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HDFCBANK at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| HDFCBANK | 684.90 | n/a | 0.66 | 650 / 700 | 700 | 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 8507.84Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 10337.33Cr, 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 17.2% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 42 strikes are listed.
HDFCBANK — Direction not established
Not enough matched session positioning for a direction
- The dayHDFCBANK at 684.9 · PCR 0.66 full expiry, 0.71 on screen
- The positionsPut wall 650 (76.76L, +1.43L today) · Call wall 700 (1.78Cr, +16.40L today) · 1.16 puts added per call today
- The tradingBusiest 680 (2.86Cr traded) · no leg changed both premium and Open Interest over today, against the previous session
Where HDFCBANK sits against its walls
- Above the call wallSustained trade above 700 (+15.1 from spot). Next call Open Interest above: 720 (1.41Cr).
- Between the walls · spot is hereSpot between 650 and 700, now 70% of the way up. Max pain 700 (+15.1 from spot).
- Below the put wallSustained trade below 650 (−34.9 from spot). Next put Open Interest below: 640 (18.27L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Next call wall | 720 | +35 (+5.12%) | 1.41Cr |
| Move range high | 712 | +27 (+3.96%) | — |
| Call wall | 700 | +15 (+2.20%) | 1.78Cr |
| Max pain | 700 | +15 (+2.20%) | — |
| Spot | 685 | — | — |
| Next put wall | 680 | −5 (−0.72%) | 55.99L |
| Move range low | 658 | −27 (−3.96%) | — |
| Gamma flip | 655 | −30 (−4.42%) | — |
| Put wall | 650 | −35 (−5.10%) | 76.76L |
The move being priced
The ATM straddle prices a move of about ±27 to expiry, a range of 658 to 712, at an ATM implied volatility of 21.9%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:22 pm
- Legs matched38 of 42 (90%) · 19 Call, 19 Put
- Positioning leanNot measured
- HDFCBANK vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 4 of 42 displayed legs have no matched session reading.
- Premium figures are priced at ATM 690, which differs from the strike nearest spot, 680.
- 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, 580 to 780 · Full expiry, 42 strikes, 380 to 1020
HDFCBANK on the live tools
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