Nifty Straddle
expDate spr ceClose peClose strad %strad
2024-10-03 25500.0 0.25 245.55 245.80 0.96
2024-10-10 25500.0 106.40 260.45 366.85 1.44
2024-10-17 25500.0 196.80 293.20 490.00 1.92
2024-10-24 25500.0 264.10 314.10 578.20 2.27
2024-10-31 25500.0 323.65 347.40 671.05 2.63
2024-11-28 25500.0 576.80 454.90 1031.70 4.05
2024-12-26 25500.0 781.30 524.70 1306.00 5.13
2024-10-03 25450.0 0.30 196.15 196.45 0.77
2024-10-10 25450.0 126.95 231.30 358.25 1.41
2024-10-17 25450.0 221.45 265.40 486.85 1.91
2024-10-24 25450.0 296.90 283.35 580.25 2.28
2024-10-31 25450.0 351.05 325.15 676.20 2.65
2024-11-28 25450.0 613.90 436.45 1050.35 4.12
2024-12-26 25450.0 860.00 0.00 860.00 3.38
2024-10-03 25550.0 0.25 296.70 296.95 1.17
2024-10-10 25550.0 88.40 291.65 380.05 1.49
2024-10-17 25550.0 174.20 318.10 492.30 1.93
2024-10-24 25550.0 241.95 338.45 580.40 2.28
2024-10-31 25550.0 296.25 374.35 670.60 2.63
2024-11-28 25550.0 552.20 478.10 1030.30 4.04
2024-12-26 25550.0 764.75 0.00 764.75 3.00
2024-10-03 25400.0 0.30 145.80 146.10 0.57
2024-10-10 25400.0 150.00 205.00 355.00 1.39
2024-10-17 25400.0 247.85 243.00 490.85 1.93
2024-10-24 25400.0 320.60 266.05 586.65 2.30
2024-10-31 25400.0 379.25 302.85 682.10 2.68
2024-11-28 25400.0 639.35 417.65 1057.00 4.15
2024-12-26 25400.0 839.55 481.10 1320.65 5.18
2024-10-03 25600.0 0.20 346.50 346.70 1.36
2024-10-10 25600.0 72.95 327.20 400.15 1.57
2024-10-17 25600.0 154.40 343.15 497.55 1.95
2024-10-24 25600.0 220.00 363.45 583.45 2.29
2024-10-31 25600.0 272.45 397.50 669.95 2.63
2024-11-28 25600.0 524.05 504.35 1028.40 4.04
2024-12-26 25600.0 722.25 564.90 1287.15 5.05
2025-03-27 25000.0 1611.60 519.80 2131.40 8.37
2025-06-26 25000.0 2090.00 633.25 2723.25 10.69
2025-12-24 25000.0 2990.10 904.85 3894.95 15.29
2025-03-27 26000.0 979.60 841.10 1820.70 7.15
2025-06-26 26000.0 0.00 954.95 954.95 3.75
2025-12-24 26000.0 2437.90 1235.40 3673.30 14.42
2026-12-31 26000.0 0.00 1000.00 1000.00 3.93
2026-12-31 26000.0 0.00 1000.00 1000.00 3.93
2025-03-27 24000.0 2336.75 305.30 2642.05 10.37
2025-06-26 24000.0 2664.70 422.15 3086.85 12.12
2025-12-24 24000.0 3600.25 677.60 4277.85 16.79
2026-12-31 24000.0 0.00 800.00 800.00 3.14
2026-12-31 24000.0 0.00 800.00 800.00 3.14
2025-03-27 27000.0 505.30 1315.25 1820.55 7.15
2025-12-24 27000.0 1879.70 1627.40 3507.10 13.77
2025-03-27 23000.0 3165.75 171.30 3337.05 13.10
2025-06-26 23000.0 0.00 269.65 269.65 1.06
2025-12-24 23000.0 4261.30 441.90 4703.20 18.46
2026-12-31 23000.0 0.00 539.65 539.65 2.12
2025-06-26 29000.0 397.25 0.00 397.25 1.56
2027-12-30 20000.0 0.00 285.05 285.05 1.12
2027-12-30 20000.0 0.00 285.05 285.05 1.12
BankNifty Straddle
expDate spr ceClose peClose strad %strad
0 2024-10-09 52400.0 228.50 574.90 803.40 1.53
1 2024-10-16 52400.0 432.05 659.30 1091.35 2.08
2 2024-10-23 52400.0 610.30 0.00 610.30 1.17
3 2024-10-30 52400.0 786.35 785.35 1571.70 3.00
4 2024-11-06 52400.0 0.00 861.65 861.65 1.64
5 2024-11-27 52400.0 1303.45 961.25 2264.70 4.32
6 2024-10-09 52300.0 268.40 516.55 784.95 1.50
7 2024-10-16 52300.0 478.50 604.25 1082.75 2.07
8 2024-10-23 52300.0 605.55 689.40 1294.95 2.47
9 2024-10-30 52300.0 848.80 737.50 1586.30 3.03
10 2024-11-27 52300.0 1356.25 972.95 2329.20 4.45
11 2024-10-09 52500.0 192.95 639.75 832.70 1.59
12 2024-10-16 52500.0 388.55 714.50 1103.05 2.11
13 2024-10-23 52500.0 573.90 766.05 1339.95 2.56
14 2024-10-30 52500.0 732.10 829.80 1561.90 2.98
15 2024-11-06 52500.0 0.00 713.20 713.20 1.36
16 2024-11-27 52500.0 1244.25 1039.75 2284.00 4.36
17 2024-12-24 52500.0 1651.80 1093.15 2744.95 5.24
18 2025-03-26 52500.0 0.00 1376.40 1376.40 2.63
19 2024-10-09 52200.0 313.40 458.50 771.90 1.47
20 2024-10-16 52200.0 530.05 563.45 1093.50 2.09
21 2024-10-23 52200.0 710.10 656.80 1366.90 2.61
22 2024-10-30 52200.0 898.45 696.65 1595.10 3.04
23 2024-11-06 52200.0 996.10 0.00 996.10 1.90
24 2024-11-27 52200.0 1467.00 913.50 2380.50 4.54
25 2024-12-24 52200.0 2036.00 0.00 2036.00 3.89
26 2024-10-09 52600.0 162.05 708.40 870.45 1.66
27 2024-10-16 52600.0 338.20 765.30 1103.50 2.11
28 2024-10-23 52600.0 517.20 0.00 517.20 0.99
29 2024-10-30 52600.0 680.50 876.10 1556.60 2.97
30 2024-11-27 52600.0 1183.75 897.05 2080.80 3.97
31 2024-12-24 52600.0 0.00 1075.80 1075.80 2.05
32 2024-11-06 52100.0 0.00 860.40 860.40 1.64
33 2024-12-24 52000.0 1936.30 919.05 2855.35 5.45
34 2024-12-24 52900.0 1500.00 0.00 1500.00 2.86
35 2024-11-06 53000.0 695.75 890.00 1585.75 3.03
36 2025-03-26 51000.0 4500.00 864.35 5364.35 10.24
37 2025-03-26 54000.0 2011.75 2050.00 4061.75 7.75
38 2025-03-26 54000.0 2011.75 2050.00 4061.75 7.75
39 2025-03-26 55500.0 1413.15 0.00 1413.15 2.70
40 2025-03-26 55500.0 1413.15 0.00 1413.15 2.70
41 2025-03-26 48000.0 0.00 371.45 371.45 0.71
42 2025-06-25 57000.0 2199.95 0.00 2199.95 4.20