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TATACONSUM at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| TATACONSUM | 1003.60 | n/a | 1.09 | 1000 / 1020 | 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 381.36Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 1125.82Cr, 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 15.0% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 61 strikes are listed.
TATACONSUM — Direction not established
Not enough matched session positioning for a direction
- The dayTATACONSUM at 1003.6 · PCR 1.09 full expiry, 1.00 on screen
- The positionsPut wall 1000 (4.37L, +59.4K today) · Call wall 1020 (2.07L, −20.9K today) · 0.57 puts added per call today
- The tradingBusiest 1000 (26.26L traded) · no leg changed both premium and Open Interest over today, against the previous session
Where TATACONSUM sits against its walls
- Above the call wallSustained trade above 1020 (+16.4 from spot). Next call Open Interest above: 1100 (2.82L).
- Between the walls · spot is hereSpot between 1000 and 1020, now 18% of the way up. Max pain 990 (−13.6 from spot).
- Below the put wallSustained trade below 1000 (−3.6 from spot). Next put Open Interest below: 980 (3.66L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Move range high | 1048 | +44 (+4.42%) | — |
| Next call wall | 1040 | +36 (+3.63%) | 1.38L |
| Call wall | 1020 | +16 (+1.63%) | 2.07L |
| Spot | 1004 | — | — |
| Put wall | 1000 | −4 (−0.36%) | 4.37L |
| Max pain | 990 | −14 (−1.36%) | — |
| Gamma flip | 986 | −18 (−1.76%) | — |
| Next put wall | 980 | −24 (−2.35%) | 3.66L |
| Move range low | 959 | −44 (−4.42%) | — |
The move being priced
The ATM straddle prices a move of about ±44 to expiry, a range of 959 to 1048, at an ATM implied volatility of 24.5%. 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%) · 19 Call, 20 Put
- Positioning leanNot measured
- TATACONSUM 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 1010, which differs from the strike nearest spot, 1000.
- 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, 900 to 1100 · Full expiry, 61 strikes, 520 to 1420
TATACONSUM on the live tools
This article is the read. These pages are the terminal, each opening on TATACONSUM.