NIFTY
Spot 23,398.10 | Expiry 22 Sep 2026 | Last fetched 19:25:44
Unified Mathematical Decision Engine
CE/PE references → break → candle confirmation → sustain → opposite premium → NIFTY → divergence.
CE / CALL
PE / PUT
Confirmation Matrix
NIFTY
Spot 23,398.10 · Expiry 22 Sep 2026 · Last fetched 19:25:44
NIFTY ATM ±10 Strike Table
10 strikes below ATM + ATM + 10 strikes above ATM. This window is fixed and is independent of the general Strikes selector.
| CALL PREMIUM | STRIKE | PUT PREMIUM | |||||||
|---|---|---|---|---|---|---|---|---|---|
| OI | Δ OI | LTP | Level | ATM Δ | Level | LTP | Δ OI | OI | Premium Bias |
| 230 | 217 | 614.40 | — | -498 | — | 42.50 | 11,169 | 17,788 | Mixed |
| 43 | 39 | 568.75 | — | -448 | — | 48.00 | 3,303 | 5,141 | Mixed |
| 3,115 | 2,429 | 534.90 | — | -398 | — | 53.85 | 22,081 | 43,570 | Mixed |
| 508 | 53 | 481.25 | — | -348 | — | 61.60 | 3,009 | 4,634 | Mixed |
| 3,375 | 2,786 | 443.00 | — | -298 | — | 69.00 | 11,728 | 18,278 | Mixed |
| 532 | 212 | 403.50 | — | -248 | — | 77.55 | 702 | 7,508 | Mixed |
| 6,353 | 4,712 | 357.15 | — | -198 | — | 87.60 | 13,497 | 25,860 | Mixed |
| 1,635 | 1,368 | 329.50 | — | -148 | — | 100.70 | 5,454 | 9,595 | Mixed |
| 11,619 | 9,302 | 279.10 | — | -98 | — | 115.00 | 7,172 | 21,959 | Mixed |
| 3,187 | 2,571 | 256.00 | — | -48 | — | 128.60 | 3,752 | 5,884 | Mixed |
| 31,825 | 15,154 | 223.95 | — | +2 | — | 145.80 | 11,137 | 36,688 | Mixed |
| 14,751 | 4,061 | 194.95 | — | +52 | — | 170.00 | 2,002 | 11,995 | Mixed |
| 42,713 | 9,659 | 166.00 | — | +102 | — | 190.00 | 4,375 | 33,727 | Mixed |
| 5,051 | -743 | 141.10 | — | +152 | — | 208.90 | 814 | 2,886 | Mixed |
| 23,800 | 7,261 | 119.25 | — | +202 | — | 243.90 | -2,065 | 9,167 | Mixed |
| 7,590 | -441 | 99.15 | — | +252 | — | 271.80 | 354 | 1,882 | Mixed |
| 27,313 | 11,833 | 79.85 | — | +302 | — | 303.65 | 270 | 7,970 | Mixed |
| 6,091 | 1,322 | 67.45 | — | +352 | — | 340.95 | 533 | 1,390 | Mixed |
| 33,177 | 5,582 | 55.20 | — | +402 | — | 377.00 | 1,775 | 7,367 | Mixed |
| 8,060 | 3,009 | 44.45 | — | +452 | — | 426.65 | 12 | 394 | Mixed |
| 30,148 | 9,103 | 35.30 | — | +502 | — | 458.00 | -328 | 3,256 | Mixed |
The table always shows up to 21 strikes from the live snapshot, centered on the nearest strike to Spot.
Opening CE + PE premium divided by 2, as defined by the supplied methodology.
Premium strength is treated as probability-based context, not a guaranteed trading signal.
