Market Structure Note
Market Structure Note — September 2026
September expiry-week clustering in NSE single-stock futures — 59.4% of top-100 volume in four sessions, rollover multiples versus median liquidity, and CAS closing-price behaviour. The dataset behind Hindu Business Line, Fortune India, Moneycontrol, and Mint coverage in October.
From the desk
Vtrender is an NSE- and BSE-authorised direct market data vendor. These notes are original findings from that feed — session mechanics, participation, and derivatives liquidity — not republished wire copy. Shai Coelho leads the research and the reading layers on Vtrender Charts.
Press coverage of this note
- Over 59% of NSE stock futures volume clustered around September expiry The Hindu Business Line, Fortune India & Moneycontrol
- Small investors dial up options play in the closing auction era Mint