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TATAPOWER at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| TATAPOWER | 335.70 | n/a | 1.08 | 330 / 350 | 355 | 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 582.66Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 724.26Cr, 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 13.8% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 45 strikes are listed.
TATAPOWER — Direction not established
Not enough matched session positioning for a direction
- The dayTATAPOWER at 335.7 · PCR 1.08 full expiry, 1.02 on screen
- The positionsPut wall 330 (9.96L, +1.57L today) · Call wall 350 (23.32L, +2.70L today) · 0.42 puts added per call today
- The tradingBusiest 340 (44.98L traded) · no leg changed both premium and Open Interest over today, against the previous session
Where TATAPOWER sits against its walls
- Above the call wallSustained trade above 350 (+14.3 from spot). Next call Open Interest above: 380 (17.17L).
- Between the walls · spot is hereSpot between 330 and 350, now 28% of the way up. Max pain 355 (+19.3 from spot).
- Below the put wallSustained trade below 330 (−5.7 from spot). Next put Open Interest below: 290 (10.59L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Max pain | 355 | +19 (+5.75%) | — |
| Move range high | 352 | +17 (+5.00%) | — |
| Call wall | 350 | +14 (+4.26%) | 23.32L |
| Next call wall | 340 | +4 (+1.28%) | 19.52L |
| Spot | 336 | — | — |
| Gamma flip | 333 | −2 (−0.73%) | — |
| Put wall | 330 | −6 (−1.70%) | 9.96L |
| Move range low | 319 | −17 (−5.00%) | — |
| Next put wall | 310 | −26 (−7.66%) | 7.48L |
The move being priced
The ATM straddle prices a move of about ±17 to expiry, a range of 319 to 352, at an ATM implied volatility of 27.5%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:22 pm
- Legs matched35 of 42 (83%) · 17 Call, 18 Put
- Positioning leanNot measured
- TATAPOWER vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 7 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, 285 to 385 · Full expiry, 45 strikes, 190 to 510
TATAPOWER on the live tools
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