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KAYNES at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| KAYNES | 3151.90 | n/a | 0.66 | 3100 / 3200 | 3150 | 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 326.46Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 1360.53Cr, 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 17.8% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 59 strikes are listed.
KAYNES — Direction not established
Not enough matched session positioning for a direction
- The dayKAYNES at 3151.9 · PCR 0.66 full expiry, 0.72 on screen
- The positionsPut wall 3100 (1.43L, +1.41L today) · Call wall 3200 (2.13L) · 0.90 puts added per call today
- The tradingBusiest 3200 (12.01L traded) · no leg changed both premium and Open Interest over today, against the previous session
Where KAYNES sits against its walls
- Above the call wallSustained trade above 3200 (+48.1 from spot). Next call Open Interest above: 3500 (1.77L).
- Between the walls · spot is hereSpot between 3100 and 3200, now 52% of the way up. Max pain 3150 (−1.9 from spot).
- Below the put wallSustained trade below 3100 (−51.9 from spot). Next put Open Interest below: 2800 (1.22L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Next call wall | 3500 | +348 (+11.04%) | 1.77L |
| Move range high | 3432 | +281 (+8.90%) | — |
| Call wall | 3200 | +48 (+1.53%) | 2.13L |
| Spot | 3152 | — | — |
| Max pain | 3150 | −2 (−0.06%) | — |
| Put wall | 3100 | −52 (−1.65%) | 1.43L |
| Gamma flip | 2904 | −248 (−7.86%) | — |
| Move range low | 2871 | −281 (−8.90%) | — |
| Next put wall | 2800 | −352 (−11.16%) | 1.22L |
The move being priced
The ATM straddle prices a move of about ±281 to expiry, a range of 2871 to 3432, at an ATM implied volatility of 51.0%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:22 pm
- Legs matched17 of 42 (40%) · 6 Call, 11 Put
- Positioning leanNot measured
- KAYNES vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 25 of 42 displayed legs have no matched session reading.
- Premium figures are priced at ATM 3050, which differs from the strike nearest spot, 3150.
- 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, 2650 to 3650 · Full expiry, 59 strikes, 1700 to 5000
KAYNES on the live tools
This article is the read. These pages are the terminal, each opening on KAYNES.