Facts that change
Core about 5 min
| Fact | Value | As of | Source |
|---|---|---|---|
| Nifty lot size | 65 units | 5 Nov 2026 | NSE F&O bhavcopy, https://nsearchives.nseindia.com/content/fo/BhavCopy_NSE_FO_0_0_0_20261105_F_0000.csv.zip |
| Nifty weekly expiry | Tuesday; previous trading day if holiday (Monday expiries 13 Apr, 19 Oct, 9 Nov, 23 Nov 2026) | since 1 Sep 2025; checked 6 Nov 2026 | NSE F&O bhavcopies; NSE circulars NSE/FAOP/68589 and 68747 (Jun 2025): https://nsearchives.nseindia.com/content/circulars/FAOP68589.pdf |
| Stock options | European, physically settled; DNE facility discontinued from the Mar 2023 expiry | 6 Nov 2026 | SEBI circular SEBI/HO/MRD/DOPI/CIR/P/2018/161 (31 Dec 2018); NSE Clearing circular NCL/CMPT/55330 (20 Jan 2023); M08 · 8.11 |
| MWPL and ban trigger | MWPL = min(15% of free float, 65 × ADDV), floor 10% of free float; ban when FutEq OI > 95% of MWPL | from 1 Oct 2025 | SEBI circular SEBI/HO/MRD/TPD-1/P/CIR/2025/79 (29 May 2025), paras 5.2–5.3 and 6 |
| Corporate-action adjustment of stock F&O | strikes, lots and prices adjusted; dividends adjusted at or above 2% of market value | since 29 Jun 2022 (dividend threshold) | SEBI circular SEBI/HO/MRD2/MRD2_DCAP/P/CIR/2022/90 (28 Jun 2022) and the circulars it modifies |
| Upfront premium from option buyers | required | since 1 Feb 2025 | SEBI circular 1 Oct 2024, https://www.sebi.gov.in/legal/circulars/oct-2024/measures-to-strengthen-equity-index-derivatives-framework-for-increased-investor-protection-and-market-stability_87208.html |
| Extra ELM on short index options, expiry day | 2% of notional | since 20 Nov 2024 | same |
| Calendar-spread margin benefit on expiry day | removed | since 1 Feb 2025 | same |
| Exposure margin, index derivatives | about 2% of notional (commonly quoted) | not re-verified | M07 · 7.4.2; check NSE Clearing |
| STT on options | 0.15% of premium on sale; 0.15% of intrinsic on exercise | since 1 Apr 2026 | https://nsearchives.nseindia.com/content/circulars/FATAX73524.pdf |
| NSE options transaction charge | 0.03553% of premium | since 1 Mar 2026 | https://nsearchives.nseindia.com/content/circulars/FA73061.pdf |
| Expiry settlement of index derivatives | Index value from the constituents' VWAPs over the last 30 min of continuous trading | from 7 Dec 2026 | SEBI circular of 15 Oct 2026, para 4.9: https://www.sebi.gov.in/legal/circulars/oct-2026/review-of-certain-aspects-of-the-closing-auction-session-market-timings-and-settlement-methodology-for-derivatives-contracts_105293.html |
| RBI repo rate | 5.50% (+25 bp on 7 Oct 2026); next MPC 2–4 Dec 2026 | 6 Nov 2026 | RBI MPC resolution, 7 Oct 2026: https://www.rbi.org.in/scripts/BS_PressReleaseDisplay.aspx?prid=63742 ; M11 · 11.7.1 |
| SEBI FY26 F&O study | 87.7% lost; ~97% of individuals option buyers; 59% of index-option turnover 0DTE | released 20 Aug 2026 | https://www.sebi.gov.in/sebi_data/attachdocs/aug-2026/1787233506209.pdf (figures via summaries; M01 · 1.11 Case 1) |
| India VIX | 15.19 close; 252-day range 9.15–27.89 | 4 Nov 2026 | Yahoo Finance ^INDIAVIX |
| Weekly-expiry abolition | no SEBI circular abolishing weekly expiries; one weekly benchmark index option per exchange allowed | 6 Nov 2026 | SEBI circulars list (searched 6 Nov 2026); SEBI circular of 26 May 2025, para 3.2 |