How to get ctrl+N same behaviour as down arrow.

[ChillarAnand]

With down arrow I am able to cycle through all the options.

With ctrl+n, on first press, it goes to first selection. When I press again, auto complete stops instead of going to second option.

[alexwforsythe]

Check what "^N" is bound to in your main and menuselect keymaps:

bindkey -M main -L | grep '"^N"'
bindkey -M menuselect -L | grep '"^N"'

It's probably bound to menu-select in main, which enters the completion menu. Once your cursor is in the menu, the menuselect keymap takes over. In menuselect, the menu-complete widget cycles the cursor to the next item.

These bindings should make ctrl+n and ctrl+p enter the completion menu and cycle to the next and previous item:

bindkey '^n' menu-select
bindkey "^p" menu-select
bindkey -M menuselect '^n' menu-complete
bindkey -M menuselect '^p' reverse-menu-complete