KAYNES straddle chart
Compare straddle premium, call and put legs and the underlying for your expiry and strike.
How to read this chart
Three things to check before you trade off the numbers.
KAYNES straddle premium
The straddle combines the call and put at the selected KAYNES strike. Use Auto strike to follow the at-the-money strike, or turn it off to inspect a fixed strike.
VWAP, spot and synthetic future
Compare the premium with its VWAP and the underlying. The synthetic future is strike + call − put; a gap to the traded future shows carry and skew.
Live, historical and replay
Live follows the current session. Turn Live off to pick any archived session, then replay it snapshot by snapshot to study how the premium decayed or repriced.
KAYNES ATM straddle snapshot
Latest captured KAYNES straddle for the 23 Nov 2026 expiry, as of 04 Nov 2026, 15:40 IST: with the underlying at 3,330.00, the 3,350 call plus put cost 316.60 combined, about 9.51% of spot. Selling or buying that straddle breaks even near 3,033.40 and 3,666.60 at expiry.
- Underlying
- 3,330.00
- ATM strike
- 3,350
- ATM straddle
- 316.60
- Priced-in move
- 9.51% of spot
- Lower breakeven
- 3,033.40
- Upper breakeven
- 3,666.60
- ATM IV
- 52.02%
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.