NIFTY straddle on 5 Nov 2026
Final for the day
How the NIFTY at-the-money straddle traded on Thursday, 5 November 2026.
On Thursday, 5 November 2026, the NIFTY at-the-money straddle (expiry 9 Nov 2026, 4 days to go) opened at ₹313.65 and closed at ₹326.70 (+4.16%). It ranged from ₹273.25 at 13:00 to ₹327.70 at 13:48, with a volume-weighted average of ₹297.48. The NIFTY index moved from 24,339.50 to 24,536.60 (+0.81%); the ATM strike moved 6 times (24,350 to 24,550). From the option chain: PCR 0.37 at the start and 0.74 at the end, max pain 24,400, ATM implied volatility 14.9% → 15.9%. The most call open interest sat at 25,000 (often read as resistance) and the most put open interest at 24,000 (often read as support).
Straddle close
₹326.70 +4.16%
Information only, not investment advice.
What was the NIFTY straddle price on 5 Nov 2026?
The at-the-money straddle opened at ₹313.65 and closed at ₹326.70, with a day range of ₹273.25–₹327.70.
What were the NIFTY PCR and max pain on 5 Nov 2026?
PCR 0.74 and max pain 24,400 at the last snapshot of the day, for the 9 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.