NATURALGAS straddle on 11 Nov 2026
Final for the day
How the NATURALGAS at-the-money straddle traded on Wednesday, 11 November 2026.
On Wednesday, 11 November 2026, the NATURALGAS at-the-money straddle (expiry 20 Nov 2026, 9 days to go) opened at ₹31.30 and closed at ₹28.75 (-8.15%). It ranged from ₹28.55 at 23:52 to ₹33.00 at 20:07, with a volume-weighted average of ₹30.79. The NATURALGAS futures moved from 310.20 to 306.00 (-1.35%); the ATM strike moved 3 times (310 to 305). From the option chain: PCR 1.01 at the start and 1.07 at the end, max pain 300, ATM implied volatility 77.7% → 74.5%. The most call open interest sat at 300 (often read as resistance) and the most put open interest at 300 (often read as support).
Straddle close
₹28.75 -8.15%
Information only, not investment advice.
What was the NATURALGAS straddle price on 11 Nov 2026?
The at-the-money straddle opened at ₹31.30 and closed at ₹28.75, with a day range of ₹28.55–₹33.00.
What were the NATURALGAS PCR and max pain on 11 Nov 2026?
PCR 1.07 and max pain 300 at the last snapshot of the day, for the 20 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.