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SUZLON at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| SUZLON | 37.41 | n/a | 0.59 | 37 / 40 | 39 | 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 374.24Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 384.93Cr, 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 14.7% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 34 strikes are listed.
SUZLON — Direction not established
Not enough matched session positioning for a direction
- The daySUZLON at 37.41 · PCR 0.59 full expiry, 0.67 on screen
- The positionsPut wall 37 (70.61L, +16.13L today) · Call wall 40 (2.01Cr, +12.19L today) · 0.60 puts added per call today
- The tradingBusiest 40 (2.97Cr traded) · no leg changed both premium and Open Interest over today, against the previous session
Where SUZLON sits against its walls
- Above the call wallSustained trade above 40 (+2.59 from spot). Next call Open Interest above: 50 (1.55Cr).
- Between the walls · spot is hereSpot between 37 and 40, now 14% of the way up. Max pain 39 (+1.59 from spot).
- Below the put wallSustained trade below 37 (−0.41 from spot). Next put Open Interest below: 30 (54.61L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Move range high | 41 | +3 (+8.97%) | — |
| Call wall | 40 | +3 (+6.92%) | 2.01Cr |
| Max pain | 39 | +2 (+4.25%) | — |
| Next call wall | 38 | +1 (+1.58%) | 1.04Cr |
| Spot | 37 | — | — |
| Put wall | 37 | −0 (−1.10%) | 70.61L |
| Move range low | 34 | −3 (−8.97%) | — |
| Gamma flip | 34 | −4 (−10.35%) | — |
| Next put wall | 30 | −7 (−19.81%) | 54.61L |
The move being priced
The ATM straddle prices a move of about ±3 to expiry, a range of 34 to 41, at an ATM implied volatility of 49.4%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:22 pm
- Legs matched31 of 42 (74%) · 14 Call, 17 Put
- Positioning leanNot measured
- SUZLON vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 11 of 42 displayed legs have no matched session reading.
- Premium figures are priced at ATM 38, which differs from the strike nearest spot, 37.
- 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, 26 to 47 · Full expiry, 34 strikes, 18 to 60
SUZLON on the live tools
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