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NIFTY close, Thu 1 Oct 2026

Published 23:45 IST on 6 Oct 2026

Reading	Value	Note
NIFTY 50	22,421.95	−198.50 · −0.88%
INDIA VIX	14.46	+0.97 · +7.19% · NSE's daily index close file (NSE index closes)
Week band	—	no anchor
Max pain	22,550	6 Oct 2026 · PCR 0.69

Where the index and its vol closed

Series	Close	Change	%	High	Low	Previous
NIFTY 50	22,421.95	−198.50	−0.88%	22,610.60	22,217.30	22,620.45 on 30 Sep 2026
INDIA VIX	14.46	+0.97	+7.19%	15.69	13.49	13.49 on 30 Sep 2026

Observation date: 1 Oct 2026
Updated: 18:45 IST on 6 Oct 2026
Units: index points
Frequency: each NSE session
Source: NSE's daily index close file (NSE index closes)

The week against the band drawn before it

The week's anchor close for this session is not on file; the note does not borrow another session's.

The front expiry's book

Open interest on the 6 Oct 2026 contract, 5 days out, as the bhavcopy settled it. A wall is the heaviest strike on its side; resistance and support are the heaviest above and below the close.

Reading	Strike	Open interest
Call wall	23,000	137.6 L · 7.1% of calls
Put wall	22,000	100.6 L · 7.5% of puts
Resistance	23,000	137.6 L
Support	22,000	100.6 L
Max pain	22,550	—
Put/call ratio	0.69	—
Calls, all strikes	—	1948.9 L · +3,08,19,230 on the day
Puts, all strikes	—	1335.4 L · +2,76,16,355 on the day

Observation date: 1 Oct 2026
Updated: 19:29 IST on 1 Oct 2026
Units: contracts of open interest; strikes in index points
Frequency: each NSE session
Source: NSE F&O bhavcopy (option settles)

The dealer-gamma board

Computed on the desk from the 6 Oct 2026 chain's settles: where dealers' hedging damps the index (above the flip) or amplifies it (below), and the strikes it leans on.

Reading	Value	Note
Net gamma	−₹0.0 cr	calls −₹0.0 cr · puts ₹0.0 cr
Flip	22,936	close below it: amplified
Pin	22,500	conviction 13.70
Floor · ceiling	22,300 · 22,700	max pain 22,450
ATM IV	12.4%	term slope 1.376 · skew 0.257
PCR	0.62	5 days to expiry

Observation date: 1 Oct 2026
Updated: 19:30 IST on 1 Oct 2026
Units: rupees of dealer gamma per index point; levels in index points
Frequency: each NSE session, computed on the desk
Source: computed on the desk from the bhavcopy (the stored gamma board)

Who holds the index futures

NSE's participant-wise report for 6 Oct 2026, against 5 Oct 2026. index futures, all underlyings, in contracts.

Client	Long	Short	Net	Change	Long %
FII	30,285	3,24,010	−2,93,725	+8,666	8.5
DII	47,973	14,072	+33,901	+1,073	77.3
Proprietary	52,602	29,878	+22,724	−4,806	63.8
Retail / other clients	2,97,348	60,248	+2,37,100	−4,933	83.2

Observation date: 6 Oct 2026
Updated: 18:45 IST on 6 Oct 2026
Units: contracts
Frequency: each report day; NSE publishes a session behind
Source: NSE participant-wise open interest (the participant report)

Nothing on this page is advice. The figures are the exchange's end-of-day data as this desk's store ingested them, and no position of the desk's is named anywhere on this site.

This is the page's text, served for readers without JavaScript and for crawlers; the page itself draws with JavaScript. The same figures as JSON: /v1/public/notes/2026-10-01; the feed at /feed.xml.