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AUBANK at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| AUBANK | 882.10 | n/a | 0.73 | 860 / 900 | 890 | 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 562.16Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 1462.48Cr, above the Rs 100.00Cr floor; 11 of 11 near-the-money strikes carry real Open Interest and traded volume, at least 7 needed; The top strike holds 13.9% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 87 strikes are listed.
AUBANK — Direction not established
Not enough matched session positioning for a direction
- The dayAUBANK at 882.1 · PCR 0.73 full expiry, 0.86 on screen
- The positionsPut wall 860 (5.70L, −19.0K today) · Call wall 900 (7.47L, −5.45L today) · today puts built most at 890 (+1.87L), calls built most at 980 (+1.02L)
- The tradingBusiest 900 (35.84L traded) · no leg changed both premium and Open Interest over today, against the previous session
Where AUBANK sits against its walls
- Above the call wallSustained trade above 900 (+17.9 from spot). Next call Open Interest above: 1000 (12.87L).
- Between the walls · spot is hereSpot between 860 and 900, now 55% of the way up. Max pain 890 (+7.9 from spot).
- Below the put wallSustained trade below 860 (−22.1 from spot). Next put Open Interest below: 850 (4.42L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Next call wall | 950 | +68 (+7.70%) | 5.32L |
| Move range high | 926 | +44 (+4.98%) | — |
| Call wall | 900 | +18 (+2.03%) | 7.47L |
| Max pain | 890 | +8 (+0.90%) | — |
| Spot | 882 | — | — |
| Next put wall | 880 | −2 (−0.24%) | 5.49L |
| Put wall | 860 | −22 (−2.51%) | 5.70L |
| Gamma flip | 850 | −32 (−3.66%) | — |
| Move range low | 838 | −44 (−4.98%) | — |
The move being priced
The ATM straddle prices a move of about ±44 to expiry, a range of 838 to 926, at an ATM implied volatility of 27.6%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:21 pm
- Legs matched38 of 42 (90%) · 17 Call, 21 Put
- Positioning leanNot measured
- AUBANK vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 4 of 42 displayed legs have no matched session reading.
- 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, 780 to 980 · Full expiry, 87 strikes, 380 to 1500
AUBANK on the live tools
This article is the read. These pages are the terminal, each opening on AUBANK.