Live straddle chart for NIFTY, BANKNIFTY and MCX underlyings
The Straddle Chart follows the combined call and put premium at the same strike and expiry. It helps compare changes in the cost of a straddle with movement in the underlying and the remaining time to expiry.
Check whether the chart uses a fixed strike or rolling at-the-money selection before comparing periods: a strike change can create a jump unrelated to profit on a fixed position. Historical comparisons should match expiry distance and time of day. Combined premiums are not a guaranteed movement forecast or an executable two-leg quote.
Related JustTicks tools: Multi-Straddle Price, Strangle Price, Premium Decay
Straddle chart
ATM straddle premium, synthetic future and strike chain across NSE and MCX options
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About the Straddle Chart
A straddle chart plots the combined price of the at-the-money call and put at the same strike and expiry. That combined premium is what options are charging for movement until expiry, so the line shows how time decay and implied volatility are shifting it through the session.
Beside the premium line the workspace shows the session VWAP, the synthetic future (strike plus call minus put), the day's open, high and low of the straddle, and a strike chain around the money with call, put and straddle prices. Up to four charts can be laid out side by side, and any session in the archive can be replayed.
What this page shows
- ATM straddle price (call + put) with session VWAP
- Synthetic future and straddle move versus the open
- Strike chain around the money with call, put and straddle prices
- Live, historical and backtest modes with a replay slider
New to straddle charts? Read Straddle chart explained.
Frequently asked questions
What is a straddle chart?
A straddle chart plots the combined price of an at-the-money call and put at the same strike and expiry over time. It shows what options are charging for movement and how decay and volatility change that price during a session.
How do you calculate the expected move from the straddle?
The ATM straddle price approximates the market-implied expected absolute move to expiry, about 0.8 × spot × implied volatility × the square root of time. It is an estimate, not a forecast.
What is the difference between a straddle and a rolling straddle chart?
A fixed straddle keeps one strike. A rolling straddle re-centres on the at-the-money strike as spot moves, which is the better view for intraday decay. Both are available: see the rolling ATM straddle chart.
Which instruments have straddle charts?
NSE indices (NIFTY, BANKNIFTY, FINNIFTY, MIDCPNIFTY, SENSEX, BANKEX), MCX commodities such as crude oil, natural gas, gold and silver, and F&O stocks.
Is the straddle price an executable quote?
No. It is built from last traded prices, which can differ from the bid and ask you would face, and it excludes brokerage, taxes and slippage.
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.