SENSEX straddle on 11 Nov 2026
Final for the day
How the SENSEX at-the-money straddle traded on Wednesday, 11 November 2026.
On Wednesday, 11 November 2026, the SENSEX at-the-money straddle (expiry 12 Nov 2026, 1 day to go) opened at ₹956.45 and closed at ₹889.30 (-7.02%). It ranged from ₹784.15 at 15:24 to ₹960.20 at 09:25, with a volume-weighted average of ₹879.10. The SENSEX index moved from 82,045.58 to 81,879.40 (-0.20%); the ATM strike moved 11 times (82,000 to 81,900). From the option chain: PCR 0.30 at the start and 0.60 at the end, max pain 81,800, ATM implied volatility 25.0% → 25.7%. The most call open interest sat at 83,000 (often read as resistance) and the most put open interest at 80,500 (often read as support).
Straddle close
₹889.30 -7.02%
Information only, not investment advice.
What was the SENSEX straddle price on 11 Nov 2026?
The at-the-money straddle opened at ₹956.45 and closed at ₹889.30, with a day range of ₹784.15–₹960.20.
What were the SENSEX PCR and max pain on 11 Nov 2026?
PCR 0.60 and max pain 81,800 at the last snapshot of the day, for the 12 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.