Markets / Straddle Chart / Expected move

Sensex expected move this week

Updated 10:18

How far the options market expects Sensex to move by this week's expiry, from the at-the-money straddle. Updated live during market hours and rolled over after each expiry.

Sensex live straddle chart › · How the expected move works ›

By Thu 12 Nov expiry

Live · 12 Nov, 10:18

±473 points (±0.58%)

82,183 now 81,70982,656

ATM straddle₹473.40strike 82,200 call + put

Expected range81,709 – 82,656if Sensex ends outside, option buyers win

Trading days left0to the expiry

Per day±0.58%the same move spread over 0 days

Past weeks: expected vs actual

3 Nov → expiry Thu 5 NovMoved more than priced in

Priced in±1.06% Actual+4.21%

Expiry	Priced in	Actual	Result
5 Nov 2026	±1.06%	+4.21%	Outside, above

From the straddle at the first reading after the previous expiry to Sensex's close on expiry day. Each expiry adds a row.

Other indices

Index	Expiry	Expected move	Range
Nifty	Tue 17 Nov	±407 (±1.61%)	24,930 – 25,744
Bank Nifty	Mon 23 Nov	±1,589 (±2.59%)	59,736 – 62,914

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 Sensex's expected move this week?

±473 points (±0.58%) by the Thu 12 Nov expiry, a range of 81,709 to 82,656, 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 Sensex). Option sellers profit if Sensex ends inside the range; buyers if it ends outside.