NIFTY straddle on 11 Nov 2026
Final for the day
How the NIFTY at-the-money straddle traded on Wednesday, 11 November 2026.
On Wednesday, 11 November 2026, the NIFTY at-the-money straddle (expiry 17 Nov 2026, 6 days to go) opened at ₹473.45 and closed at ₹458.90 (-3.07%). It ranged from ₹445.70 at 15:26 to ₹481.35 at 13:31, with a volume-weighted average of ₹468.07. The NIFTY index moved from 25,286.80 to 25,255.05 (-0.13%); the ATM strike moved 6 times (25,300 to 25,250). From the option chain: PCR 0.43 at the start and 0.62 at the end, max pain 25,200, ATM implied volatility 18.0% → 17.7%. The most call open interest sat at 26,000 (often read as resistance) and the most put open interest at 24,500 (often read as support).
Straddle close
₹458.90 -3.07%
Information only, not investment advice.
What was the NIFTY straddle price on 11 Nov 2026?
The at-the-money straddle opened at ₹473.45 and closed at ₹458.90, with a day range of ₹445.70–₹481.35.
What were the NIFTY PCR and max pain on 11 Nov 2026?
PCR 0.62 and max pain 25,200 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.