NIFTY 5-Minute CE + PE Premium Table
Every 5 minutes from 09:15 to 15:40 IST. Each row is one strike at one 5-minute time slot. Midpoint = (CE + PE) / 2; Low/High = minimum/maximum observed midpoint in that slot.
| Time | Strike | CE | PE | Mid Point | Low | High | Range | Source |
|---|---|---|---|---|---|---|---|---|
| No 5-minute premium data is available for the selected expiry/date yet. | ||||||||
Iron Condor (Max Pain centered)
Range-bound readPCR near parity (1.06) shows no strong lean either way. Max Pain sits near 23450.00, a level price sometimes gravitates toward into expiry, so this structure sells premium on both sides around it.
Long Strangle
IV looks cheapATM IV of 11.3% is below the 18% marker used here, meaning premium costs less to buy. This structure profits from a large move either way; the main risk is time decay if price stays range-bound.
| Strike | CE LTP | PE LTP | Synthetic (K+CE−PE) | Deviation vs Spot | Richer side |
|---|---|---|---|---|---|
| 23,350 | 256.00 | 128.60 | 23,477.40 | +79.30 | CE |
| 23,400 | 223.95 | 145.80 | 23,478.15 | +80.05 | CE |
| 23,450 | 194.95 | 170.00 | 23,474.95 | +76.85 | CE |
"Synthetic" is the future price implied by that strike's CE/PE pair (strike + CE − PE) — put-call parity says it should sit close to spot. A strike where it drifts meaningfully away flags that side as priced richer than the other implies, not just because one leg is deeper ITM.
Option Buying
momentum & breakout scalpsBuy ATM CE — opposite premium skew
Scalp · BuyingChecking strikes 23,350, 23,400, 23,450: CE-minus-PE at each comes out higher than spot implies (avg deviation 78.73), consistently across at least 2 of the 3 — a bullish tilt in how the two sides are priced against each other, not just raw CE vs PE (which is skewed by intrinsic value anyway). Buying the ATM CE rides that tilt as a scalp.
Option Selling
premium-decay & fade scalpsSell 23350.00 PE — Max Pain drift fade
Scalp · SellingSpot (23,398.10) sits below Max Pain (23,450.00). Writing the OTM PE one strike out of the money leans on the (unreliable, but commonly watched) tendency for price to drift toward Max Pain into expiry — a quick scalp on decay, not a hold to expiry.
Sell 23400.00 CE — opposite premium fade
Scalp · SellingAt strike 23400.00, CE ₹223.95 vs PE ₹145.8 implies a synthetic future of 23478.15 against a spot of 23,398.10 — a deviation of 80.05, the largest across the checked band. That's the CE priced richest relative to its opposite; selling it leans on that gap closing back toward parity.
| Time | Bias | Spot | Strike | Entry | Stop | Targets | Analysis |
|---|---|---|---|---|---|---|---|
| 01:59 | Bullish breakout | 23,398.10 | 23,400 CE | 23,398.10 | 23,398.10 | 23,398.10 / 23,423.10 | Premium sustains above the primary level while spot holds above support; upside toward resistance becomes more likely. |
| 01:59 | Bearish breakdown | 23,398.10 | 23,350 PE | 23,398.10 | 23,398.10 | 23,398.10 / 23,373.10 | Premium rejects the level and spot slips below support; downside continuation becomes more probable. |
| 01:59 | Range / neutral | 23,398.10 | 23,400 CE | 23,398.10 | 23,398.10 | 23,398.10 / 23,398.10 | If structure stays neutral, fade the first push and respect both boundaries until premium confirms a direction. |
Fixed Market Levels
| Level | Value |
|---|---|
| Previous Day High | 23,398.10 |
| Previous Day Low | 23,398.10 |
| Previous Day Close | 23,398.10 |
| Previous Week High | 23,398.10 |
| Previous Week Low | 23,398.10 |
| PD Close-High 50% | 23,398.10 |
| PD Close-Low 50% | 23,398.10 |
Critical Premium Levels
| Setup | Strike | Level | LTP | Read |
|---|---|---|---|---|
| PD High CE breakout | 23,350 CE | 48.10 | 256.00 | CE premium supports upside/reclaim |
| PD Low PE breakdown | 23,400 PE | 1.90 | 145.80 | PE premium supports downside/resistance |
Mathematical Premium Reference Table
Opening CE + Opening PE ÷ 2. The same calculated premium level is monitored on both legs.
