BANKEX straddle on 11 Nov 2026
Final for the day
How the BANKEX at-the-money straddle traded on Wednesday, 11 November 2026.
On Wednesday, 11 November 2026, the BANKEX at-the-money straddle (expiry 26 Nov 2026, 15 days to go) opened at ₹2019.75 and closed at ₹2291.30 (+13.44%). It ranged from ₹1441.40 at 10:02 to ₹2452.75 at 11:40, with a volume-weighted average of ₹2153.19. The BANKEX index moved from 68,111.31 to 68,540.49 (+0.63%); the ATM strike moved 11 times (68,100 to 68,500). From the option chain: PCR 0.54 at the start and 0.88 at the end, max pain 68,000, ATM implied volatility 17.6% → 20.6%. The most call open interest sat at 68,000 (often read as resistance) and the most put open interest at 67,500 (often read as support).
Straddle close
₹2291.30 +13.44%
Information only, not investment advice.
What was the BANKEX straddle price on 11 Nov 2026?
The at-the-money straddle opened at ₹2019.75 and closed at ₹2291.30, with a day range of ₹1441.40–₹2452.75.
What were the BANKEX PCR and max pain on 11 Nov 2026?
PCR 0.88 and max pain 68,000 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.