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KEI at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| KEI | 3852.00 | n/a | 0.66 | 3800 / 4000 | 3900 | 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 384.57Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 695.87Cr, 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 15.4% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 38 strikes are listed.
KEI — Direction not established
Not enough matched session positioning for a direction
- The dayKEI at 3852 · PCR 0.66 full expiry, 0.66 on screen
- The positionsPut wall 3800 (88.0K, +19.3K today) · Call wall 4000 (1.30L, +37.5K today) · 0.57 puts added per call today
- The tradingBusiest 3900 (3.39L traded) · no leg changed both premium and Open Interest over today, against the previous session
Where KEI sits against its walls
- Above the call wallSustained trade above 4000 (+148 from spot). Next call Open Interest above: 4500 (95.4K).
- Between the walls · spot is hereSpot between 3800 and 4000, now 26% of the way up. Max pain 3900 (+48 from spot).
- Below the put wallSustained trade below 3800 (−52 from spot). Next put Open Interest below: 3700 (48.7K).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Move range high | 4087 | +235 (+6.10%) | — |
| Call wall | 4000 | +148 (+3.84%) | 1.30L |
| Next call wall | 3900 | +48 (+1.25%) | 1.03L |
| Max pain | 3900 | +48 (+1.25%) | — |
| Spot | 3852 | — | — |
| Put wall | 3800 | −52 (−1.35%) | 88.0K |
| Next put wall | 3700 | −152 (−3.95%) | 48.7K |
| Gamma flip | 3644 | −208 (−5.41%) | — |
| Move range low | 3617 | −235 (−6.10%) | — |
The move being priced
The ATM straddle prices a move of about ±235 to expiry, a range of 3617 to 4087, at an ATM implied volatility of 33.5%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:22 pm
- Legs matched35 of 42 (83%) · 16 Call, 19 Put
- Positioning leanNot measured
- KEI vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 7 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, 2900 to 4900 · Full expiry, 38 strikes, 2000 to 6400
KEI on the live tools
This article is the read. These pages are the terminal, each opening on KEI.