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Index options board

End-of-day data as of 2026-10-09

SeriesExpiryTomorrowTill expiry
NIFTY weekly2026-10-13 (4d)22,340 - 22,70122,266 - 22,775
NIFTY monthly2026-10-27 (18d)22,334 - 22,70721,874 - 23,167
BANKNIFTY monthly2026-10-27 (18d)54,748 - 55,76553,494 - 57,019
SENSEX weekly2026-10-15 (6d)71,878 - 73,06771,277 - 73,668
SENSEX monthly2026-10-29 (20d)71,885 - 73,05970,269 - 74,675

What we did NOT find: any reliable way to predict direction. These are descriptive numbers, not calls.

All the numbers (for experienced traders)
SeriesExpiryDays leftLikely rangeSpot / FutATM IVIV rankExpected movePCRMax painCall wallPut wallGamma flip
NIFTY weekly2026-10-134d22,266 - 22,77522,52012.7%63%±1.13%1.2822,50023,00022,500+0.1%
NIFTY monthly2026-10-2718d21,874 - 23,16722,52013.2%65%±2.87%0.9823,00023,50022,000-0.2%
BANKNIFTY monthly2026-10-2718d53,494 - 57,01955,25714.6%50%±3.19%1.0155,60056,00055,000-0.5%
SENSEX weekly2026-10-156d71,277 - 73,66872,47213.1%60%±1.65%1.6472,50076,00070,000+0.6%
SENSEX monthly2026-10-2920d70,269 - 74,67572,47212.9%54%±3.04%0.9873,00073,00072,000+0.4%

Expected move is what options price in, taken from the ATM straddle. Actual is how far the index really moved by expiry, measured from 5-7 days before. On average the actual move was smaller than expected in every series (about 65% to 87% of it), but individual expiries often went beyond it.

IV rank here means the share of past comparable days (same series, same point in the expiry cycle) with lower ATM IV.

Free view shows the last 60 days. The full history comes with the free 5-day trial.

NIFTY weekly

ATM IV, last 60 days

14.4%8.3%2026-07-162026-10-09

Expected vs actual move, last 12 expiries

2026-07-21: Expected (options) 1.82%, Actual (absolute) 0.56%07-212026-07-28: Expected (options) 1.65%, Actual (absolute) 0.84%07-282026-08-04: Expected (options) 1.54%, Actual (absolute) 2.59%08-042026-08-11: Expected (options) 1.51%, Actual (absolute) 0.58%08-112026-08-18: Expected (options) 1.44%, Actual (absolute) 1.30%08-182026-08-25: Expected (options) 1.35%, Actual (absolute) 0.74%08-252026-09-01: Expected (options) 1.18%, Actual (absolute) 1.15%09-012026-09-08: Expected (options) 1.38%, Actual (absolute) 1.76%09-082026-09-15: Expected (options) 1.32%, Actual (absolute) 2.21%09-152026-09-22: Expected (options) 1.84%, Actual (absolute) 0.91%09-222026-09-29: Expected (options) 1.36%, Actual (absolute) 2.66%09-292026-10-06: Expected (options) 1.68%, Actual (absolute) 0.26%10-062.7%Expected (options)Actual (absolute) (✓ / ✗)

NIFTY monthly

ATM IV, last 60 days

14.7%8.8%2026-07-162026-10-09

Expected vs actual move, last 12 expiries

2025-10-28: Expected (options) 2.91%, Actual (absolute) 5.24%10-282025-11-25: Expected (options) 3.06%, Actual (absolute) 0.20%11-252025-12-30: Expected (options) 3.24%, Actual (absolute) 0.21%12-302026-01-27: Expected (options) 2.51%, Actual (absolute) 2.99%01-272026-02-24: Expected (options) 3.90%, Actual (absolute) 0.99%02-242026-03-30: Expected (options) 3.67%, Actual (absolute) 12.97%03-302026-04-28: Expected (options) 8.28%, Actual (absolute) 7.19%04-282026-05-26: Expected (options) 4.77%, Actual (absolute) 0.34%05-262026-06-30: Expected (options) 4.41%, Actual (absolute) 0.20%06-302026-07-28: Expected (options) 3.65%, Actual (absolute) 0.50%07-282026-08-25: Expected (options) 3.30%, Actual (absolute) 1.45%08-252026-09-29: Expected (options) 2.88%, Actual (absolute) 6.88%09-2913.0%Expected (options)Actual (absolute) (✓ / ✗)

