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NIFTY close, Mon 12 Oct 2026

Published 23:45 IST on 12 Oct 2026

Reading	Value	Note
NIFTY 50	22,363.35	−157.10 · −0.70%
INDIA VIX	15.25	+0.87 · +6.05% · NSE's daily index close file (NSE index closes)
Week band	1 of 1	inside 22,072–22,969
Max pain	22,400	13 Oct 2026 · PCR 0.59

Where the index and its vol closed

Series	Close	Change	%	High	Low	Previous
NIFTY 50	22,363.35	−157.10	−0.70%	22,651.10	22,304.45	22,520.45 on 9 Oct 2026
INDIA VIX	15.25	+0.87	+6.05%	15.54	13.14	14.38 on 9 Oct 2026

Observation date: 12 Oct 2026
Updated: 23:45 IST on 12 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

At the close of Fri 9 Oct 2026, NIFTY 22,520.45 and INDIA VIX 14.38 put one sigma over 7 days at ±448 points (1.99%): 22,072–22,969, and 21,624–23,417 at two. Every session of the week from 12 Oct 2026 is held against that band, not one redrawn each day.

Session	Close	Band
Mon 12 Oct 2026	22,363.35	inside

Observation date: 9 Oct 2026
Updated: 23:45 IST on 12 Oct 2026
Units: index points; one sigma from INDIA VIX over seven days
Frequency: weekly, drawn at the last close before the week
Source: NSE's daily index close file (NSE index closes)

The front expiry's book

Open interest on the 13 Oct 2026 contract, 1 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	22,600	176.8 L · 6.8% of calls
Put wall	22,000	128.7 L · 8.4% of puts
Resistance	22,600	176.8 L
Support	22,000	128.7 L
Max pain	22,400	—
Put/call ratio	0.59	—
Calls, all strikes	—	2587.0 L · +9,58,12,535 on the day
Puts, all strikes	—	1529.2 L · −5,51,77,980 on the day

Observation date: 12 Oct 2026
Updated: 18:50 IST on 12 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 13 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	22,242	close above it: damped
Pin	22,400	conviction 14.20
Floor · ceiling	22,300 · 22,400	max pain 22,400
ATM IV	16.1%	term slope −1.656 · skew 3.622
PCR	0.60	1 days to expiry

Observation date: 12 Oct 2026
Updated: 18:50 IST on 12 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 12 Oct 2026, against 9 Oct 2026. index futures, all underlyings, in contracts.

Client	Long	Short	Net	Change	Long %
FII	32,268	3,28,128	−2,95,860	−1,872	9.0
DII	48,510	14,349	+34,161	+2,231	77.2
Proprietary	54,382	35,612	+18,770	−13,765	60.4
Retail / other clients	3,01,068	58,139	+2,42,929	+13,406	83.8

Observation date: 12 Oct 2026
Updated: 18:50 IST on 12 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/2026-10-12; the feed at /feed.xml.