Today BSE Sensex closed at 16557, up by 325 points, the index touched a high and a low of 16,589.29 and 16,230.77 respectively. While Nifty Index shut up at 4980 up by 92 points, the index touched high and low of 4,991.15 and 4,882.05 respectively.

Nifty October 2011 futures closed at 5,000.00 at a premium of 20.40 points over spot closing of 4,979.60, while Nifty November 2011 futures were at 5,014.00 at a premium of 34.40 points over spot closing. The near month October 2011 derivatives contract expires on Thursday, October 25, 2011. Nifty October futures saw addition of 9.16% or 1.89 million (mn) units, taking the total outstanding open interest (OI) to 22.56 mn units.

Among Nifty calls, 5000 SP from the October month expiry was the most active call with contraction of 0.29 million. Among Nifty puts, 4900 SP from the October month expiry was the most active put with addition of 1.49 million. The maximum Call OI outstanding for Calls was at 5000 SP (4.16 mn) and that for Puts was at 4900 SP (5.05 mn).