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PGEL at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| PGEL | 537.60 | n/a | 0.86 | 500 / 600 | 520 | 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 316.49Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 2728.52Cr, 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 14.7% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 37 strikes are listed.
PGEL — Direction not established
Not enough matched session positioning for a direction
- The dayPGEL at 537.6 · PCR 0.86 full expiry, 0.82 on screen
- The positionsPut wall 500 (7.85L, +4.04L today) · Call wall 600 (5.42L, +3.10L today) · 0.98 puts added per call today
- The tradingBusiest 530 (1.07Cr traded) · no leg changed both premium and Open Interest over today, against the previous session
Where PGEL sits against its walls
- Above the call wallSustained trade above 600 (+62.4 from spot). No larger call position above.
- Between the walls · spot is hereSpot between 500 and 600, now 38% of the way up. Max pain 520 (−17.6 from spot).
- Below the put wallSustained trade below 500 (−37.6 from spot). Next put Open Interest below: 480 (4.58L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Call wall | 600 | +62 (+11.61%) | 5.42L |
| Move range high | 574 | +36 (+6.75%) | — |
| Next call wall | 550 | +12 (+2.31%) | 5.34L |
| Spot | 538 | — | — |
| Max pain | 520 | −18 (−3.27%) | — |
| Gamma flip | 503 | −35 (−6.50%) | — |
| Move range low | 501 | −36 (−6.75%) | — |
| Put wall | 500 | −38 (−6.99%) | 7.85L |
| Next put wall | 480 | −58 (−10.71%) | 4.58L |
The move being priced
The ATM straddle prices a move of about ±36 to expiry, a range of 501 to 574, at an ATM implied volatility of 37.3%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:22 pm
- Legs matched31 of 42 (74%) · 16 Call, 15 Put
- Positioning leanNot measured
- PGEL vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 11 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, 440 to 670 · Full expiry, 37 strikes, 240 to 760
PGEL on the live tools
This article is the read. These pages are the terminal, each opening on PGEL.