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
- 1Open it and read the table: symbol, ATM strike, straddle ₹, straddle % of spot, DTE and the per-day implied move.
- 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.
