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VEDL at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| VEDL | 233.25 | n/a | 0.74 | 230 / 250 | 235 | 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 691.03Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 1605.64Cr, 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 15.9% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 40 strikes are listed.
VEDL — Direction not established
Not enough matched session positioning for a direction
- The dayVEDL at 233.25 · PCR 0.74 full expiry, 0.76 on screen
- The positionsPut wall 230 (23.78L, +4.73L today) · Call wall 250 (33.70L, +10.42L today) · 0.29 puts added per call today
- The tradingBusiest 230 (1.79Cr traded) · no leg changed both premium and Open Interest over today, against the previous session
Where VEDL sits against its walls
- Above the call wallSustained trade above 250 (+16.75 from spot). Next call Open Interest above: 260 (18.98L).
- Between the walls · spot is hereSpot between 230 and 250, now 16% of the way up. Max pain 235 (+1.75 from spot).
- Below the put wallSustained trade below 230 (−3.25 from spot). Next put Open Interest below: 225 (20.55L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Call wall | 250 | +17 (+7.18%) | 33.70L |
| Move range high | 247 | +14 (+5.79%) | — |
| Next call wall | 240 | +7 (+2.89%) | 25.50L |
| Max pain | 235 | +2 (+0.75%) | — |
| Spot | 233 | — | — |
| Put wall | 230 | −3 (−1.39%) | 23.78L |
| Next put wall | 225 | −8 (−3.54%) | 20.55L |
| Move range low | 220 | −14 (−5.79%) | — |
| Gamma flip | 213 | −20 (−8.70%) | — |
The move being priced
The ATM straddle prices a move of about ±14 to expiry, a range of 220 to 247, at an ATM implied volatility of 32.0%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:22 pm
- Legs matched37 of 42 (88%) · 18 Call, 19 Put
- Positioning leanNot measured
- VEDL vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 5 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, 185 to 285 · Full expiry, 40 strikes, 110 to 390
VEDL on the live tools
This article is the read. These pages are the terminal, each opening on VEDL.