Market is open
The closing auction session is running (3:15 to 3:35 pm); derivatives keep trading until 3:40 pm.
This is the 3:15 pm update; the page is refreshed about every 30 minutes while the market is open.
PERSISTENT at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| PERSISTENT | 5846.00 | n/a | 0.68 | 5800 / 6000 | 5700 | 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 855.64Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 1431.17Cr, 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 18.5% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 42 strikes are listed.
PERSISTENT — Direction not established
Not enough matched session positioning for a direction
- The dayPERSISTENT at 5846 · PCR 0.68 full expiry, 0.66 on screen
- The positionsPut wall 5800 (1.23L, +34.1K today) · Call wall 6000 (1.17L, +1.1K today) · 2.26 puts added per call today
- The tradingBusiest 5700 (5.24L traded) · no leg changed both premium and Open Interest over today, against the previous session
Where PERSISTENT sits against its walls
- Above the call wallSustained trade above 6000 (+154 from spot). Next call Open Interest above: 6200 (70.1K).
- Between the walls · spot is hereSpot between 5800 and 6000, now 23% of the way up. Max pain 5700 (−146 from spot).
- Below the put wallSustained trade below 5800 (−46 from spot). Next put Open Interest below: 5600 (1.03L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Move range high | 6168 | +322 (+5.51%) | — |
| Call wall | 6000 | +154 (+2.63%) | 1.17L |
| Next call wall | 5900 | +54 (+0.92%) | 75.3K |
| Spot | 5846 | — | — |
| Put wall | 5800 | −46 (−0.79%) | 1.23L |
| Max pain | 5700 | −146 (−2.50%) | — |
| Next put wall | 5600 | −246 (−4.21%) | 1.03L |
| Move range low | 5524 | −322 (−5.51%) | — |
| Gamma flip | 5075 | −771 (−13.20%) | — |
The move being priced
The ATM straddle prices a move of about ±322 to expiry, a range of 5524 to 6168, at an ATM implied volatility of 30.3%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:22 pm
- Legs matched37 of 42 (88%) · 20 Call, 17 Put
- Positioning leanNot measured
- PERSISTENT vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 5 of 42 displayed legs have no matched session reading.
- Premium figures are priced at ATM 5900, which differs from the strike nearest spot, 5800.
- 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, 4800 to 6800 · Full expiry, 42 strikes, 2800 to 8400
PERSISTENT on the live tools
This article is the read. These pages are the terminal, each opening on PERSISTENT.