Straddle chart
ATM straddle premium, synthetic future and strike chain across NSE and MCX options
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Nifty ATM straddle snapshot
Latest captured Nifty straddle for the 09 Nov 2026 expiry, as of 06 Nov 2026, 15:40 IST: with the underlying at 25,030.35, the 25,050 call plus put cost 362.50 combined, about 1.45% of spot. Selling or buying that straddle breaks even near 24,687.50 and 25,412.50 at expiry.
- Underlying
- 25,030.35
- ATM strike
- 25,050
- ATM straddle
- 362.50
- Priced-in move
- 1.45% of spot
- Lower breakeven
- 24,687.50
- Upper breakeven
- 25,412.50
- ATM IV
- 19.92%
The straddle premium is the market-implied move to expiry under captured prices, not a forecast; the priced-in move equals premium divided by spot. Open the chart above for the live premium, VWAP and replay.