ATM Straddle Backtest
Powered by Dhan RollingOption API · Last 5 Years
Underlying
Expiry Type
Expiry Code
Interval
Ready — configure and run
0 / 0
Avg Open Straddle
--
CE+PE at open
Avg Close Straddle
--
CE+PE at close
Avg Daily Decay
--
Open minus Close
Avg ATM IV
--
Implied Volatility
Max Straddle
--
Highest premium
Min Straddle
--
Lowest premium
Total Candles
--
Data points fetched
ATM IMPLIED VOLATILITY (IV%)
CANDLE DATA — ATM CE + PE
| Timestamp |
CE O | CE H | CE L | CE C |
PE O | PE H | PE L | PE C |
Straddle | IV% | OI CE | OI PE |