Markets / Straddle Chart / Expected move

Bank Nifty expected move by expiry

Updated 10:18

How far the options market expects Bank Nifty to move by the next expiry, from the at-the-money straddle. Updated live during market hours and rolled over after each expiry.

By Mon 23 Nov expiry

Live · 12 Nov, 10:18
±1,589 points (±2.59%)
61,324 now 59,73562,914
ATM straddle₹1,589.20strike 61,300 call + put
Expected range59,735 – 62,914if Bank Nifty ends outside, option buyers win
Trading days left11to the expiry
Per day±0.78%the same move spread over 11 days

Past expiries: expected vs actual

The first finished expiry appears here after it ends.

Other indices

IndexExpiryExpected moveRange
NiftyTue 17 Nov±407 (±1.61%)24,930 – 25,744
SensexThu 12 Nov±473 (±0.58%)81,709 – 82,656

From the at-the-money straddle of the nearest expiry (live in market hours, else the last close). Past expiries from our recorded charts (from 3 Nov 2026). Information only, not investment advice.

What is Bank Nifty's expected move by expiry?

±1,589 points (±2.59%) by the Mon 23 Nov expiry, a range of 59,735 to 62,914, from the at-the-money straddle.

How is the expected move worked out?

It is the price of the at-the-money straddle (call + put at the strike nearest Bank Nifty). Option sellers profit if Bank Nifty ends inside the range; buyers if it ends outside.