| Item | CE | PE | Mathematical Level |
|---|---|---|---|
| Strike | 23,400 | 23,400 | 184.88 |
| Opening Premium | 223.95 | 145.80 | 184.88 |
| Current Premium | 223.95 | 145.80 | Reference |
| Previous Close | 0.00 | 47.30 | Spot 23,398.10 |
Previous-Day Reference Levels
| Reference | Spot | CE | PE |
|---|---|---|---|
| Previous Day High | 23,922.10 | 0.00 | 47.30 |
| Previous Day Low | 23,838.75 | 0.00 | 36.60 |
| Previous Day Close | 23,838.75 | 0.00 | 47.30 |
Spot + Call + Put Alignment
Three-chart relationship from the supplied mathematical methodology.
| Condition | Bearish | Bullish | Meaning |
|---|---|---|---|
| Spot vs previous-day reference | ✓ | — | Spot vs previous-day reference |
| Call premium confirms direction | — | ✓ | Call premium confirms direction |
| Put premium confirms direction | ✓ | — | Put premium confirms direction |
| Call vs mathematical level | — | ✓ | Call vs mathematical level |
| Put vs mathematical level | — | ✓ | Put vs mathematical level |
| Alignment Score | 2/5 | 3/5 | Bullish alignment developing |
Mathematical-Level Breakout Confirmation
A level cross is not treated as a strong breakout until a later candle closes beyond the breakout candle extreme.
| Test | State | Breakout Close | Breakout High | Breakout Low | Confirmation Close |
|---|---|---|---|---|---|
| PE above mathematical level | No breakout | — | — | — | — |
| CE below mathematical level | No breakout | — | — | — | — |
| CE above mathematical level | Breakout not confirmed | 223.95 | 223.95 | 223.95 | — |
| PE below mathematical level | Breakout not confirmed | 145.80 | 145.80 | 145.80 | — |
PCR trend (today, this expiry)
IV skew by strike
OI buildup vs previous snapshot
Long Buildup = price & OI both up · Short Buildup = price down, OI up · Long Unwinding = price & OI both down · Short Covering = price up, OI down.
| Strike | Type | OI Chg | Price Chg | Pattern |
|---|---|---|---|---|
| 22,900 | CE | 0 | 0.00 | Long Unwinding |
| 22,900 | PE | 0 | 0.00 | Long Unwinding |
| 22,950 | CE | 0 | 0.00 | Long Unwinding |
| 22,950 | PE | 0 | 0.00 | Long Unwinding |
| 23,000 | CE | 0 | 0.00 | Long Unwinding |
| 23,000 | PE | 0 | 0.00 | Long Unwinding |
| 23,050 | CE | 0 | 0.00 | Long Unwinding |
| 23,050 | PE | 0 | 0.00 | Long Unwinding |
| 23,100 | CE | 0 | 0.00 | Long Unwinding |
| 23,100 | PE | 0 | 0.00 | Long Unwinding |
| 23,150 | CE | 0 | 0.00 | Long Unwinding |
| 23,150 | PE | 0 | 0.00 | Long Unwinding |
| 23,200 | CE | 0 | 0.00 | Long Unwinding |
| 23,200 | PE | 0 | 0.00 | Long Unwinding |
| 23,250 | CE | 0 | 0.00 | Long Unwinding |
| 23,250 | PE | 0 | 0.00 | Long Unwinding |
| 23,300 | CE | 0 | 0.00 | Long Unwinding |
