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LICI at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| LICI | 391.55 | n/a | 1.04 | 360 / 400 | 390 | 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 439.14Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 302.97Cr, 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 20.4% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 50 strikes are listed.
LICI — Direction not established
Not enough matched session positioning for a direction
- The dayLICI at 391.55 · PCR 1.04 full expiry, 1.08 on screen
- The positionsPut wall 360 (18.47L, +16.8K today) · Call wall 400 (28.99L, +1.83L today) · 1.08 puts added per call today
- The tradingBusiest 400 (20.87L traded) · no leg changed both premium and Open Interest over today, against the previous session
Where LICI sits against its walls
- Above the call wallSustained trade above 400 (+8.45 from spot). Next call Open Interest above: 420 (7.42L).
- Between the walls · spot is hereSpot between 360 and 400, now 79% of the way up. Max pain 390 (−1.55 from spot).
- Below the put wallSustained trade below 360 (−31.55 from spot). Next put Open Interest below: 350 (4.45L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Next call wall | 420 | +28 (+7.27%) | 7.42L |
| Move range high | 409 | +18 (+4.57%) | — |
| Call wall | 400 | +8 (+2.16%) | 28.99L |
| Spot | 392 | — | — |
| Max pain | 390 | −2 (−0.40%) | — |
| Gamma flip | 382 | −9 (−2.41%) | — |
| Move range low | 374 | −18 (−4.57%) | — |
| Next put wall | 365 | −27 (−6.78%) | 15.44L |
| Put wall | 360 | −32 (−8.06%) | 18.47L |
The move being priced
The ATM straddle prices a move of about ±18 to expiry, a range of 374 to 409, at an ATM implied volatility of 25.2%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:22 pm
- Legs matched34 of 42 (81%) · 14 Call, 20 Put
- Positioning leanNot measured
- LICI vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 8 of 42 displayed legs have no matched session reading.
- Premium figures are priced at ATM 395, which differs from the strike nearest spot, 390.
- 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, 340 to 440 · Full expiry, 50 strikes, 200 to 570
LICI on the live tools
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