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ITC at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| ITC | 258.15 | n/a | 0.77 | 250 / 270 | 260 | 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 1497.62Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 2302.25Cr, 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 15.3% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 63 strikes are listed.
ITC — Direction not established
Not enough matched session positioning for a direction
- The dayITC at 258.15 · PCR 0.77 full expiry, 0.72 on screen
- The positionsPut wall 250 (73.28L, +1.69L today) · Call wall 270 (1.21Cr, +22.74L today) · 0.29 puts added per call today
- The tradingBusiest 260 (2.26Cr traded) · no leg changed both premium and Open Interest over today, against the previous session
Where ITC sits against its walls
- Above the call wallSustained trade above 270 (+11.85 from spot). Next call Open Interest above: 280 (33.78L).
- Between the walls · spot is hereSpot between 250 and 270, now 41% of the way up. Max pain 260 (+1.85 from spot).
- Below the put wallSustained trade below 250 (−8.15 from spot). Next put Open Interest below: 230 (22.84L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Call wall | 270 | +12 (+4.59%) | 1.21Cr |
| Move range high | 269 | +11 (+4.12%) | — |
| Next call wall | 260 | +2 (+0.72%) | 1.18Cr |
| Max pain | 260 | +2 (+0.72%) | — |
| Spot | 258 | — | — |
| Next put wall | 255 | −3 (−1.22%) | 30.95L |
| Put wall | 250 | −8 (−3.16%) | 73.28L |
| Move range low | 248 | −11 (−4.12%) | — |
| Gamma flip | 247 | −11 (−4.29%) | — |
The move being priced
The ATM straddle prices a move of about ±11 to expiry, a range of 248 to 269, at an ATM implied volatility of 22.7%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:22 pm
- Legs matched38 of 42 (90%) · 17 Call, 21 Put
- Positioning leanNot measured
- ITC vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 4 of 42 displayed legs have no matched session reading.
- Premium figures are priced at ATM 260, which differs from the strike nearest spot, 257.5.
- 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, 232.5 to 282.5 · Full expiry, 63 strikes, 135 to 390
ITC on the live tools
This article is the read. These pages are the terminal, each opening on ITC.