F&O market wrap: 5 Nov 2026
Nifty 50 closed at 24,536.60 (+2.40%); Nifty OI put-call ratio 1.34; FII net index futures -1,37,438 contracts.
Index closes
Nifty 50 closed at 24,536.60, up 576.00 points (+2.40%), with a day range of 24,296.30 to 24,579.90.
Bank Nifty closed at 57,773.65, up 1,860.05 points (+3.33%), with a day range of 56,718.20 to 57,847.65.
Nifty Financial Services closed at 26,600.45, up 1,019.85 points (+3.99%), with a day range of 26,052.40 to 26,667.00.
Nifty Midcap Select closed at 13,968.10, up 255.45 points (+1.86%), with a day range of 13,804.45 to 14,003.90.
India VIX closed at 15.58, up 0.39 points (+2.58%), with a day range of 11.62 to 15.96.
Options positioning
NIFTY, expiry 9 Nov 2026: max pain is 24,350, and the index closed 186.60 points above it. The OI put-call ratio is 1.34 (more put than call open interest).
NIFTY open interest: the largest call OI is at 25,000 (1,84,006 lots) and the largest put OI at 23,000 (1,96,425 lots). The most new call OI was added at 26,000 (+81,594 lots) and the most new put OI at 24,400 (+1,04,094 lots).
BANKNIFTY, expiry 23 Nov 2026: max pain is 56,800, and the index closed 973.65 points above it. The OI put-call ratio is 1.16 (more put than call open interest).
BANKNIFTY open interest: the largest call OI is at 58,000 (74,975 lots) and the largest put OI at 58,000 (49,198 lots). The most new call OI was added at 61,000 (+11,745 lots) and the most new put OI at 57,000 (+18,550 lots).
FII and DII positions
FII net index futures position: -1,37,438 contracts (+48,541 from the previous session, when it was -1,85,979). Net index call options -1,53,748, net index put options +4,26,085 contracts.
DII net index futures position: +45,126 contracts (+2,808 from the previous session, when it was +42,318). Net index call options +7,930, net index put options +1,03,811 contracts.
Stock futures: price and open interest
Long buildup (price up, OI up): ASIANPAINT (price +4.34%, OI +14.65%), SONACOMS (price +2.31%, OI +10.31%), SUNPHARMA (price +3.11%, OI +7.68%), TCS (price +2.27%, OI +6.92%), SWIGGY (price +5.78%, OI +5.27%).
Short buildup (price down, OI up): PIIND (price -19.23%, OI +27.41%), BHARATFORG (price -3.21%, OI +17.17%), OIL (price -3.66%, OI +17.14%), SYRMA (price -0.48%, OI +12.95%), SOLARINDS (price -5.16%, OI +9.43%).
Short covering (price up, OI down): M&M (price +5.51%, OI -10.28%), MOTILALOFS (price +8.09%, OI -10.27%), ANANDRATHI (price +3.14%, OI -9.68%), BSE (price +5.22%, OI -9.45%), SBICARD (price +5.12%, OI -8.24%).
Long unwinding (price down, OI down): POWERINDIA (price -2.93%, OI -7.23%), APLAPOLLO (price -0.30%, OI -6.75%), GAIL (price -0.26%, OI -4.68%), BEL (price -0.48%, OI -4.25%), GVT&D (price -2.82%, OI -4.23%).
F&O ban list and position limits
Securities in the F&O ban period for 6 NOV 2026: KAYNES.
Closest to their market-wide position limit (future-equivalent open interest as a share of MWPL): BANDHANBNK 87.4%, AMBUJACEM 86.6%, KAYNES 85.5%, MANAPPURAM 84.5%, INOXWIND 83.1%, LICHSGFIN 80.1%, SAIL 79.5%, IDEA 78.9%.
Delivery
Highest delivery percentage among stocks with at least Rs 50 crore traded: CASHIETF 97.0%, GOLDADD 94.3%, LIQUIDADD 92.1%, HOMEFIRST 85.8%, NIFTYBEES 80.8%, IIFLCAPS 80.1%, GOLDAXIS 79.8%, LIQUIDCASE 79.4%.
Calculated from NSE end-of-day files for the 2026-11-05 session. Open interest is shown in lots. For information and education only; not trading advice.