BANKNIFTY monthly

ATM IV, last 60 days

17.0%10.2%2026-07-162026-10-09

Expected vs actual move, last 12 expiries

2025-10-28: Expected (options) 3.04%, Actual (absolute) 6.34%10-282025-11-25: Expected (options) 3.20%, Actual (absolute) 1.04%11-252025-12-30: Expected (options) 3.35%, Actual (absolute) 0.59%12-302026-01-27: Expected (options) 2.73%, Actual (absolute) 0.06%01-272026-02-24: Expected (options) 3.98%, Actual (absolute) 3.06%02-242026-03-30: Expected (options) 3.56%, Actual (absolute) 19.41%03-302026-04-28: Expected (options) 9.22%, Actual (absolute) 9.71%04-282026-05-26: Expected (options) 5.49%, Actual (absolute) 0.56%05-262026-06-30: Expected (options) 5.38%, Actual (absolute) 4.35%06-302026-07-28: Expected (options) 4.21%, Actual (absolute) 1.38%07-282026-08-25: Expected (options) 3.95%, Actual (absolute) 1.33%08-252026-09-29: Expected (options) 3.41%, Actual (absolute) 5.82%09-2919.4%Expected (options)Actual (absolute) (✓ / ✗)

SENSEX weekly

ATM IV, last 60 days

15.7%8.6%2026-07-162026-10-09

Expected vs actual move, last 12 expiries

2026-07-23: Expected (options) 1.76%, Actual (absolute) 1.04%07-232026-07-30: Expected (options) 1.85%, Actual (absolute) 1.99%07-302026-08-06: Expected (options) 1.56%, Actual (absolute) 1.31%08-062026-08-13: Expected (options) 1.68%, Actual (absolute) 1.11%08-132026-08-20: Expected (options) 1.41%, Actual (absolute) 0.70%08-202026-08-27: Expected (options) 1.30%, Actual (absolute) 0.78%08-272026-09-03: Expected (options) 1.40%, Actual (absolute) 1.02%09-032026-09-10: Expected (options) 1.50%, Actual (absolute) 1.66%09-102026-09-17: Expected (options) 1.55%, Actual (absolute) 0.79%09-172026-09-24: Expected (options) 1.64%, Actual (absolute) 0.99%09-242026-10-01: Expected (options) 1.79%, Actual (absolute) 2.30%10-012026-10-08: Expected (options) 1.96%, Actual (absolute) 0.44%10-082.3%Expected (options)Actual (absolute) (✓ / ✗)

SENSEX monthly

ATM IV, last 60 days

14.3%8.6%2026-07-162026-10-09

Expected vs actual move, last 12 expiries

2025-10-30: Expected (options) 3.15%, Actual (absolute) 3.92%10-302025-11-27: Expected (options) 3.07%, Actual (absolute) 1.55%11-272025-12-24: Expected (options) 2.65%, Actual (absolute) 0.36%12-242026-01-29: Expected (options) 2.78%, Actual (absolute) 3.38%01-292026-02-26: Expected (options) 3.52%, Actual (absolute) 0.39%02-262026-03-25: Expected (options) 3.14%, Actual (absolute) 8.86%03-252026-04-30: Expected (options) 7.26%, Actual (absolute) 2.16%04-302026-05-27: Expected (options) 4.75%, Actual (absolute) 1.37%05-272026-06-25: Expected (options) 4.02%, Actual (absolute) 1.61%06-252026-07-30: Expected (options) 3.86%, Actual (absolute) 1.07%07-302026-08-27: Expected (options) 3.16%, Actual (absolute) 1.28%08-272026-09-24: Expected (options) 2.77%, Actual (absolute) 4.46%09-248.9%Expected (options)Actual (absolute) (✓ / ✗)