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.
SBIN at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| SBIN | 958.20 | n/a | 1.14 | 950 / 1000 | 990 | 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 3205.54Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 3029.33Cr, 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 12.0% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 59 strikes are listed.
SBIN — Direction not established
Not enough matched session positioning for a direction
- The daySBIN at 958.2 · PCR 1.14 full expiry, 1.06 on screen
- The positionsPut wall 950 (29.64L, +6.41L today) · Call wall 1000 (35.81L, +2.09L today) · 1.14 puts added per call today
- The tradingBusiest 950 (65.85L traded) · no leg changed both premium and Open Interest over today, against the previous session
Where SBIN sits against its walls
- Above the call wallSustained trade above 1000 (+41.8 from spot). Next call Open Interest above: 1100 (27.07L).
- Between the walls · spot is hereSpot between 950 and 1000, now 16% of the way up. Max pain 990 (+31.8 from spot).
- Below the put wallSustained trade below 950 (−8.2 from spot). Next put Open Interest below: 940 (15.81L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Move range high | 1003 | +45 (+4.67%) | — |
| Call wall | 1000 | +42 (+4.36%) | 35.81L |
| Max pain | 990 | +32 (+3.32%) | — |
| Gamma flip | 963 | +5 (+0.48%) | — |
| Next call wall | 960 | +2 (+0.19%) | 32.03L |
| Spot | 958 | — | — |
| Put wall | 950 | −8 (−0.86%) | 29.64L |
| Next put wall | 940 | −18 (−1.90%) | 15.81L |
| Move range low | 913 | −45 (−4.67%) | — |
The move being priced
The ATM straddle prices a move of about ±45 to expiry, a range of 913 to 1003, at an ATM implied volatility of 25.8%. 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%) · 20 Call, 21 Put
- Positioning leanNot measured
- SBIN 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, 860 to 1060 · Full expiry, 59 strikes, 520 to 1400
SBIN on the live tools
This article is the read. These pages are the terminal, each opening on SBIN.