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VBL at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| VBL | 405.60 | n/a | 0.47 | 400 / 420 | 400 | 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 426.38Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 324.25Cr, 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 27.0% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 62 strikes are listed.
VBL — Direction not established
Not enough matched session positioning for a direction
- The dayVBL at 405.6 · PCR 0.47 full expiry, 0.55 on screen
- The positionsPut wall 400 (15.13L, +1.13L today) · Call wall 420 (15.67L, +9.41L today) · 0.33 puts added per call today
- The tradingBusiest 420 (21.15L traded) · no leg changed both premium and Open Interest over today, against the previous session
Where VBL sits against its walls
- Above the call wallSustained trade above 420 (+14.4 from spot). Next call Open Interest above: 470 (9.04L).
- Between the walls · spot is hereSpot between 400 and 420, now 28% of the way up. Max pain 400 (−5.6 from spot).
- Below the put wallSustained trade below 400 (−5.6 from spot). Next put Open Interest below: 390 (3.46L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Move range high | 432 | +27 (+6.54%) | — |
| Call wall | 420 | +14 (+3.55%) | 15.67L |
| Next call wall | 410 | +4 (+1.08%) | 10.82L |
| Spot | 406 | — | — |
| Put wall | 400 | −6 (−1.38%) | 15.13L |
| Max pain | 400 | −6 (−1.38%) | — |
| Next put wall | 390 | −16 (−3.85%) | 3.46L |
| Move range low | 379 | −27 (−6.54%) | — |
| Gamma flip | 338 | −68 (−16.68%) | — |
The move being priced
The ATM straddle prices a move of about ±27 to expiry, a range of 379 to 432, at an ATM implied volatility of 36.0%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:22 pm
- Legs matched36 of 42 (86%) · 17 Call, 19 Put
- Positioning leanNot measured
- VBL vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 6 of 42 displayed legs have no matched session reading.
- Premium figures are priced at ATM 410, which differs from the strike nearest spot, 405.
- 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, 355 to 455 · Full expiry, 62 strikes, 220 to 620
VBL on the live tools
This article is the read. These pages are the terminal, each opening on VBL.