Straddle Screener

Screen ATM straddle prices and implied moves across the F&O universe.

Section
Analyze
Included in
Pro and above
Language
English and Hinglish, on every screen
EN · English

What this page is

ATM straddle price for the whole F&O universe, ranked by implied move PER DAY — where movement is being sold cheap and where it is rich.

How to use it

  1. 1Open it and read the table: symbol, ATM strike, straddle ₹, straddle % of spot, DTE and the per-day implied move.
  2. 2Sort by per-day move; the rich/cheap tags mark the top and bottom quintile across the universe.

How to read it

  • Straddle % ÷ DTE = how much daily movement the market is charging for. Rich = expensive movement (candidate for sellers), cheap = movement on sale (candidate for buyers).
  • The comparison is cross-sectional (vs other stocks today), not vs the stock's own history — pair it with the IV Screener for that.
  • One-legged straddles (a missing quote) are dropped rather than shown wrong.

💡 Pro tip:Rich per-day move + high IVP in the IV Screener + earnings NOT this week = the cleanest short-premium shortlist you will find for free anywhere.

हिं · Hinglish

Ye page kya hai

Poore F&O universe ka ATM straddle price, PER DAY implied move se ranked — movement kahan sasti bik rahi hai, kahan mehengi.

Kaise use karein

  1. 1Kholo aur table padho: symbol, ATM strike, straddle ₹, straddle % of spot, DTE aur per-day implied move.
  2. 2Per-day move se sort karo; rich/cheap tags universe ke top aur bottom quintile hain.

Kaise padhein

  • Straddle % ÷ DTE = market roz ki kitni movement ka paisa le raha hai. Rich = movement mehengi (sellers ke liye candidate), cheap = movement sasti (buyers ke liye).
  • Comparison cross-sectional hai (aaj ke doosre stocks se), stock ki apni history se nahi — uske liye IV Screener saath dekho.
  • Ek-taang wale straddles (quote missing) galat dikhane ke bajay hata diye jaate hain.

💡 Pro tip:Rich per-day move + IV Screener me high IVP + is hafte earnings NAHI = short-premium ki sabse saaf shortlist, jo free me kahin nahi milti.

Open the live Straddle Screener

The live tool runs on real NSE data and needs an CircleOptionLab account. Everything described above is what it does; signing in is what runs it.

Related tools in Analyze

About CircleOptionLab

CircleOptionLab is an options analytics platform for Indian F&O — Nifty, Bank Nifty and stock options. It is operated by 5 Circles Private Limited, a SEBI-registered Research Analyst (INH000020004). It reads market data; it never places, modifies or cancels an order.

Nothing on this page is a recommendation to buy or sell. Derivatives trading carries a substantial risk of loss and is not suitable for every investor.