| 23,300 | PE | 0 | 0.00 | Long Unwinding |
| 23,350 | CE | 0 | 0.00 | Long Unwinding |
| 23,350 | PE | 0 | 0.00 | Long Unwinding |
| 23,400 | CE | 0 | 0.00 | Long Unwinding |
| 23,400 | PE | 0 | 0.00 | Long Unwinding |
| 23,450 | CE | 0 | 0.00 | Long Unwinding |
| 23,450 | PE | 0 | 0.00 | Long Unwinding |
| 23,500 | CE | 0 | 0.00 | Long Unwinding |
| 23,500 | PE | 0 | 0.00 | Long Unwinding |
| 23,550 | CE | 0 | 0.00 | Long Unwinding |
| 23,550 | PE | 0 | 0.00 | Long Unwinding |
| 23,600 | CE | 0 | 0.00 | Long Unwinding |
| 23,600 | PE | 0 | 0.00 | Long Unwinding |
| 23,650 | CE | 0 | 0.00 | Long Unwinding |
| 23,650 | PE | 0 | 0.00 | Long Unwinding |
| 23,700 | CE | 0 | 0.00 | Long Unwinding |
| 23,700 | PE | 0 | 0.00 | Long Unwinding |
| 23,750 | CE | 0 | 0.00 | Long Unwinding |
| 23,750 | PE | 0 | 0.00 | Long Unwinding |
| 23,800 | CE | 0 | 0.00 | Long Unwinding |
| 23,800 | PE | 0 | 0.00 | Long Unwinding |
| 23,850 | CE | 0 | 0.00 | Long Unwinding |
| 23,850 | PE | 0 | 0.00 | Long Unwinding |
| 23,900 | CE | 0 | 0.00 | Long Unwinding |
| 23,900 | PE | 0 | 0.00 | Long Unwinding |
Open Interest by strike (Calls vs Puts)
| OI | Chg OI | Volume | IV | LTP | Strike | LTP | IV | Volume | Chg OI | OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 230 | 217 | 635 | 14.2 | 614.40 | 22,900 | 42.50 | 13.6 | 61,326 | 11,169 | 17,788 |
| 43 | 39 | 241 | 13.7 | 568.75 | 22,950 | 48.00 | 13.4 | 15,978 | 3,303 | 5,141 |
| 3,115 | 2,429 | 8,803 | 14.3 | 534.90 | 23,000 | 53.85 | 13.1 | 122,321 | 22,081 | 43,570 |
| 508 | 53 | 942 | 13.1 | 481.25 | 23,050 | 61.60 | 12.9 | 25,415 | 3,009 | 4,634 |
| 3,375 | 2,786 | 8,192 | 13.1 | 443.00 | 23,100 | 69.00 | 12.6 | 63,748 | 11,728 | 18,278 |
| 532 | 212 | 4,609 | 12.9 | 403.50 | 23,150 | 77.55 | 12.2 | 22,577 | 702 | 7,508 |
| 6,353 | 4,712 | 36,821 | 12.1 | 357.15 | 23,200 | 87.60 | 12.0 | 87,599 | 13,497 | 25,860 |
| 1,635 | 1,368 | 26,936 | 12.5 | 329.50 | 23,250 | 100.70 | 11.8 | 43,264 | 5,454 | 9,595 |
| 11,619 | 9,302 | 86,991 | 11.3 | 279.10 | 23,300 | 115.00 | 11.6 | 112,840 | 7,172 | 21,959 |
| 3,187 | 2,571 | 35,045 | 11.8 | 256.00 | 23,350 | 128.60 | 11.2 | 31,826 | 3,752 | 5,884 |
| 31,825 | 15,154 | 126,005 | 11.6 | 223.95 | 23,400 | 145.80 | 11.0 | 110,292 | 11,137 | 36,688 |
| 14,751 | 4,061 | 46,787 | 11.5 | 194.95 | 23,450 | 170.00 | 11.1 | 25,688 | 2,002 | 11,995 |
| 42,713 | 9,659 | 182,376 | 11.2 | 166.00 | 23,500 | 190.00 | 10.7 | 76,506 | 4,375 | 33,727 |
| 5,051 | -743 | 35,502 | 11.0 | 141.10 | 23,550 | 208.90 | 10.2 | 6,844 | 814 | 2,886 |
| 23,800 | 7,261 | 111,166 | 10.9 | 119.25 | 23,600 | 243.90 | 10.5 | 18,896 | -2,065 | 9,167 |
