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OFSS at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| OFSS | 9969.00 | n/a | 0.88 | 9000 / 10000 | 10000 | 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 458.67Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 718.76Cr, 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 21.9% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 41 strikes are listed.
OFSS — Direction not established
Not enough matched session positioning for a direction
- The dayOFSS at 9969 · PCR 0.88 full expiry, 0.88 on screen
- The positionsPut wall 9000 (45.6K, +3.1K today) · Call wall 10000 (73.0K, +11.0K today) · 0.68 puts added per call today
- The tradingBusiest 10000 (1.31L traded) · no leg changed both premium and Open Interest over today, against the previous session
Where OFSS sits against its walls
- Above the call wallSustained trade above 10000 (+31 from spot). Next call Open Interest above: 11000 (50.0K).
- Between the walls · spot is hereSpot between 9000 and 10000, now 97% of the way up. Max pain 10000 (+31 from spot).
- Below the put wallSustained trade below 9000 (−969 from spot). Next put Open Interest below: 8500 (19.7K).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Next call wall | 11000 | +1031 (+10.34%) | 50.0K |
| Move range high | 10662 | +693 (+6.95%) | — |
| Call wall | 10000 | +31 (+0.31%) | 73.0K |
| Max pain | 10000 | +31 (+0.31%) | — |
| Spot | 9969 | — | — |
| Gamma flip | 9535 | −434 (−4.36%) | — |
| Next put wall | 9500 | −469 (−4.70%) | 39.0K |
| Move range low | 9276 | −693 (−6.95%) | — |
| Put wall | 9000 | −969 (−9.72%) | 45.6K |
The move being priced
The ATM straddle prices a move of about ±693 to expiry, a range of 9276 to 10662, at an ATM implied volatility of 38.3%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:22 pm
- Legs matched28 of 42 (67%) · 13 Call, 15 Put
- Positioning leanNot measured
- OFSS vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 14 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, 7500 to 12500 · Full expiry, 41 strikes, 3500 to 16500
OFSS on the live tools
This article is the read. These pages are the terminal, each opening on OFSS.