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%)
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
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.