Dhan API — NIFTY Straddle Backtest

Plain Straddle Backtest — Sell ATM CE + Sell ATM PE at 9:20, exit at 15:25 (intrinsic value on expiry day). Entry prices from Dhan rollingoption API. Exit = NSE intrinsic settlement from NIFTY spot at 15:25. No real orders are placed.

Expiry Date

Trade Date

Lots

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Leg	Symbol	Strike	Entry ₹	Exit ₹	P&L/unit	P&L (Lot)

Intraday Straddle P&L (₹) · per-minute · intrinsic model

Select an expiry date and click Run to load historical straddle data