SENSEX expiry day
Updated 02:34
The move the options market expects by expiry, where open interest sits, and how the straddle behaved on past expiry days.
Today is expiry day. The at-the-money straddle costs ₹659.35, so the options market expects SENSEX to move about ±659 points (±0.85%) by expiry, a range of 76,642 to 77,961.
Expected range
76,642 – 77,961
Expected move = spot ± the at-the-money straddle price. Information only, not investment advice.
When is the next SENSEX expiry?
Thursday, 5 November 2026 (today).
What is the expected move for SENSEX by expiry?
About ±659 points (±0.85%), from the at-the-money straddle price of ₹659.35: a range of 76,642 to 77,961.
How much does the straddle usually fall on expiry day?
Past expiry days are added as they are recorded.
What is max pain for SENSEX?
It is shown during market hours from the recorded option chain.