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LUPIN at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| LUPIN | 1972.00 | n/a | 0.84 | 1900 / 2000 | 1980 | 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 316.63Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 212.96Cr, above the Rs 100.00Cr floor; 10 of 11 near-the-money strikes carry real Open Interest and traded volume, at least 7 needed; The top strike holds 18.4% 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.
LUPIN — Direction not established
Not enough matched session positioning for a direction
- The dayLUPIN at 1972 · PCR 0.84 full expiry, 0.81 on screen
- The positionsPut wall 1900 (2.38L, +9.8K today) · Call wall 2000 (3.78L, +9.8K today) · 0.46 puts added per call today
- The tradingBusiest 2000 (3.38L traded) · no leg changed both premium and Open Interest over today, against the previous session
Where LUPIN sits against its walls
- Above the call wallSustained trade above 2000 (+28 from spot). Next call Open Interest above: 2100 (2.13L).
- Between the walls · spot is hereSpot between 1900 and 2000, now 72% of the way up. Max pain 1980 (+8 from spot).
- Below the put wallSustained trade below 1900 (−72 from spot). Next put Open Interest below: 1800 (1.22L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Next call wall | 2100 | +128 (+6.49%) | 2.13L |
| Move range high | 2074 | +102 (+5.19%) | — |
| Call wall | 2000 | +28 (+1.42%) | 3.78L |
| Max pain | 1980 | +8 (+0.41%) | — |
| Spot | 1972 | — | — |
| Next put wall | 1960 | −12 (−0.61%) | 1.07L |
| Put wall | 1900 | −72 (−3.65%) | 2.38L |
| Gamma flip | 1888 | −84 (−4.27%) | — |
| Move range low | 1870 | −102 (−5.19%) | — |
The move being priced
The ATM straddle prices a move of about ±102 to expiry, a range of 1870 to 2074, at an ATM implied volatility of 28.7%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:22 pm
- Legs matched36 of 42 (86%) · 17 Call, 19 Put
- Positioning leanNot measured
- LUPIN vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 6 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, 1780 to 2180 · Full expiry, 63 strikes, 960 to 3000
LUPIN on the live tools
This article is the read. These pages are the terminal, each opening on LUPIN.