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.
PREMIERENE at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| PREMIERENE | 851.80 | n/a | 0.38 | 820 / 900 | 840 | 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 352.74Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 436.07Cr, 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 33.3% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 36 strikes are listed.
PREMIERENE — Direction not established
Not enough matched session positioning for a direction
- The dayPREMIERENE at 851.8 · PCR 0.38 full expiry, 0.38 on screen
- The positionsPut wall 820 (2.61L, +59.8K today) · Call wall 900 (14.39L, +3.02L today) · 0.31 puts added per call today
- The tradingBusiest 900 (12.48L traded) · no leg changed both premium and Open Interest over today, against the previous session
Where PREMIERENE sits against its walls
- Above the call wallSustained trade above 900 (+48.2 from spot). Next call Open Interest above: 920 (1.44L).
- Between the walls · spot is hereSpot between 820 and 900, now 40% of the way up. Max pain 840 (−11.8 from spot).
- Below the put wallSustained trade below 820 (−31.8 from spot). Next put Open Interest below: 800 (2.02L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Move range high | 909 | +57 (+6.72%) | — |
| Call wall | 900 | +48 (+5.66%) | 14.39L |
| Next call wall | 880 | +28 (+3.31%) | 4.95L |
| Spot | 852 | — | — |
| Next put wall | 840 | −12 (−1.39%) | 2.29L |
| Max pain | 840 | −12 (−1.39%) | — |
| Put wall | 820 | −32 (−3.73%) | 2.61L |
| Move range low | 795 | −57 (−6.72%) | — |
| Gamma flip | 738 | −114 (−13.35%) | — |
The move being priced
The ATM straddle prices a move of about ±57 to expiry, a range of 795 to 909, at an ATM implied volatility of 37.5%. 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%) · 14 Call, 17 Put
- Positioning leanNot measured
- PREMIERENE vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 11 of 42 displayed legs have no matched session reading.
- Premium figures are priced at ATM 840, which differs from the strike nearest spot, 860.
- 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, 660 to 1060 · Full expiry, 36 strikes, 360 to 1400
PREMIERENE on the live tools
This article is the read. These pages are the terminal, each opening on PREMIERENE.