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HDFCLIFE at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| HDFCLIFE | 515.55 | n/a | 0.72 | 500 / 540 | 525 | 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 538.47Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 500.02Cr, 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 17.6% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 67 strikes are listed.
HDFCLIFE — Direction not established
Not enough matched session positioning for a direction
- The dayHDFCLIFE at 515.55 · PCR 0.72 full expiry, 0.83 on screen
- The positionsPut wall 500 (21.77L, +1.78L today) · Call wall 540 (24.76L, +93.5K today) · 0.54 puts added per call today
- The tradingBusiest 520 (20.72L traded) · no leg changed both premium and Open Interest over today, against the previous session
Where HDFCLIFE sits against its walls
- Above the call wallSustained trade above 540 (+24.45 from spot). Next call Open Interest above: 550 (7.45L).
- Between the walls · spot is hereSpot between 500 and 540, now 39% of the way up. Max pain 525 (+9.45 from spot).
- Below the put wallSustained trade below 500 (−15.55 from spot). Next put Open Interest below: 490 (2.87L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Call wall | 540 | +24 (+4.74%) | 24.76L |
| Move range high | 540 | +24 (+4.67%) | — |
| Next call wall | 525 | +9 (+1.83%) | 7.81L |
| Max pain | 525 | +9 (+1.83%) | — |
| Spot | 516 | — | — |
| Next put wall | 510 | −6 (−1.08%) | 4.74L |
| Put wall | 500 | −16 (−3.02%) | 21.77L |
| Gamma flip | 500 | −16 (−3.08%) | — |
| Move range low | 491 | −24 (−4.67%) | — |
The move being priced
The ATM straddle prices a move of about ±24 to expiry, a range of 491 to 540, at an ATM implied volatility of 25.8%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:22 pm
- Legs matched37 of 42 (88%) · 17 Call, 20 Put
- Positioning leanNot measured
- HDFCLIFE vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 5 of 42 displayed legs have no matched session reading.
- Premium figures are priced at ATM 520, which differs from the strike nearest spot, 515.
- 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, 465 to 565 · Full expiry, 67 strikes, 280 to 800
HDFCLIFE on the live tools
This article is the read. These pages are the terminal, each opening on HDFCLIFE.