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SUNPHARMA at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| SUNPHARMA | 1760.10 | n/a | 0.85 | 1700 / 1800 | 1760 | 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 645.91Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 941.24Cr, 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 18.0% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 53 strikes are listed.
SUNPHARMA — Direction not established
Not enough matched session positioning for a direction
- The daySUNPHARMA at 1760.1 · PCR 0.85 full expiry, 0.87 on screen
- The positionsPut wall 1700 (7.83L, +2.64L today) · Call wall 1800 (6.00L, +1.62L today) · 0.78 puts added per call today
- The tradingBusiest 1800 (14.25L traded) · no leg changed both premium and Open Interest over today, against the previous session
Where SUNPHARMA sits against its walls
- Above the call wallSustained trade above 1800 (+39.9 from spot). Next call Open Interest above: 1840 (5.11L).
- Between the walls · spot is hereSpot between 1700 and 1800, now 60% of the way up. Max pain 1760 (−0.1 from spot).
- Below the put wallSustained trade below 1700 (−60.1 from spot). Next put Open Interest below: 1560 (1.97L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Next call wall | 1840 | +80 (+4.54%) | 5.11L |
| Move range high | 1838 | +78 (+4.42%) | — |
| Call wall | 1800 | +40 (+2.27%) | 6.00L |
| Spot | 1760 | — | — |
| Max pain | 1760 | −0 (−0.01%) | — |
| Next put wall | 1740 | −20 (−1.14%) | 1.86L |
| Gamma flip | 1719 | −41 (−2.31%) | — |
| Put wall | 1700 | −60 (−3.41%) | 7.83L |
| Move range low | 1682 | −78 (−4.42%) | — |
The move being priced
The ATM straddle prices a move of about ±78 to expiry, a range of 1682 to 1838, at an ATM implied volatility of 24.4%. 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
- SUNPHARMA vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 3 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, 1560 to 1960 · Full expiry, 53 strikes, 920 to 2600
SUNPHARMA on the live tools
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