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ICICIBANK at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| ICICIBANK | 1379.00 | n/a | 0.83 | 1320 / 1400 | 1400 | 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 2416.05Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 4781.03Cr, 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 23.8% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 84 strikes are listed.
ICICIBANK — Direction not established
Not enough matched session positioning for a direction
- The dayICICIBANK at 1379 · PCR 0.83 full expiry, 0.87 on screen
- The positionsPut wall 1320 (10.19L, +30.8K today) · Call wall 1400 (39.33L, +6.34L today) · 0.62 puts added per call today
- The tradingBusiest 1400 (77.74L traded) · no leg changed both premium and Open Interest over today, against the previous session
Where ICICIBANK sits against its walls
- Above the call wallSustained trade above 1400 (+21 from spot). Next call Open Interest above: 1450 (15.84L).
- Between the walls · spot is hereSpot between 1320 and 1400, now 74% of the way up. Max pain 1400 (+21 from spot).
- Below the put wallSustained trade below 1320 (−59 from spot). Next put Open Interest below: 1300 (6.56L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Move range high | 1424 | +45 (+3.28%) | — |
| Call wall | 1400 | +21 (+1.52%) | 39.33L |
| Max pain | 1400 | +21 (+1.52%) | — |
| Next call wall | 1380 | +1 (+0.07%) | 17.44L |
| Spot | 1379 | — | — |
| Next put wall | 1370 | −9 (−0.65%) | 6.22L |
| Gamma flip | 1349 | −30 (−2.17%) | — |
| Move range low | 1334 | −45 (−3.28%) | — |
| Put wall | 1320 | −59 (−4.28%) | 10.19L |
The move being priced
The ATM straddle prices a move of about ±45 to expiry, a range of 1334 to 1424, at an ATM implied volatility of 18.1%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:22 pm
- Legs matched42 of 42 (100%) · 21 Call, 21 Put
- Positioning leanNot measured
- ICICIBANK vs previous closeNo previous close
- ResultDirection not established
- 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, 1280 to 1480 · Full expiry, 84 strikes, 720 to 2000
ICICIBANK on the live tools
This article is the read. These pages are the terminal, each opening on ICICIBANK.