| 7,590 | -441 | 41,875 | 10.8 | 99.15 | 23,650 | 271.80 | 10.2 | 3,398 | 354 | 1,882 |
| 27,313 | 11,833 | 131,813 | 10.5 | 79.85 | 23,700 | 303.65 | 10.0 | 9,509 | 270 | 7,970 |
| 6,091 | 1,322 | 36,644 | 10.6 | 67.45 | 23,750 | 340.95 | 10.1 | 2,178 | 533 | 1,390 |
| 33,177 | 5,582 | 133,487 | 10.6 | 55.20 | 23,800 | 377.00 | 9.9 | 8,378 | 1,775 | 7,367 |
| 8,060 | 3,009 | 43,095 | 10.5 | 44.45 | 23,850 | 426.65 | 10.7 | 454 | 12 | 394 |
| 30,148 | 9,103 | 122,698 | 10.4 | 35.30 | 23,900 | 458.00 | 9.7 | 3,223 | -328 | 3,256 |
Underlying OHLC — 15-minute candles
Built from stored fetch ticks (Open = first tick in the window, Close = last, High/Low = extremes). Use the "Candle" selector above to change the interval.
| Time | Open | High | Low | Close |
|---|---|---|---|---|
| 14 Sep, 19:15 | 23,398.10 | 23,398.10 | 23,398.10 | 23,398.10 |
| 14 Sep, 17:45 | 23,398.10 | 23,398.10 | 23,398.10 | 23,398.10 |
| 14 Sep, 17:30 | 23,398.10 | 23,398.10 | 23,398.10 | 23,398.10 |
| 07 Sep, 09:30 | 23,838.75 | 23,838.75 | 23,838.75 | 23,838.75 |
| 07 Sep, 09:15 | 23,851.35 | 23,851.35 | 23,851.35 | 23,851.35 |
| 07 Sep, 09:00 | 23,922.10 | 23,922.10 | 23,883.15 | 23,883.15 |
| 01 Sep, 09:30 | 24,061.10 | 24,075.40 | 24,061.10 | 24,075.40 |
| 01 Sep, 09:15 | 24,040.65 | 24,049.85 | 24,038.15 | 24,049.85 |
| 31 Aug, 15:30 | 24,080.40 | 24,080.40 | 24,080.40 | 24,080.40 |
| 31 Aug, 15:15 | 24,050.25 | 24,050.25 | 24,050.25 | 24,050.25 |
| 31 Aug, 15:00 | 24,065.25 | 24,065.25 | 24,059.35 | 24,059.35 |
| 31 Aug, 14:45 | 24,076.50 | 24,076.50 | 24,076.50 | 24,076.50 |
| 31 Aug, 14:30 | 24,035.35 | 24,035.35 | 24,035.35 | 24,035.35 |
| 31 Aug, 14:15 | 24,024.05 | 24,027.65 | 24,024.05 | 24,027.65 |
| 31 Aug, 13:45 | 24,060.90 | 24,060.90 | 24,058.85 | 24,058.85 |
| 31 Aug, 13:30 | 24,069.15 | 24,069.15 | 24,068.00 | 24,068.00 |
| 31 Aug, 11:15 | 24,005.35 | 24,005.35 | 24,005.35 | 24,005.35 |
| 31 Aug, 11:00 | 23,997.20 | 23,997.20 | 23,997.20 | 23,997.20 |
| 31 Aug, 09:45 | 24,033.75 | 24,033.80 | 24,033.75 | 24,033.80 |
| 31 Aug, 09:30 | 24,050.95 | 24,050.95 | 24,043.10 | 24,043.10 |
| 31 Aug, 09:15 | 24,063.60 | 24,063.60 | 24,063.60 | 24,063.60 |
| 31 Aug, 07:45 | 24,175.65 | 24,175.65 | 24,175.65 | 24,175.65 |
| 31 Aug, 07:15 | 24,175.65 | 24,175.65 | 24,175.65 | 24,175.65 |
| 30 Aug, 22:45 | 24,175.65 | 24,175.65 | 24,175.65 | 24,175.65 |
Strike-wise CE/PE History Comparison
Each contract's own premium (last traded price) history — not the underlying spot. PW = previous week, TW = this week (H/L exclude today so far), PD = previous trading day, T = today. Strikes shown match the "Strikes" selector above. ITM/ATM/OTM is relative to spot for that side (CE vs PE).
