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GMRAIRPORT at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| GMRAIRPORT | 89.68 | n/a | 1.04 | 85 / 90 | 90 | 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 256.65Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 240.14Cr, 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 22.4% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 65 strikes are listed.
GMRAIRPORT — Direction not established
Not enough matched session positioning for a direction
- The dayGMRAIRPORT at 89.68 · PCR 1.04 full expiry, 1.05 on screen
- The positionsPut wall 85 (20.02L, +76.7K today) · Call wall 90 (61.17L, +23.02L today) · 0.01 puts added per call today
- The tradingBusiest 90 (84.89L traded) · no leg changed both premium and Open Interest over today, against the previous session
Where GMRAIRPORT sits against its walls
- Above the call wallSustained trade above 90 (+0.32 from spot). Next call Open Interest above: 100 (30.97L).
- Between the walls · spot is hereSpot between 85 and 90, now 94% of the way up. Max pain 90 (+0.32 from spot).
- Below the put wallSustained trade below 85 (−4.68 from spot). Next put Open Interest below: 80 (13.81L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Next call wall | 95 | +5 (+5.93%) | 20.30L |
| Move range high | 95 | +5 (+5.53%) | — |
| Call wall | 90 | +0 (+0.36%) | 61.17L |
| Max pain | 90 | +0 (+0.36%) | — |
| Spot | 90 | — | — |
| Gamma flip | 89 | −0 (−0.24%) | — |
| Next put wall | 88 | −2 (−1.87%) | 12.62L |
| Put wall | 85 | −5 (−5.22%) | 20.02L |
| Move range low | 85 | −5 (−5.53%) | — |
The move being priced
The ATM straddle prices a move of about ±5 to expiry, a range of 85 to 95, at an ATM implied volatility of 30.5%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:22 pm
- Legs matched38 of 42 (90%) · 17 Call, 21 Put
- Positioning leanNot measured
- GMRAIRPORT 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, 80 to 100 · Full expiry, 65 strikes, 44 to 138
GMRAIRPORT on the live tools
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