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LTF at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| LTF | 247.20 | n/a | 0.70 | 240 / 250 | 245 | 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 497.24Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 654.09Cr, 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 19.6% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 44 strikes are listed.
LTF — Direction not established
Not enough matched session positioning for a direction
- The dayLTF at 247.2 · PCR 0.70 full expiry, 0.73 on screen
- The positionsPut wall 240 (25.58L, +7.22L today) · Call wall 250 (38.05L, +6.62L today) · 0.94 puts added per call today
- The tradingBusiest 250 (62.10L traded) · no leg changed both premium and Open Interest over today, against the previous session
Where LTF sits against its walls
- Above the call wallSustained trade above 250 (+2.8 from spot). Next call Open Interest above: 260 (15.84L).
- Between the walls · spot is hereSpot between 240 and 250, now 72% of the way up. Max pain 245 (−2.2 from spot).
- Below the put wallSustained trade below 240 (−7.2 from spot). Next put Open Interest below: 235 (11.32L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Move range high | 261 | +14 (+5.62%) | — |
| Next call wall | 260 | +13 (+5.18%) | 15.84L |
| Call wall | 250 | +3 (+1.13%) | 38.05L |
| Spot | 247 | — | — |
| Next put wall | 245 | −2 (−0.89%) | 13.37L |
| Max pain | 245 | −2 (−0.89%) | — |
| Put wall | 240 | −7 (−2.91%) | 25.58L |
| Move range low | 233 | −14 (−5.62%) | — |
| Gamma flip | 228 | −19 (−7.68%) | — |
The move being priced
The ATM straddle prices a move of about ±14 to expiry, a range of 233 to 261, at an ATM implied volatility of 31.3%. 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%) · 17 Call, 18 Put
- Positioning leanNot measured
- LTF 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, 195 to 295 · Full expiry, 44 strikes, 120 to 355
LTF on the live tools
This article is the read. These pages are the terminal, each opening on LTF.