| Prev Week | This Week | Prev Day | Today | CE | Strike | PE | Today | Prev Day | This Week | Prev Week | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| O | L | H | C | O | L* | H* | L | H | C | O | O | L | H | C | L* | H* | O | O | L | H | C | |||
| 614.40 | 614.40 | 614.40 | 614.40 | — | — | — | 614.40 | 614.40 | 614.40 | — | ITM | 22,900 | OTM | — | 42.50 | 42.50 | 42.50 | — | — | — | 42.50 | 42.50 | 42.50 | 42.50 |
| 568.75 | 568.75 | 568.75 | 568.75 | — | — | — | 568.75 | 568.75 | 568.75 | — | ITM | 22,950 | OTM | — | 48.00 | 48.00 | 48.00 | — | — | — | 48.00 | 48.00 | 48.00 | 48.00 |
| 534.90 | 534.90 | 534.90 | 534.90 | — | — | — | 534.90 | 534.90 | 534.90 | — | ITM | 23,000 | OTM | — | 53.85 | 53.85 | 53.85 | — | — | — | 53.85 | 53.85 | 53.85 | 53.85 |
| 481.25 | 481.25 | 481.25 | 481.25 | — | — | — | 481.25 | 481.25 | 481.25 | — | ITM | 23,050 | OTM | — | 61.60 | 61.60 | 61.60 | — | — | — | 61.60 | 61.60 | 61.60 | 61.60 |
| 443.00 | 443.00 | 443.00 | 443.00 | — | — | — | 443.00 | 443.00 | 443.00 | — | ITM | 23,100 | OTM | — | 69.00 | 69.00 | 69.00 | — | — | — | 69.00 | 69.00 | 69.00 | 69.00 |
| 403.50 | 403.50 | 403.50 | 403.50 | — | — | — | 403.50 | 403.50 | 403.50 | — | ITM | 23,150 | OTM | — | 77.55 | 77.55 | 77.55 | — | — | — | 77.55 | 77.55 | 77.55 | 77.55 |
| 357.15 | 357.15 | 357.15 | 357.15 | — | — | — | 357.15 | 357.15 | 357.15 | — | ITM | 23,200 | OTM | — | 87.60 | 87.60 | 87.60 | — | — | — | 87.60 | 87.60 | 87.60 | 87.60 |
| 329.50 | 329.50 | 329.50 | 329.50 | — | — | — | 329.50 | 329.50 | 329.50 | — | ITM | 23,250 | OTM | — | 100.70 | 100.70 | 100.70 | — | — | — | 100.70 | 100.70 | 100.70 | 100.70 |
| 279.10 | 279.10 | 279.10 | 279.10 | — | — | — | 279.10 | 279.10 | 279.10 | — | ITM | 23,300 | OTM | — | 115.00 | 115.00 | 115.00 | — | — | — | 115.00 | 115.00 | 115.00 | 115.00 |
| 256.00 | 256.00 | 256.00 | 256.00 | — | — | — | 256.00 | 256.00 | 256.00 | — | ITM | 23,350 | OTM | — | 128.60 | 128.60 | 128.60 | — | — | — | 128.60 | 128.60 | 128.60 | 128.60 |
| 223.95 | 223.95 | 223.95 | 223.95 | — | — | — | 223.95 | 223.95 | 223.95 | — | ATM | 23,400 | ATM | — | 145.80 | 145.80 | 145.80 | — | — | — | 145.80 | 145.80 | 145.80 | 145.80 |
| 194.95 | 194.95 | 194.95 | 194.95 | — | — | — | 194.95 | 194.95 | 194.95 | — | OTM | 23,450 | ITM | — | 170.00 | 170.00 | 170.00 | — | — | — | 170.00 | 170.00 | 170.00 | 170.00 |
| 166.00 | 166.00 | 166.00 | 166.00 | — | — | — | 166.00 | 166.00 | 166.00 | — | OTM | 23,500 | ITM | — | 190.00 | 190.00 | 190.00 | — | — | — | 190.00 | 190.00 | 190.00 | 190.00 |
