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CANBK at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| CANBK | 117.79 | n/a | 1.06 | 115 / 120 | 120 | 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 571.43Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 447.55Cr, 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 15.9% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 90 strikes are listed.
CANBK — Direction not established
Not enough matched session positioning for a direction
- The dayCANBK at 117.79 · PCR 1.06 full expiry, 0.93 on screen
- The positionsPut wall 115 (59.81L, +2.63L today) · Call wall 120 (1.06Cr, +11.95L today) · 0.85 puts added per call today
- The tradingBusiest 120 (1.12Cr traded) · no leg changed both premium and Open Interest over today, against the previous session
Where CANBK sits against its walls
- Above the call wallSustained trade above 120 (+2.21 from spot). Next call Open Interest above: 125 (62.03L).
- Between the walls · spot is hereSpot between 115 and 120, now 56% of the way up. Max pain 120 (+2.21 from spot).
- Below the put wallSustained trade below 115 (−2.79 from spot). Next put Open Interest below: 110 (51.23L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Next call wall | 125 | +7 (+6.12%) | 62.03L |
| Move range high | 124 | +6 (+5.03%) | — |
| Call wall | 120 | +2 (+1.88%) | 1.06Cr |
| Max pain | 120 | +2 (+1.88%) | — |
| Spot | 118 | — | — |
| Next put wall | 117 | −1 (−0.67%) | 20.72L |
| Gamma flip | 116 | −2 (−1.92%) | — |
| Put wall | 115 | −3 (−2.37%) | 59.81L |
| Move range low | 112 | −6 (−5.03%) | — |
The move being priced
The ATM straddle prices a move of about ±6 to expiry, a range of 112 to 124, at an ATM implied volatility of 27.9%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:21 pm
- Legs matched40 of 42 (95%) · 19 Call, 21 Put
- Positioning leanNot measured
- CANBK vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 2 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, 108 to 128 · Full expiry, 90 strikes, 62 to 178
CANBK on the live tools
This article is the read. These pages are the terminal, each opening on CANBK.