F&O market wrap: 27 Oct 2026
Nifty 50 closed at 22,749.75 (-0.02%); Nifty OI put-call ratio 1.03; FII net index futures -2,21,057 contracts.
Index closes
Nifty 50 closed at 22,749.75, down 3.45 points (-0.02%), with a day range of 22,636.85 to 22,829.75.
Bank Nifty closed at 53,974.90, down 391.80 points (-0.72%), with a day range of 53,951.20 to 54,654.05.
Nifty Financial Services closed at 24,303.75, down 150.60 points (-0.62%), with a day range of 24,259.10 to 24,529.90.
Nifty Midcap Select closed at 13,220.05, up 52.70 points (+0.40%), with a day range of 13,125.35 to 13,301.40.
India VIX closed at 16.40, down 0.76 points (-4.41%), with a day range of 16.25 to 17.49.
Options positioning
NIFTY, expiry 27 Oct 2026: max pain is 22,750, and the index closed 0.25 points below it. The OI put-call ratio is 1.03 (more put than call open interest).
NIFTY open interest: the largest call OI is at 22,800 (2,46,336 lots) and the largest put OI at 22,750 (3,01,320 lots). The most new call OI was added at 22,750 (+1,03,310 lots) and the most new put OI at 22,750 (+2,33,049 lots).
BANKNIFTY, expiry 27 Oct 2026: max pain is 54,300, and the index closed 325.10 points below it. The OI put-call ratio is 0.56 (more call than put open interest).
BANKNIFTY open interest: the largest call OI is at 54,200 (61,892 lots) and the largest put OI at 54,000 (39,621 lots). The most new call OI was added at 54,200 (+52,974 lots) and the most new put OI at 54,100 (+19,462 lots).
FII and DII positions
FII net index futures position: -2,21,057 contracts (+56,048 from the previous session, when it was -2,77,105). Net index call options -2,93,075, net index put options +5,67,926 contracts.
DII net index futures position: +39,380 contracts (-1,132 from the previous session, when it was +40,512). Net index call options +2,738, net index put options +1,02,061 contracts.
Stock futures: price and open interest
Long buildup (price up, OI up): BAJAJ-AUTO (price +2.71%, OI +14.12%), BHARTIARTL (price +3.24%, OI +0.30%).
Short buildup (price down, OI up): ONGC (price -0.04%, OI +9.48%).
Short covering (price up, OI down): IDEA (price +1.09%, OI -85.08%), JIOFIN (price +1.02%, OI -79.99%), ETERNAL (price +1.83%, OI -69.22%), BEL (price +0.76%, OI -69.03%), DIVISLAB (price +4.29%, OI -68.56%).
Long unwinding (price down, OI down): RELIANCE (price -0.06%, OI -71.61%), AMBUJACEM (price -6.34%, OI -71.15%), ADANIENT (price -1.46%, OI -63.89%), PFC (price -1.68%, OI -63.50%), HDFCBANK (price -1.12%, OI -61.94%).
F&O ban list and position limits
Securities in the F&O ban period for 28 OCT 2026: SAIL.
Closest to their market-wide position limit (future-equivalent open interest as a share of MWPL): MANAPPURAM 89.0%, SAIL 85.1%, LICHSGFIN 83.6%, BANDHANBNK 82.3%, INOXWIND 81.5%, IDEA 78.3%, APLAPOLLO 76.1%, CROMPTON 75.4%.
Delivery
Highest delivery percentage among stocks with at least Rs 50 crore traded: HDFCBSE500 91.5%, LIQUIDBEES 84.4%, LIQUIDCASE 84.0%, ONGC 82.0%, MANIPALHOS 79.2%, KAJARIACER 78.7%, TBOTEK 77.1%, GUJENERGY 74.1%.
Calculated from NSE end-of-day files for the 2026-10-27 session. Open interest is shown in lots. For information and education only; not trading advice.