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DLF at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| DLF | 669.35 | n/a | 0.70 | 650 / 670 | 670 | 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 446.39Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 430.11Cr, 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 17.9% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 43 strikes are listed.
DLF — Direction not established
Not enough matched session positioning for a direction
- The dayDLF at 669.35 · PCR 0.70 full expiry, 0.68 on screen
- The positionsPut wall 650 (4.57L, +22.8K today) · Call wall 670 (10.49L, +1.03L today) · 0.49 puts added per call today
- The tradingBusiest 670 (11.98L traded) · no leg changed both premium and Open Interest over today, against the previous session
Where DLF sits against its walls
- Above the call wallSustained trade above 670 (+0.65 from spot). Next call Open Interest above: 700 (9.51L).
- Between the walls · spot is hereSpot between 650 and 670, now 97% of the way up. Max pain 670 (+0.65 from spot).
- Below the put wallSustained trade below 650 (−19.35 from spot). Next put Open Interest below: 620 (3.52L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Move range high | 703 | +33 (+4.95%) | — |
| Next call wall | 700 | +31 (+4.58%) | 9.51L |
| Call wall | 670 | +1 (+0.10%) | 10.49L |
| Max pain | 670 | +1 (+0.10%) | — |
| Spot | 669 | — | — |
| Put wall | 650 | −19 (−2.89%) | 4.57L |
| Move range low | 636 | −33 (−4.95%) | — |
| Gamma flip | 628 | −42 (−6.21%) | — |
| Next put wall | 620 | −49 (−7.37%) | 3.52L |
The move being priced
The ATM straddle prices a move of about ±33 to expiry, a range of 636 to 703, at an ATM implied volatility of 27.4%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:22 pm
- Legs matched32 of 42 (76%) · 15 Call, 17 Put
- Positioning leanNot measured
- DLF vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 10 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, 570 to 770 · Full expiry, 43 strikes, 340 to 980
DLF on the live tools
This article is the read. These pages are the terminal, each opening on DLF.