NIFTY expiry day
Updated 02:35
The move the options market expects by expiry, where open interest sits, and how the straddle behaved on past expiry days.
Next expiry Monday, 9 November 2026 (4 days away). The at-the-money straddle costs ₹332.95, so the options market expects NIFTY to move about ±333 points (±1.39%) by expiry, a range of 23,628 to 24,294. On the last expiry day saved here (3 Nov 2026), the straddle lost 92% from open to close, and NIFTY closed outside the opening straddle's range. More expiry days are added as they happen.
Expected range
23,628 – 24,294
Expected move = spot ± the at-the-money straddle price. Information only, not investment advice.
When is the next NIFTY expiry?
Monday, 9 November 2026, 4 days from today.
What is the expected move for NIFTY by expiry?
About ±333 points (±1.39%), from the at-the-money straddle price of ₹332.95: a range of 23,628 to 24,294.
How much does the straddle usually fall on expiry day?
On the last 1 expiry days saved here, 92% from the open to the close on average, because the options lose their remaining time value.
What is max pain for NIFTY?
It is shown during market hours from the recorded option chain.