| 141.10 | 141.10 | 141.10 | 141.10 | — | — | — | 141.10 | 141.10 | 141.10 | — | OTM | 23,550 | ITM | — | 208.90 | 208.90 | 208.90 | — | — | — | 208.90 | 208.90 | 208.90 | 208.90 |
| 119.25 | 119.25 | 119.25 | 119.25 | — | — | — | 119.25 | 119.25 | 119.25 | — | OTM | 23,600 | ITM | — | 243.90 | 243.90 | 243.90 | — | — | — | 243.90 | 243.90 | 243.90 | 243.90 |
| 99.15 | 99.15 | 99.15 | 99.15 | — | — | — | 99.15 | 99.15 | 99.15 | — | OTM | 23,650 | ITM | — | 271.80 | 271.80 | 271.80 | — | — | — | 271.80 | 271.80 | 271.80 | 271.80 |
| 79.85 | 79.85 | 79.85 | 79.85 | — | — | — | 79.85 | 79.85 | 79.85 | — | OTM | 23,700 | ITM | — | 303.65 | 303.65 | 303.65 | — | — | — | 303.65 | 303.65 | 303.65 | 303.65 |
| 67.45 | 67.45 | 67.45 | 67.45 | — | — | — | 67.45 | 67.45 | 67.45 | — | OTM | 23,750 | ITM | — | 340.95 | 340.95 | 340.95 | — | — | — | 340.95 | 340.95 | 340.95 | 340.95 |
| 55.20 | 55.20 | 55.20 | 55.20 | — | — | — | 55.20 | 55.20 | 55.20 | — | OTM | 23,800 | ITM | — | 377.00 | 377.00 | 377.00 | — | — | — | 377.00 | 377.00 | 377.00 | 377.00 |
| 44.45 | 44.45 | 44.45 | 44.45 | — | — | — | 44.45 | 44.45 | 44.45 | — | OTM | 23,850 | ITM | — | 426.65 | 426.65 | 426.65 | — | — | — | 426.65 | 426.65 | 426.65 | 426.65 |
| 35.30 | 35.30 | 35.30 | 35.30 | — | — | — | 35.30 | 35.30 | 35.30 | — | OTM | 23,900 | ITM | — | 458.00 | 458.00 | 458.00 | — | — | — | 458.00 | 458.00 | 458.00 | 458.00 |
* "This Week L/H" cover Monday through the end of the previous trading day only — today's own range isn't folded in, so it reads as "the week's range coming into today."
One table per instrument: the underlying value's own OHLC alongside its nearest-ATM strike's CE/PE premium OHLC, over the same four windows. "Present Week"/"Present Day" have no Close yet since those periods haven't finished — only Open/High/Low (so far).
NIFTY
ATM 23,400 · exp 22 Sep 2026| Period | Underlying | ATM CE | ATM PE | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| O | H | L | C | O | H | L | C | O | H | L | C | |
| Previous Week | 23,398.10 | 23,398.10 | 23,398.10 | 23,398.10 | 223.95 | 223.95 | 223.95 | 223.95 | 145.80 | 145.80 | 145.80 | 145.80 |
| Previous Day | 23,398.10 | 23,398.10 | 23,398.10 | 23,398.10 | 223.95 | 223.95 | 223.95 | 223.95 | 145.80 | 145.80 | 145.80 | 145.80 |
| Present Week (till now) | — | — | — | — | — | — | — | — | — | — | — | — |
| Present Day (till now) | — | — | — | — | — | — | — | — | — | — | — | — |
