Rolling ATM straddle premium
The Rolling ATM Straddle chart combines call and put premiums at the strike nearest spot for every snapshot and plots them with VWAP, spot and futures references.
It is a rolling price series, not the P&L of a fixed straddle. Last traded prices may differ from executable quotes.
Related JustTicks tools: Straddle Price, Straddle Premium, Multi Strike Straddle
NIFTY rolling straddle chart
Follow the at-the-money premium as the strike moves with spot.
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How to read this chart
Three things to check before you trade off the numbers.
How the strike rolls
Each point combines the call and put premiums at the strike nearest spot. When spot moves, the selected ATM strike can change. This is a rolling price series, not the P&L of a fixed straddle position.
Premium and reference lines
Read straddle premium and its VWAP on the left axis. Spot, futures and futures VWAP use the right axis. Select a legend label to show or hide that line.
Replay and history
Choose a session ending date and a one-, three- or seven-session window. Use play, pause or the timeline to inspect earlier snapshots. Session history shows all available rows; replay history follows the selected time.
About the NIFTY Rolling ATM Straddle Chart
The NIFTY rolling straddle chart follows the current at-the-money strike on the Nifty 50 index. As spot moves, the chart re-centres on the new ATM call and put, so the line is the price of at-the-money movement through the whole session instead of the fate of one fixed strike.
The page adds the session VWAP, the futures price and futures VWAP, spot on a second axis, and metrics for the ATM strike, call and put premium, premium as a percentage of spot, premium range and volume PCR. Choose 1, 3 or 7 sessions, replay the session, and open the history tables to inspect every snapshot and a strike-by-strike lens with VWAP streaks.
What this page shows
- ATM straddle premium that rolls with the at-the-money strike
- Session VWAP, futures price and futures VWAP overlays
- Premium as a percentage of spot, premium range and volume PCR
- Session history, replay history and strike-by-strike premium tables
Learn how to read the chart in the Rolling straddle and VWAP guide.
Frequently asked questions
What is a rolling ATM straddle chart?
It plots the combined price of the at-the-money call and put and re-selects the ATM strike as spot moves, so every point is the straddle that was at the money at that moment.
How is a rolling straddle different from a fixed-strike straddle?
A fixed-strike chart carries directional exposure once spot drifts away from the strike. A rolling chart behaves more like a pure measure of decay and volatility, with small steps when the strike changes.
How do I use VWAP on the rolling straddle?
VWAP is the volume-weighted average of the premium over the session. Premium persistently below it indicates decay is dominating; premium above it indicates the options are being bid.
Why does the straddle premium fall during the day?
Time decay removes premium from both legs, most quickly for at-the-money options near expiry. If spot stays near the strike and implied volatility does not rise, the line trends down.
Can I compare several sessions?
Yes. Choose 1, 3 or 7 sessions to see the premium across consecutive days, and replay any session to step through the snapshots.
Premiums are built from last traded prices, which can differ from executable quotes, and exclude brokerage, taxes and slippage. The page describes market data and is not investment advice.