What is the NAM-INDIA straddle price?
A straddle is buying (or selling) the call and the put of the same strike and expiry. The NAM-INDIA straddle price here is the at-the-money (ATM) call premium plus the ATM put premium for the nearest expiry. The ATM strike is the one closest to the current spot price, so it moves as NAM-INDIA moves.
How to read this chart
- Straddle falling: premiums are decaying (time decay or falling volatility), which usually suits option sellers.
- Straddle rising: the market is moving sharply or volatility is rising, which usually suits option buyers.
- Small sudden jumps happen when the ATM strike changes as NAM-INDIA crosses into a new strike.
- Synthetic future = strike + call − put: where the options market prices NAM-INDIA.
- Straddle VWAP (dashed line) is the volume-weighted average straddle price since the open: each minute's call + put premium weighted by the call + put volume traded that minute. A straddle above its VWAP often means option buyers are in control; below it, sellers.
- Strike Picker: the second chart keeps the call and put strikes you choose all day (a fixed straddle, or a strangle with different strikes), so you can follow a position you actually hold.
- Past days: pick a date (or use ‹ ›) to replay any saved day minute by minute.
Frequently asked questions
How is the NAM-INDIA straddle price calculated?
It is the ATM call premium plus the ATM put premium of the nearest NAM-INDIA expiry. The ATM strike is the strike closest to the current spot price.
What time is the NAM-INDIA straddle chart live?
During NSE/BSE market hours, 09:15 to 15:30 IST on trading days. Outside market hours the chart shows the last session's data.
Why does the NAM-INDIA straddle price fall during the day?
Options lose time value as expiry gets closer (theta decay). If NAM-INDIA stays in a range, the combined premium of the ATM call and put usually falls through the day.
Is this chart free?
Yes. The NAM-INDIA live straddle chart on ScreenerCharts is free to use.