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GRASIM at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| GRASIM | 2904.40 | n/a | 0.95 | 2900 / 3000 | 2900 | 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 254.35Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 188.21Cr, above the Rs 100.00Cr floor; 10 of 11 near-the-money strikes carry real Open Interest and traded volume, at least 7 needed; The top strike holds 18.0% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 96 strikes are listed.
GRASIM — Direction not established
Not enough matched session positioning for a direction
- The dayGRASIM at 2904.4 · PCR 0.95 full expiry, 0.84 on screen
- The positionsPut wall 2900 (1.20L, +48.8K today) · Call wall 3000 (2.90L, +18.0K today) · 0.75 puts added per call today
- The tradingBusiest 2900 (2.94L traded) · no leg changed both premium and Open Interest over today, against the previous session
Where GRASIM sits against its walls
- Above the call wallSustained trade above 3000 (+95.6 from spot). Next call Open Interest above: 3100 (59.8K).
- Between the walls · spot is hereSpot between 2900 and 3000, now 4% of the way up. Max pain 2900 (−4.4 from spot).
- Below the put wallSustained trade below 2900 (−4.4 from spot). Next put Open Interest below: 2700 (2.57L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Move range high | 3025 | +121 (+4.17%) | — |
| Call wall | 3000 | +96 (+3.29%) | 2.90L |
| Next call wall | 2960 | +56 (+1.91%) | 91.8K |
| Spot | 2904 | — | — |
| Put wall | 2900 | −4 (−0.15%) | 1.20L |
| Max pain | 2900 | −4 (−0.15%) | — |
| Gamma flip | 2806 | −98 (−3.38%) | — |
| Next put wall | 2800 | −104 (−3.59%) | 61.8K |
| Move range low | 2783 | −121 (−4.17%) | — |
The move being priced
The ATM straddle prices a move of about ±121 to expiry, a range of 2783 to 3025, at an ATM implied volatility of 23.0%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:22 pm
- Legs matched34 of 42 (81%) · 14 Call, 20 Put
- Positioning leanNot measured
- GRASIM vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 8 of 42 displayed legs have no matched session reading.
- Premium figures are priced at ATM 2920, which differs from the strike nearest spot, 2900.
- 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, 2700 to 3100 · Full expiry, 96 strikes, 1400 to 4520
GRASIM on the live tools
This article is the read. These pages are the terminal, each opening on GRASIM.