IREDA Analysis · Active

IREDA Options — Where Positioning Sits Today

IREDA, 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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IREDA at a glance

StockSpotDay changePCRPut / call wallMax painVerdict
IREDA100.65n/a0.98100 / 105105Direction 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 150.16Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 127.48Cr, above the Rs 100.00Cr floor; 9 of 11 near-the-money strikes carry real Open Interest and traded volume, at least 7 needed; The top strike holds 18.5% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 88 strikes are listed.

IREDA — Direction not established

Not enough matched session positioning for a direction

  • The dayIREDA at 100.65 · PCR 0.98 full expiry, 0.88 on screen
  • The positionsPut wall 100 (31.13L, +2.44L today) · Call wall 105 (30.68L, −36.2K today) · 0.53 puts added per call today
  • The tradingBusiest 100 (40.68L traded) · no leg changed both premium and Open Interest over today, against the previous session

Where IREDA sits against its walls

  • Above the call wallSustained trade above 105 (+4.35 from spot). Next call Open Interest above: 140 (34.44L).
  • Between the walls · spot is hereSpot between 100 and 105, now 13% of the way up. Max pain 105 (+4.35 from spot).
  • Below the put wallSustained trade below 100 (−0.65 from spot). Next put Open Interest below: 95 (28.33L).

Levels

LevelPriceFrom spotOpen Interest
Move range high107+6 (+6.15%)—
Call wall105+4 (+4.32%)30.68L
Max pain105+4 (+4.32%)—
Next call wall103+2 (+2.33%)13.39L
Spot101——
Put wall100−1 (−0.65%)31.13L
Gamma flip99−2 (−2.03%)—
Next put wall95−6 (−5.61%)28.33L
Move range low94−6 (−6.15%)—

The move being priced

The ATM straddle prices a move of about ±6 to expiry, a range of 94 to 107, at an ATM implied volatility of 34.1%. This is a pricing convention, not a forecast.

How this verdict was reached

  • Comparison windowSession, previous close to 3:22 pm
  • Legs matched31 of 42 (74%) · 14 Call, 17 Put
  • Positioning leanNot measured
  • IREDA vs previous closeNo previous close
  • ResultDirection not established

What is uncertain

  • 11 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, 91 to 111 · Full expiry, 88 strikes, 52 to 158

IREDA on the live tools

This article is the read. These pages are the terminal, each opening on IREDA.