Market is open
The closing auction session is running (3:15 to 3:35 pm); derivatives keep trading until 3:40 pm.
This is the 3:15 pm update; the page is refreshed about every 30 minutes while the market is open.
ABB at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| ABB | 6503.00 | n/a | 0.92 | 6000 / 6600 | 6600 | 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 422.29Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 467.81Cr, 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 10.9% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 52 strikes are listed.
ABB — Direction not established
Not enough matched session positioning for a direction
- The dayABB at 6503 · PCR 0.92 full expiry, 1.00 on screen
- The positionsPut wall 6000 (80.4K, +2.9K today) · Call wall 6600 (66.8K, +9.6K today) · 0.16 puts added per call today
- The tradingBusiest 6600 (1.67L traded) · no leg changed both premium and Open Interest over today, against the previous session
Where ABB sits against its walls
- Above the call wallSustained trade above 6600 (+97 from spot). Next call Open Interest above: 7000 (62.4K).
- Between the walls · spot is hereSpot between 6000 and 6600, now 84% of the way up. Max pain 6600 (+97 from spot).
- Below the put wallSustained trade below 6000 (−503 from spot). Next put Open Interest below: 5500 (23.5K).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Next call wall | 7000 | +497 (+7.64%) | 62.4K |
| Move range high | 6936 | +433 (+6.65%) | — |
| Call wall | 6600 | +97 (+1.49%) | 66.8K |
| Max pain | 6600 | +97 (+1.49%) | — |
| Spot | 6503 | — | — |
| Gamma flip | 6366 | −137 (−2.10%) | — |
| Next put wall | 6300 | −203 (−3.12%) | 41.6K |
| Move range low | 6070 | −433 (−6.65%) | — |
| Put wall | 6000 | −503 (−7.73%) | 80.4K |
The move being priced
The ATM straddle prices a move of about ±433 to expiry, a range of 6070 to 6936, at an ATM implied volatility of 36.7%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:21 pm
- Legs matched41 of 42 (98%) · 20 Call, 21 Put
- Positioning leanNot measured
- ABB vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 1 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, 5500 to 7500 · Full expiry, 52 strikes, 3200 to 10200
ABB on the live tools
This article is the read. These pages are the terminal, each opening on ABB.