SENSEX straddle on 4 Nov 2026
Final for the day
How the SENSEX at-the-money straddle traded on Wednesday, 4 November 2026.
On Wednesday, 4 November 2026, the SENSEX at-the-money straddle (expiry 5 Nov 2026, 1 day to go) opened at ₹860.55 and closed at ₹627.80 (-27.05%). It ranged from ₹586.10 at 15:01 to ₹860.55 at 09:15, with a volume-weighted average of ₹734.50. The SENSEX index moved from 76,895.98 to 77,301.40 (+0.53%); the ATM strike moved 7 times (76,900 to 77,300). From the option chain: PCR 0.63 at the start and 0.75 at the end, max pain 77,100, ATM implied volatility 23.0% → 19.5%. The most call open interest sat at 78,000 (often read as resistance) and the most put open interest at 76,000 (often read as support).
Straddle close
₹627.80 -27.05%
Information only, not investment advice.
What was the SENSEX straddle price on 4 Nov 2026?
The at-the-money straddle opened at ₹860.55 and closed at ₹627.80, with a day range of ₹586.10–₹860.55.
What were the SENSEX PCR and max pain on 4 Nov 2026?
PCR 0.75 and max pain 77,100 at the last snapshot of the day, for the 5 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.