The "n" means no separator

*new data;
data date;
input visitdt DATE9.;
datalines;
26MAY2006
;
run;
*conversion of date9.;
data date1;
set date;
format visitdt DATE9.;
*"n" means no separator;
visitdtc=put(visitdt, yymmddn8.);
run;
proc contents data=date1; run;

Output:
20060526

More: http://ftp.sas.com/techsup/download/sample/datastep/dateformat.html