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VOLTAS at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| VOLTAS | 1011.20 | n/a | 0.99 | 980 / 1100 | 1000 | 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 342.80Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 1723.50Cr, 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 14.6% 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.
VOLTAS — Direction not established
Not enough matched session positioning for a direction
- The dayVOLTAS at 1011.2 · PCR 0.99 full expiry, 0.90 on screen
- The positionsPut wall 980 (3.95L, +3.36L today) · Call wall 1100 (2.21L, +35.6K today) · 1.19 puts added per call today
- The tradingBusiest 1000 (42.44L traded) · no leg changed both premium and Open Interest over today, against the previous session
Where VOLTAS sits against its walls
- Above the call wallSustained trade above 1100 (+88.8 from spot). Next call Open Interest above: 1200 (1.73L).
- Between the walls · spot is hereSpot between 980 and 1100, now 26% of the way up. Max pain 1000 (−11.2 from spot).
- Below the put wallSustained trade below 980 (−31.2 from spot). Next put Open Interest below: 940 (2.72L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Call wall | 1100 | +89 (+8.78%) | 2.21L |
| Move range high | 1081 | +69 (+6.86%) | — |
| Next call wall | 1060 | +49 (+4.83%) | 1.48L |
| Spot | 1011 | — | — |
| Next put wall | 1000 | −11 (−1.11%) | 3.18L |
| Max pain | 1000 | −11 (−1.11%) | — |
| Gamma flip | 982 | −30 (−2.93%) | — |
| Put wall | 980 | −31 (−3.09%) | 3.95L |
| Move range low | 942 | −69 (−6.86%) | — |
The move being priced
The ATM straddle prices a move of about ±69 to expiry, a range of 942 to 1081, at an ATM implied volatility of 37.8%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:22 pm
- Legs matched40 of 42 (95%) · 20 Call, 20 Put
- Positioning leanNot measured
- VOLTAS vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 2 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, 820 to 1240 · Full expiry, 40 strikes, 480 to 1420
VOLTAS on the live tools
This article is the read. These pages are the terminal, each opening on VOLTAS.