VMM 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.
VMM straddle premium
The straddle combines the call and put at the selected VMM 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.
About the VMM Straddle Chart
Combined premium = call LTP + put LTP for the selected strike and expiry. Check both legs in the strike chain and read the premium, VWAP and underlying-price axes separately.
A selected-strike premium series is different from a rolling ATM series and from position P&L. Last traded prices can be stale; modeled or observed premium changes exclude execution costs.
VMM ATM straddle snapshot
Latest captured VMM straddle for the 23 Nov 2026 expiry, as of 04 Nov 2026, 15:40 IST: with the underlying at 90.84, the 91 call plus put cost 5.36 combined, about 5.90% of spot. Selling or buying that straddle breaks even near 85.64 and 96.36 at expiry.
- Underlying
- 90.84
- ATM strike
- 91
- ATM straddle
- 5.36
- Priced-in move
- 5.90% of spot
- Lower breakeven
- 85.64
- Upper breakeven
- 96.36
- ATM IV
- 32.37%
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.