Market is open
The closing auction session is running (3:15 to 3:35 pm); derivatives keep trading until 3:40 pm.
This is the 3:15 pm update; the page is refreshed about every 30 minutes while the market is open.
AMBER at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| AMBER | 6221.00 | n/a | 0.71 | 6000 / 6500 | 6000 | Direction not established |
Comparison window: session. PCR is full-expiry Open Interest, puts ÷ calls. The walls are the largest put Open Interest at or below spot and the largest call Open Interest at or above it.
Why this stock has the detailed view: Decided from the latest snapshot alone (no ledger of at least 3 sessions yet); Open interest within 5 strikes of the money is Rs 237.14Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 372.89Cr, above the Rs 100.00Cr floor; 10 of 11 near-the-money strikes carry real Open Interest and traded volume, at least 7 needed; The top strike holds 30.7% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 51 strikes are listed.
AMBER — Direction not established
Not enough matched session positioning for a direction
- The dayAMBER at 6221 · PCR 0.71 full expiry, 0.67 on screen
- The positionsPut wall 6000 (45.6K, +12.7K today) · Call wall 6500 (49.2K, +1.8K today) · 1.86 puts added per call today
- The tradingBusiest 6200 (2.04L traded) · no leg changed both premium and Open Interest over today, against the previous session
Where AMBER sits against its walls
- Above the call wallSustained trade above 6500 (+279 from spot). Next call Open Interest above: 7000 (32.3K).
- Between the walls · spot is hereSpot between 6000 and 6500, now 44% of the way up. Max pain 6000 (−221 from spot).
- Below the put wallSustained trade below 6000 (−221 from spot). Next put Open Interest below: 5500 (19.0K).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Move range high | 6632 | +411 (+6.61%) | — |
| Call wall | 6500 | +279 (+4.48%) | 49.2K |
| Next call wall | 6300 | +79 (+1.27%) | 13.6K |
| Spot | 6221 | — | — |
| Next put wall | 6200 | −21 (−0.34%) | 38.0K |
| Put wall | 6000 | −221 (−3.55%) | 45.6K |
| Max pain | 6000 | −221 (−3.55%) | — |
| Move range low | 5810 | −411 (−6.61%) | — |
| Gamma flip | 5296 | −925 (−14.87%) | — |
The move being priced
The ATM straddle prices a move of about ±411 to expiry, a range of 5810 to 6632, at an ATM implied volatility of 36.6%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:21 pm
- Legs matched31 of 42 (74%) · 13 Call, 18 Put
- Positioning leanNot measured
- AMBER vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 11 of 42 displayed legs have no matched session reading.
- Premium figures are priced at ATM 6300, which differs from the strike nearest spot, 6200.
- The previous close for the immediately preceding session is not available, so the day change is left unknown rather than measured against an older date.
Expiry 2026-11-23 · 21 displayed strikes, 5200 to 7200 · Full expiry, 51 strikes, 3000 to 10000
AMBER on the live tools
This article is the read. These pages are the terminal, each opening on AMBER.