INDIANB Analysis · Active

INDIANB Options — Where Positioning Sits Today

INDIANB, read from the same option-chain engine as the live chain — data as of 3:22 pm IST. Every figure is measured from the saved chain; where a reading cannot be formed, the page says so instead of guessing.

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Update 3:15 pm · data as of 3:22 pm IST · Analysis only · Sahi does not provide investment advice

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INDIANB at a glance

StockSpotDay changePCRPut / call wallMax painVerdict
INDIANB835.95n/a1.09800 / 850850Direction 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 275.78Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 161.34Cr, 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 21.1% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 55 strikes are listed.

INDIANB — Direction not established

Not enough matched session positioning for a direction

  • The dayINDIANB at 835.95 · PCR 1.09 full expiry, 1.09 on screen
  • The positionsPut wall 800 (3.17L, +52.0K today) · Call wall 850 (4.52L, +3.0K today) · 0.50 puts added per call today
  • The tradingBusiest 830 (5.89L traded) · no leg changed both premium and Open Interest over today, against the previous session

Where INDIANB sits against its walls

  • Above the call wallSustained trade above 850 (+14.05 from spot). Next call Open Interest above: 900 (3.45L).
  • Between the walls · spot is hereSpot between 800 and 850, now 72% of the way up. Max pain 850 (+14.05 from spot).
  • Below the put wallSustained trade below 800 (−35.95 from spot). Next put Open Interest below: 740 (94.0K).

Levels

LevelPriceFrom spotOpen Interest
Next call wall900+64 (+7.66%)3.45L
Move range high876+40 (+4.80%)—
Call wall850+14 (+1.68%)4.52L
Max pain850+14 (+1.68%)—
Spot836——
Gamma flip831−5 (−0.60%)—
Next put wall820−16 (−1.91%)1.48L
Put wall800−36 (−4.30%)3.17L
Move range low796−40 (−4.80%)—

The move being priced

The ATM straddle prices a move of about ±40 to expiry, a range of 796 to 876, at an ATM implied volatility of 26.6%. This is a pricing convention, not a forecast.

How this verdict was reached

  • Comparison windowSession, previous close to 3:22 pm
  • Legs matched33 of 42 (79%) · 15 Call, 18 Put
  • Positioning leanNot measured
  • INDIANB vs previous closeNo previous close
  • ResultDirection not established

What is uncertain

  • 9 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, 740 to 940 · Full expiry, 55 strikes, 440 to 1220

INDIANB on the live tools

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