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RBLBANK at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| RBLBANK | 351.00 | n/a | 0.51 | 350 / 370 | 360 | 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 612.38Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 357.73Cr, 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 14.6% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 65 strikes are listed.
RBLBANK — Direction not established
Not enough matched session positioning for a direction
- The dayRBLBANK at 351 · PCR 0.51 full expiry, 0.57 on screen
- The positionsPut wall 350 (9.78L, +76.2K today) · Call wall 370 (27.94L, +98.4K today) · 0.27 puts added per call today
- The tradingBusiest 360 (28.07L traded) · no leg changed both premium and Open Interest over today, against the previous session
Where RBLBANK sits against its walls
- Above the call wallSustained trade above 370 (+19 from spot). Next call Open Interest above: 400 (22.32L).
- Between the walls · spot is hereSpot between 350 and 370, now 5% of the way up. Max pain 360 (+9 from spot).
- Below the put wallSustained trade below 350 (−1 from spot). Next put Open Interest below: 340 (8.35L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Call wall | 370 | +19 (+5.41%) | 27.94L |
| Move range high | 368 | +17 (+4.98%) | — |
| Next call wall | 360 | +9 (+2.56%) | 23.84L |
| Max pain | 360 | +9 (+2.56%) | — |
| Spot | 351 | — | — |
| Put wall | 350 | −1 (−0.28%) | 9.78L |
| Next put wall | 340 | −11 (−3.13%) | 8.35L |
| Move range low | 334 | −17 (−4.98%) | — |
| Gamma flip | 322 | −29 (−8.24%) | — |
The move being priced
The ATM straddle prices a move of about ±17 to expiry, a range of 334 to 368, at an ATM implied volatility of 27.5%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:22 pm
- Legs matched38 of 42 (90%) · 17 Call, 21 Put
- Positioning leanNot measured
- RBLBANK vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 4 of 42 displayed legs have no matched session reading.
- Premium figures are priced at ATM 355, which differs from the strike nearest spot, 350.
- 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, 300 to 400 · Full expiry, 65 strikes, 170 to 600
RBLBANK on the live tools
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