BANKNIFTY straddle on 12 Nov 2026
Final for the day
How the BANKNIFTY at-the-money straddle traded on Thursday, 12 November 2026.
On Thursday, 12 November 2026, the BANKNIFTY at-the-money straddle (expiry 23 Nov 2026, 11 days to go) opened at ₹1640.70 and closed at ₹1510.35 (-7.94%). It ranged from ₹1486.40 at 15:30 to ₹1652.05 at 09:17, with a volume-weighted average of ₹1558.15. The BANKNIFTY index moved from 60,964.85 to 61,518.50 (+0.91%); the ATM strike moved 5 times (61,000 to 61,500). From the option chain: PCR 0.65 at the start and 0.75 at the end, max pain 60,500, ATM implied volatility 19.2% → 17.6%. The most call open interest sat at 60,500 (often read as resistance) and the most put open interest at 60,500 (often read as support).
Straddle close
₹1510.35 -7.94%
Information only, not investment advice.
What was the BANKNIFTY straddle price on 12 Nov 2026?
The at-the-money straddle opened at ₹1640.70 and closed at ₹1510.35, with a day range of ₹1486.40–₹1652.05.
What were the BANKNIFTY PCR and max pain on 12 Nov 2026?
PCR 0.75 and max pain 60,500 at the last snapshot of the day, for the 23 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.