, up 51.35 points (+0.21%), with a day range of 24,162.30 to 24,502.55.
Nifty Midcap Select closed at 13,167.35, up 134.30 points (+1.03%), with a day range of 12,857.05 to 13,167.35.
India VIX closed at 17.16, up 0.30 points (+1.78%), with a day range of 16.86 to 18.00.
Options positioning
NIFTY, expiry 27 Oct 2026: max pain is 22,750, and the index closed 3.20 points above it. The OI put-call ratio is 1.13 (more put than call open interest).
NIFTY open interest: the largest call OI is at 23,000 (2,70,480 lots) and the largest put OI at 22,500 (2,61,160 lots). The most new call OI was added at 23,100 (+45,416 lots) and the most new put OI at 22,600 (+1,24,759 lots).
BANKNIFTY, expiry 27 Oct 2026: max pain is 54,900, and the index closed 533.30 points below it. The OI put-call ratio is 0.80 (more call than put open interest).
BANKNIFTY open interest: the largest call OI is at 56,000 (55,382 lots) and the largest put OI at 54,000 (31,876 lots). The most new call OI was added at 54,500 (+5,821 lots) and the most new put OI at 54,100 (+8,711 lots).
FII and DII positions
FII net index futures position: -2,77,105 contracts (+3,078 from the previous session, when it was -2,80,183). Net index call options -2,46,651, net index put options +5,01,714 contracts.
DII net index futures position: +40,512 contracts (+1,132 from the previous session, when it was +39,380). Net index call options +8,405, net index put options +1,10,319 contracts.
Stock futures: price and open interest
Short covering (price up, OI down): COALINDIA (price +1.28%, OI -75.16%), COFORGE (price +5.39%, OI -74.31%), NMDC (price +0.45%, OI -71.27%), UNIONBANK (price +1.60%, OI -71.08%), GODREJPROP (price +2.12%, OI -70.79%).
Long unwinding (price down, OI down): SUNPHARMA (price -0.07%, OI -68.98%), PATANJALI (price -0.63%, OI -66.34%), TATAPOWER (price -1.90%, OI -64.28%), AUBANK (price -7.08%, OI -61.23%), SHRIRAMFIN (price -4.37%, OI -60.43%).
F&O ban list and position limits
Securities in the F&O ban period for 27 OCT 2026: AMBUJACEM, KAYNES, SAIL.
Closest to their market-wide position limit (future-equivalent open interest as a share of MWPL): SAIL 88.5%, MANAPPURAM 87.7%, AMBUJACEM 85.8%, LICHSGFIN 85.7%, INOXWIND 84.7%, BANDHANBNK 83.1%, APLAPOLLO 80.5%, KAYNES 80.4%.
Delivery
Highest delivery percentage among stocks with at least Rs 50 crore traded: ITIETF 85.6%, LIQUIDCASE 85.0%, LIQUIDBEES 82.7%, HDBFS 79.1%, CHOICEIN 78.8%, ASTERDM 74.6%, SGMART 74.5%, LALPATHLAB 72.6%.
Calculated from NSE end-of-day files for the 2026-10-26 session. Open interest is shown in lots. For information and education only; not trading advice.