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PNB at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| PNB | 120.91 | n/a | 0.73 | 120 / 125 | 120 | 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 361.38Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 426.67Cr, 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 14.0% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 88 strikes are listed.
PNB — Direction not established
Not enough matched session positioning for a direction
- The dayPNB at 120.91 · PCR 0.73 full expiry, 0.68 on screen
- The positionsPut wall 120 (32.08L, +80.0K today) · Call wall 125 (48.72L, +8.72L today) · 0.58 puts added per call today
- The tradingBusiest 120 (1.05Cr traded) · no leg changed both premium and Open Interest over today, against the previous session
Where PNB sits against its walls
- Above the call wallSustained trade above 125 (+4.09 from spot). Next call Open Interest above: 130 (48.96L).
- Between the walls · spot is hereSpot between 120 and 125, now 18% of the way up. Max pain 120 (−0.91 from spot).
- Below the put wallSustained trade below 120 (−0.91 from spot). Next put Open Interest below: 110 (22.56L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Move range high | 127 | +6 (+4.84%) | — |
| Call wall | 125 | +4 (+3.38%) | 48.72L |
| Next call wall | 122 | +1 (+0.90%) | 28.48L |
| Spot | 121 | — | — |
| Put wall | 120 | −1 (−0.75%) | 32.08L |
| Max pain | 120 | −1 (−0.75%) | — |
| Move range low | 115 | −6 (−4.84%) | — |
| Next put wall | 115 | −6 (−4.89%) | 20.80L |
| Gamma flip | 114 | −7 (−5.83%) | — |
The move being priced
The ATM straddle prices a move of about ±6 to expiry, a range of 115 to 127, at an ATM implied volatility of 26.6%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:22 pm
- Legs matched41 of 42 (98%) · 21 Call, 20 Put
- Positioning leanNot measured
- PNB vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 1 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, 111 to 131 · Full expiry, 88 strikes, 56 to 176
PNB on the live tools
This article is the read. These pages are the terminal, each opening on PNB.