Reference
The facts the readings rest on: when the contracts expire, how big they are, what an order costs, and where the numbers come from.
Expiry calendar and holidays
Today, Fri 30 Oct 2026, is a session; the previous was 29 Oct 2026 and the next is 2 Nov 2026.
NSE holidays ahead
NSE F&O bhavcopy (option settles), as of 30 Oct 2026
Lot size and freeze quantity
NSE index derivatives contract specifications that change on a date: the lot size and the per-order freeze quantity. Each list is [effective_date, value], ascending; the value in force on a day is the last entry on or before it. NSE applies a revision to new contracts (the next monthly series, with weeklies picking it up over the following weeks), so a date inside the few-week transition window may be sized with the neighbouring regime's lot. Edit this file for the next circular; nothing in the code names a number.
reference/contracts.json, ingested 04:18 IST on 14 Oct 2026
What an order costs
Zerodha, NSE F&O, as the desk bills every executed order. Percentages are of premium for options and of turnover for futures; the flat figures are rupees per executed order. GST applies to brokerage + exchange transaction charge + SEBI fee.
Worked example: one lot of a NIFTY option, 65 contracts at ₹100.00
A short held and bought back at the same price costs ₹63 for the round trip.
sc/core/charges.py, as of 1 Apr 2026
Where the data comes from, and how current it is
end of day only: nothing on the public face is read from a broker session.
When each feed last wrote
What went wrong is its own page: the data log lists the bhavcopy sessions missed on their night (0 still missing, 56 recovered late in the last 120 days) and the quality checks that failed (6).
ingestion_log, data_quality_log, ingested 23:45 IST on 30 Oct 2026
Also under Reference: the data log, the events ahead and the payoff calculator.
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/reference/calendar; the feed at /feed.xml.