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SRF at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| SRF | 2349.70 | n/a | 0.87 | 2300 / 2400 | 2400 | 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 218.24Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 120.82Cr, 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 16.5% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 95 strikes are listed.
SRF — Direction not established
Not enough matched session positioning for a direction
- The daySRF at 2349.7 · PCR 0.87 full expiry, 0.97 on screen
- The positionsPut wall 2300 (1.40L, +8.0K today) · Call wall 2400 (1.69L, +14.2K today) · 0.11 puts added per call today
- The tradingBusiest 2400 (1.90L traded) · no leg changed both premium and Open Interest over today, against the previous session
Where SRF sits against its walls
- Above the call wallSustained trade above 2400 (+50.3 from spot). Next call Open Interest above: 2500 (1.67L).
- Between the walls · spot is hereSpot between 2300 and 2400, now 50% of the way up. Max pain 2400 (+50.3 from spot).
- Below the put wallSustained trade below 2300 (−49.7 from spot). Next put Open Interest below: 2200 (86.8K).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Move range high | 2462 | +113 (+4.80%) | — |
| Call wall | 2400 | +50 (+2.14%) | 1.69L |
| Max pain | 2400 | +50 (+2.14%) | — |
| Next call wall | 2360 | +10 (+0.44%) | 45.8K |
| Spot | 2350 | — | — |
| Put wall | 2300 | −50 (−2.12%) | 1.40L |
| Gamma flip | 2277 | −73 (−3.09%) | — |
| Move range low | 2237 | −113 (−4.80%) | — |
| Next put wall | 2200 | −150 (−6.37%) | 86.8K |
The move being priced
The ATM straddle prices a move of about ±113 to expiry, a range of 2237 to 2462, at an ATM implied volatility of 26.4%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:22 pm
- Legs matched39 of 42 (93%) · 18 Call, 21 Put
- Positioning leanNot measured
- SRF vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 3 of 42 displayed legs have no matched session reading.
- Premium figures are priced at ATM 2360, which differs from the strike nearest spot, 2340.
- 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, 2140 to 2540 · Full expiry, 95 strikes, 1240 to 3600
SRF on the live tools
This article is the read. These pages are the terminal, each opening on SRF.