Markets / Combined chain

NIFTY next three expiries

Updated 16:43

The next three weekly expiries side by side: what each prices in, and where call and put open interest sits.

Each expiry at a glance

Expiry	ATM straddle	Expected move	PCR	Max pain	ATM IV	Call / put OI
9 Nov 4d	326.70	±1.33%	0.68	24,450	16.0%	7.2Cr / 4.9Cr
17 Nov 12d	498.10	±2.03%	0.53	24,400	14.1%	1.1Cr / 57.0L
23 Nov 18d	594.50	±2.42%	0.70	24,500	13.7%	1.8Cr / 1.3Cr

Expected move = the at-the-money straddle as a % of NIFTY: the move each expiry's options price in by that day.

Open interest by strike · NIFTY 24,536.60

Strike	9 Nov		17 Nov		23 Nov
Strike	Call OI	Put OI	Call OI	Put OI	Call OI	Put OI
24,050	5.4L	11.9L	1.2L	69.4k	53.1k	1.3L
24,100	17.3L	35.7L	2.2L	4.2L	3.8L	5.6L
24,150	7.5L	17.9L	28.4k	86.3k	54.9k	79.6k
24,200	17.6L	50.5L	8.2L	6.8L	18.2L	9.2L
24,250	6.2L	28.2L	4.0L	1.8L	70.7k	64.6k
24,300	32.1L	65.4L	7.4L	8.9L	8.6L	11.4L
24,350	14.7L	52.5L	1.1L	2.0L	94.3k	1.4L
24,400	28.8L	70.7L	6.6L	8.2L	15.7L	16.8L
24,450	17.1L	22.9L	1.2L	1.6L	1.5L	1.2L
24,500	59.9L	58.3L	11.6L	12.0L	36.7L	39.3L
24,550 ATM	44.6L	30.1L	2.5L	1.4L	2.4L	1.0L
24,600	64.9L	19.8L	6.7L	2.6L	12.6L	5.5L
24,650	26.9L	5.4L	2.2L	28.0k	1.1L	33.4k
24,700	63.0L	6.2L	5.3L	98.3k	5.8L	3.2L
24,750	26.4L	3.3L	3.1L	42.8k	1.1L	12.8k
24,800	77.9L	3.0L	4.6L	43.2k	8.6L	4.7L
24,850	22.3L	72.8k	1.3L	11.1k	1.3L	8.8k
24,900	37.6L	96.9k	14.2L	23.5k	4.6L	94.3k
24,950	14.7L	34.4k	1.3L	5.5k	77.3k	8.0k
25,000	1.2Cr	7.8L	21.3L	3.2L	54.1L	21.7L
25,050	15.7L	14.4k	2.2L	2.0k	63.5k	3.2k

Highlighted: the strike with the most call (red) and put (green) open interest in each expiry, often read as resistance and support for that expiry.

From the live option chains (10 strikes each side of the money). Information only, not investment advice.

Why compare expiries?

The nearest expiry shows this week's view; the next ones show whether traders expect the same range further out, and where support and resistance build for later weeks.