What is Auto ATM Straddle in Options Analytics?

What is Auto ATM Straddle in Options Analytics?

Auto ATM Straddle shows how the At-The-Money (ATM) straddle value changes over time for a selected underlying and expiry.

An ATM straddle is the combined premium of the ATM Call (CE) and ATM Put (PE). This chart automatically tracks the current ATM strike as the price moves, without you having to manually change strikes.

Available on FYERS Web.

What does Auto ATM Straddle show?

This view plots:

  • ATM Straddle value over time
  • Underlying price
  • Optional reference lines, such as VWAP (if enabled)

The ATM strike updates dynamically as the underlying price moves, ensuring the straddle always represents the true ATM level.

How to use Auto ATM Straddle?

You can use this chart to:

  • Track premium expansion or contraction intraday
  • Understand how volatility and time decay are impacting ATM options
  • Compare straddle movement with price and VWAP
  • Identify phases of range-bound vs trending markets

This is an analysis-only view meant for observation and strategy planning.

Steps to access Auto ATM Straddle

On FYERS Web

  1. Go to Options
  2. Select Analytics
  3. Open Auto ATM Straddle
  4. Choose the Expiry, Time period, and Resolution

Can I place orders from this screen?

No. Auto ATM Straddle is a chart-only analytics view. You cannot place orders directly from this screen.

To trade, you must go to:

  • Option Chain, or
  • Other trading-enabled option views

Example

  • If the ATM straddle value is continuously falling while the price remains range-bound, it indicates time decay and volatility compression.
  • If the straddle value starts rising sharply along with price movement, it suggests volatility expansion.

Important notes

  • ATM strike is selected automatically based on the current price
  • Data updates in real time during market hours
  • Past straddle behaviour does not predict future movement
  • Best used along with IV, OI, and price analysis

Last updated: 26 Dec 2025

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