BANKEX straddle on 6 Nov 2026
Final for the day
How the BANKEX at-the-money straddle traded on Friday, 6 November 2026.
On Friday, 6 November 2026, the BANKEX at-the-money straddle (expiry 26 Nov 2026, 20 days to go) opened at ₹2088.15 and closed at ₹2622.60 (+25.59%). It ranged from ₹1577.55 at 11:03 to ₹2622.60 at 15:38, with a volume-weighted average of ₹1783.18. The BANKEX index moved from 64,823.42 to 66,470.03 (+2.54%); the ATM strike moved 18 times (64,800 to 66,500). From the option chain: PCR 0.33 at the start and 0.00 at the end, max pain 65,500, ATM implied volatility 16.8% → 20.4%.
Straddle close
₹2622.60 +25.59%
Information only, not investment advice.
What was the BANKEX straddle price on 6 Nov 2026?
The at-the-money straddle opened at ₹2088.15 and closed at ₹2622.60, with a day range of ₹1577.55–₹2622.60.
What were the BANKEX PCR and max pain on 6 Nov 2026?
PCR 0.00 and max pain 65,500 at the last snapshot of the day, for the 26 Nov 2026 expiry.
Where does this come from?
ScreenerCharts records the ATM call and put prices through the day (and the option chain every minute for indices and MCX). Days before recording began are rebuilt from 1-minute option candles.