India's largest stock exchange said the market lot and scheme of strikes of the six securities will be informed to members on October 27, 2026 through a separate circular. The details of applicable quantity freeze will be available in the contract file which shall be applicable for trading on October 28, 2026.
As per NSE, new stocks being introduced in the F&O segment are based on the eligibility criteria which take into consideration average daily market capitalisation, average daily traded value, the market wide position limit in the security, the quarter sigma values, the average daily deliverable value and as approved by SEBI.
The average daily market capitalisation and the average daily traded value are computed on the 16th of each month, on a rolling basis, to arrive at the list of top 500 securities.
Similarly, the quarter sigma order size, considering the order book snapshots of securities in the previous six months and average daily deliverable value of a stock, on a rolling basis in the previous six months, are calculated on the 16th of each month.
Further, the market wide position limit (number of shares) are valued taking the closing prices of stocks in the underlying cash market on the date of expiry of contract for the previous month, as per NSE.
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