CRUDEOIL straddle on 12 Nov 2026
Final for the day
How the CRUDEOIL at-the-money straddle traded on Thursday, 12 November 2026.
On Thursday, 12 November 2026, the CRUDEOIL at-the-money straddle (expiry 17 Nov 2026, 5 days to go) opened at ₹371.10 and closed at ₹375.00 (+1.05%). It ranged from ₹349.90 at 18:03 to ₹388.30 at 23:30, with a volume-weighted average of ₹363.89. The CRUDEOIL futures moved from 8,043.00 to 8,311.00 (+3.33%); the ATM strike moved 6 times (8,050 to 8,300). From the option chain: PCR 1.50 at the start and 1.02 at the end, max pain 8,200, ATM implied volatility 46.4% → 48.5%. The most call open interest sat at 8,200 (often read as resistance) and the most put open interest at 8,000 (often read as support).
Straddle close
₹375.00 +1.05%
Information only, not investment advice.
What was the CRUDEOIL straddle price on 12 Nov 2026?
The at-the-money straddle opened at ₹371.10 and closed at ₹375.00, with a day range of ₹349.90–₹388.30.
What were the CRUDEOIL PCR and max pain on 12 Nov 2026?
PCR 1.02 and max pain 8,200 at the last snapshot of the day, for the 17 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.