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.
INDUSINDBK at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| INDUSINDBK | 849.10 | n/a | 1.05 | 840 / 850 | 850 | 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 565.42Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 539.09Cr, 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 21.1% 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.
INDUSINDBK — Direction not established
Not enough matched session positioning for a direction
- The dayINDUSINDBK at 849.1 · PCR 1.05 full expiry, 1.10 on screen
- The positionsPut wall 840 (7.72L, +1.10L today) · Call wall 850 (8.60L, +39.2K today) · 1.98 puts added per call today
- The tradingBusiest 840 (16.82L traded) · no leg changed both premium and Open Interest over today, against the previous session
Where INDUSINDBK sits against its walls
- Above the call wallSustained trade above 850 (+0.9 from spot). Next call Open Interest above: 900 (7.41L).
- Between the walls · spot is hereSpot between 840 and 850, now 91% of the way up. Max pain 850 (+0.9 from spot).
- Below the put wallSustained trade below 840 (−9.1 from spot). Next put Open Interest below: 820 (3.69L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Next call wall | 900 | +51 (+5.99%) | 7.41L |
| Move range high | 889 | +40 (+4.71%) | — |
| Gamma flip | 859 | +10 (+1.21%) | — |
| Call wall | 850 | +1 (+0.11%) | 8.60L |
| Max pain | 850 | +1 (+0.11%) | — |
| Spot | 849 | — | — |
| Put wall | 840 | −9 (−1.07%) | 7.72L |
| Next put wall | 820 | −29 (−3.43%) | 3.69L |
| Move range low | 809 | −40 (−4.71%) | — |
The move being priced
The ATM straddle prices a move of about ±40 to expiry, a range of 809 to 889, at an ATM implied volatility of 26.1%. 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
- INDUSINDBK vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 5 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, 750 to 950 · Full expiry, 65 strikes, 420 to 1210
INDUSINDBK on the live tools
This article is the read. These pages are the terminal, each opening on INDUSINDBK.