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ICICIGI at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| ICICIGI | 1579.10 | n/a | 0.68 | 1560 / 1620 | 1600 | 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 159.97Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 100.08Cr, 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 24.2% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 49 strikes are listed.
ICICIGI — Direction not established
Not enough matched session positioning for a direction
- The dayICICIGI at 1579.1 · PCR 0.68 full expiry, 0.77 on screen
- The positionsPut wall 1560 (50.7K, +40.0K today) · Call wall 1620 (2.86L, +975 today) · 1.17 puts added per call today
- The tradingBusiest 1600 (3.45L traded) · no leg changed both premium and Open Interest over today, against the previous session
Where ICICIGI sits against its walls
- Above the call wallSustained trade above 1620 (+40.9 from spot). Next call Open Interest above: 1700 (87.1K).
- Between the walls · spot is hereSpot between 1560 and 1620, now 32% of the way up. Max pain 1600 (+20.9 from spot).
- Below the put wallSustained trade below 1560 (−19.1 from spot). Next put Open Interest below: 1500 (49.7K).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Move range high | 1652 | +73 (+4.60%) | — |
| Call wall | 1620 | +41 (+2.59%) | 2.86L |
| Next call wall | 1600 | +21 (+1.32%) | 1.92L |
| Max pain | 1600 | +21 (+1.32%) | — |
| Spot | 1579 | — | — |
| Put wall | 1560 | −19 (−1.21%) | 50.7K |
| Gamma flip | 1507 | −72 (−4.54%) | — |
| Move range low | 1506 | −73 (−4.60%) | — |
| Next put wall | 1500 | −79 (−5.01%) | 49.7K |
The move being priced
The ATM straddle prices a move of about ±73 to expiry, a range of 1506 to 1652, at an ATM implied volatility of 25.5%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:22 pm
- Legs matched32 of 42 (76%) · 14 Call, 18 Put
- Positioning leanNot measured
- ICICIGI vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 10 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, 1360 to 1780 · Full expiry, 49 strikes, 960 to 2320
ICICIGI on the live tools
This article is the read. These pages are the terminal, each opening on ICICIGI.