What is the PNB straddle price?
A straddle is buying (or selling) the call and the put of the same strike and expiry. The PNB 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 PNB 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 PNB crosses into a new strike.
- Synthetic future = strike + call − put: where the options market prices PNB.
- 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 PNB straddle price calculated?
It is the ATM call premium plus the ATM put premium of the nearest PNB expiry. The ATM strike is the strike closest to the current spot price.
What time is the PNB 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 PNB straddle price fall during the day?
Options lose time value as expiry gets closer (theta decay). If PNB stays in a range, the combined premium of the ATM call and put usually falls through the day.
Is this chart free?
Yes. The PNB live straddle chart on ScreenerCharts is free to use.