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.
IDFCFIRSTB at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| IDFCFIRSTB | 73.41 | n/a | 0.81 | 70 / 80 | 74 | 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 632.47Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 706.82Cr, 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 13.4% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 65 strikes are listed.
IDFCFIRSTB — Direction not established
Not enough matched session positioning for a direction
- The dayIDFCFIRSTB at 73.41 · PCR 0.81 full expiry, 0.81 on screen
- The positionsPut wall 70 (93.40L, +9.37L today) · Call wall 80 (1.50Cr, +3.34L today) · 0.63 puts added per call today
- The tradingBusiest 75 (1.98Cr traded) · no leg changed both premium and Open Interest over today, against the previous session
Where IDFCFIRSTB sits against its walls
- Above the call wallSustained trade above 80 (+6.59 from spot). Next call Open Interest above: 85 (60.47L).
- Between the walls · spot is hereSpot between 70 and 80, now 34% of the way up. Max pain 74 (+0.59 from spot).
- Below the put wallSustained trade below 70 (−3.41 from spot). Next put Open Interest below: 69 (14.56L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Call wall | 80 | +7 (+8.98%) | 1.50Cr |
| Move range high | 77 | +4 (+4.99%) | — |
| Next call wall | 75 | +2 (+2.17%) | 88.21L |
| Max pain | 74 | +1 (+0.80%) | — |
| Spot | 73 | — | — |
| Next put wall | 72 | −1 (−1.92%) | 79.30L |
| Gamma flip | 70 | −3 (−4.27%) | — |
| Put wall | 70 | −3 (−4.65%) | 93.40L |
| Move range low | 70 | −4 (−4.99%) | — |
The move being priced
The ATM straddle prices a move of about ±4 to expiry, a range of 70 to 77, at an ATM implied volatility of 27.6%. 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%) · 16 Call, 21 Put
- Positioning leanNot measured
- IDFCFIRSTB 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 74, which differs from the strike nearest spot, 73.
- 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, 63 to 83 · Full expiry, 65 strikes, 36 to 118
IDFCFIRSTB on the live tools
This article is the read. These pages are the terminal, each opening on IDFCFIRSTB.