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SIEMENS at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| SIEMENS | 3361.40 | n/a | 0.90 | 3250 / 3400 | 3400 | 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 215.47Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 436.71Cr, 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 18.2% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 64 strikes are listed.
SIEMENS — Direction not established
Not enough matched session positioning for a direction
- The daySIEMENS at 3361.4 · PCR 0.90 full expiry, 0.88 on screen
- The positionsPut wall 3250 (62.8K, +44.8K today) · Call wall 3400 (1.24L, +54.4K today) · 1.40 puts added per call today
- The tradingBusiest 3400 (4.27L traded) · no leg changed both premium and Open Interest over today, against the previous session
Where SIEMENS sits against its walls
- Above the call wallSustained trade above 3400 (+38.6 from spot). Next call Open Interest above: 3500 (47.8K).
- Between the walls · spot is hereSpot between 3250 and 3400, now 74% of the way up. Max pain 3400 (+38.6 from spot).
- Below the put wallSustained trade below 3250 (−111 from spot). Next put Open Interest below: 3200 (62.0K).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Move range high | 3563 | +201 (+5.99%) | — |
| Next call wall | 3500 | +139 (+4.12%) | 47.8K |
| Call wall | 3400 | +39 (+1.15%) | 1.24L |
| Max pain | 3400 | +39 (+1.15%) | — |
| Spot | 3361 | — | — |
| Gamma flip | 3262 | −99 (−2.95%) | — |
| Put wall | 3250 | −111 (−3.31%) | 62.8K |
| Next put wall | 3200 | −161 (−4.80%) | 62.0K |
| Move range low | 3160 | −201 (−5.99%) | — |
The move being priced
The ATM straddle prices a move of about ±201 to expiry, a range of 3160 to 3563, at an ATM implied volatility of 45.4%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:22 pm
- Legs matched36 of 42 (86%) · 15 Call, 21 Put
- Positioning leanNot measured
- SIEMENS vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 6 of 42 displayed legs have no matched session reading.
- Premium figures are priced at ATM 3400, which differs from the strike nearest spot, 3350.
- 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, 2850 to 3850 · Full expiry, 64 strikes, 1400 to 5700
SIEMENS on the live tools
This article is the read. These pages are the terminal, each opening on SIEMENS.