AMIP · OPTIONS INTELLIGENCE

NIFTY BEP LADDER

Pair-Mean premium structure · FRONT EXPIRY
PREVIOUS-SESSION CLOSE
NSE OPTION CHAIN · COMPLETED SESSION
ROUND-100 LADDER
BASE STRIKE
24,400
EXPIRY
04 AUG 2026
DATA SESSION
31 JUL 2026
EVIDENCE BASIS
PREVIOUS-SESSION CLOSE
BANDSTRIKECE LTPPE LTPPAIR BEP
+5 24,900 1.65 534.60 268.15
+4 24,800 2.65 430.35 216.50
+3 24,700 5.00 332.50 168.75
+2 24,600 11.90 243.55 127.75
+1 24,500 31.15 162.05 96.60
BASE 24,400 68.30 98.95 83.65
-1 24,300 124.45 56.00 90.25
-2 24,200 201.00 30.80 115.90
-3 24,100 284.10 17.80 150.95
-4 24,000 382.00 11.55 196.80
-5 23,900 475.05 8.10 241.60
LADDER INTERVAL
100 POINTS
COVERAGE
23,900–24,900
VERIFIED ENTRIES
11/11
Pair BEP = (CE LTP + PE LTP) ÷ 2. Displayed Pair BEP uses canonical option-tick rounding. Five round-100 strikes are shown above and below the frozen round-100 base strike.
FRONT EXPIRY: Verified completed-session NSE option-chain reference.
Evidence timestamp: 31 JUL 2026 · 15:30 UTC+05:30
Data session: 31 JUL 2026 · Source: NSE OPTION CHAIN · COMPLETED SESSION