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BAJAJ-AUTO at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| BAJAJ-AUTO | 10503.00 | n/a | 0.66 | 10500 / 11000 | 10500 | 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 1606.72Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 9015.28Cr, 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 14.2% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 85 strikes are listed.
BAJAJ-AUTO — Direction not established
Not enough matched session positioning for a direction
- The dayBAJAJ-AUTO at 10503 · PCR 0.66 full expiry, 0.72 on screen
- The positionsPut wall 10500 (2.19L, +13.0K today) · Call wall 11000 (2.57L, +34.1K today) · 0.36 puts added per call today
- The tradingBusiest 11000 (18.64L traded) · no leg changed both premium and Open Interest over today, against the previous session
Where BAJAJ-AUTO sits against its walls
- Above the call wallSustained trade above 11000 (+497 from spot). Next call Open Interest above: 12000 (1.77L).
- Between the walls · spot is hereSpot between 10500 and 11000, now 1% of the way up. Max pain 10500 (−3 from spot).
- Below the put wallSustained trade below 10500 (−3 from spot). Next put Open Interest below: 10000 (1.98L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Call wall | 11000 | +497 (+4.73%) | 2.57L |
| Move range high | 10960 | +457 (+4.35%) | — |
| Next call wall | 10800 | +297 (+2.83%) | 1.22L |
| Spot | 10503 | — | — |
| Put wall | 10500 | −3 (−0.03%) | 2.19L |
| Max pain | 10500 | −3 (−0.03%) | — |
| Gamma flip | 10062 | −441 (−4.20%) | — |
| Move range low | 10046 | −457 (−4.35%) | — |
| Next put wall | 10000 | −503 (−4.79%) | 1.98L |
The move being priced
The ATM straddle prices a move of about ±457 to expiry, a range of 10046 to 10960, at an ATM implied volatility of 23.9%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:21 pm
- Legs matched41 of 42 (98%) · 21 Call, 20 Put
- Positioning leanNot measured
- BAJAJ-AUTO vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 1 of 42 displayed legs have no matched session reading.
- Premium figures are priced at ATM 10600, which differs from the strike nearest spot, 10500.
- 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, 9500 to 11500 · Full expiry, 85 strikes, 4200 to 16200
BAJAJ-AUTO on the live tools
This article is the read. These pages are the terminal, each opening on BAJAJ-AUTO.