Today Sensex sut up at 16821, up by 144 points, the index touched a high and a low of 16,989.86 and 16,688.06 respectively. While Nifty shut up at 5040 up by 39 points, the index touched high and low of 5,113.70 and 4,993.35 respectively.

Nifty September 2011 futures closed at 5,046.70 at a premium of 6.70 points over spot closing of 5,040.00, while Nifty October 2011 futures were at 5,056.00 at a premium of 16.00 points over spot closing. The near month September 2011 derivatives contract expires on Thursday, September 29, 2011. Nifty September futures saw addition of 17.35% or 3.96 million (mn) units, taking the total outstanding open interest (OI) to 26.82 mn units.

Among Nifty calls, 5100 SP from the September month expiry was the most active call with addition of 0.26 million or 6.54%. Among Nifty puts, 5000 SP from the September month expiry was the most active put with addition of 0.95 million or 20.79%.The maximum Call OI outstanding for Calls was at 5100 SP (4.25 mn) and that for Puts was at 5000 SP (5.52 mn).