Market is open
The closing auction session is running (3:15 to 3:35 pm); derivatives keep trading until 3:40 pm.
This is the 3:15 pm update; the page is refreshed about every 30 minutes while the market is open.
HINDUNILVR at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| HINDUNILVR | 1811.90 | n/a | 0.72 | 1800 / 1900 | 1800 | 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 1718.55Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 9962.17Cr, 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 14.1% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 60 strikes are listed.
HINDUNILVR — Direction not established
Not enough matched session positioning for a direction
- The dayHINDUNILVR at 1811.9 · PCR 0.72 full expiry, 0.60 on screen
- The positionsPut wall 1800 (9.54L, +1.73L today) · Call wall 1900 (12.52L, +4.29L today) · 0.43 puts added per call today
- The tradingBusiest 1800 (1.23Cr traded) · no leg changed both premium and Open Interest over today, against the previous session
Where HINDUNILVR sits against its walls
- Above the call wallSustained trade above 1900 (+88.1 from spot). Next call Open Interest above: 2000 (18.26L).
- Between the walls · spot is hereSpot between 1800 and 1900, now 12% of the way up. Max pain 1800 (−11.9 from spot).
- Below the put wallSustained trade below 1800 (−11.9 from spot). Next put Open Interest below: 1700 (7.60L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Call wall | 1900 | +88 (+4.86%) | 12.52L |
| Move range high | 1887 | +75 (+4.14%) | — |
| Next call wall | 1840 | +28 (+1.55%) | 5.45L |
| Spot | 1812 | — | — |
| Put wall | 1800 | −12 (−0.66%) | 9.54L |
| Max pain | 1800 | −12 (−0.66%) | — |
| Move range low | 1737 | −75 (−4.14%) | — |
| Gamma flip | 1733 | −79 (−4.35%) | — |
| Next put wall | 1700 | −112 (−6.18%) | 7.60L |
The move being priced
The ATM straddle prices a move of about ±75 to expiry, a range of 1737 to 1887, at an ATM implied volatility of 23.2%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:22 pm
- Legs matched41 of 42 (98%) · 20 Call, 21 Put
- Positioning leanNot measured
- HINDUNILVR vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 1 of 42 displayed legs have no matched session reading.
- Premium figures are priced at ATM 1800, which differs from the strike nearest spot, 1820.
- 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, 1620 to 2020 · Full expiry, 60 strikes, 960 to 2680
HINDUNILVR on the live tools
This article is the read. These pages are the terminal, each opening on HINDUNILVR.