NYKAA Analysis · Active

NYKAA Options — Where Positioning Sits Today

NYKAA, read from the same option-chain engine as the live chain — data as of 3:22 pm IST. Every figure is measured from the saved chain; where a reading cannot be formed, the page says so instead of guessing.

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Update 3:15 pm · data as of 3:22 pm IST · Analysis only · Sahi does not provide investment advice

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NYKAA at a glance

StockSpotDay changePCRPut / call wallMax painVerdict
NYKAA345.20n/a0.78310 / 350335Direction 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 209.92Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 345.52Cr, 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 13.5% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 49 strikes are listed.

NYKAA — Direction not established

Not enough matched session positioning for a direction

  • The dayNYKAA at 345.2 · PCR 0.78 full expiry, 0.75 on screen
  • The positionsPut wall 310 (5.34L, +43.8K today) · Call wall 350 (10.03L, +5.38L today) · 0.64 puts added per call today
  • The tradingBusiest 340 (27.72L traded) · no leg changed both premium and Open Interest over today, against the previous session

Where NYKAA sits against its walls

  • Above the call wallSustained trade above 350 (+4.8 from spot). Next call Open Interest above: 360 (4.66L).
  • Between the walls · spot is hereSpot between 310 and 350, now 88% of the way up. Max pain 335 (−10.2 from spot).
  • Below the put wallSustained trade below 310 (−35.2 from spot). Next put Open Interest below: 300 (5.13L).

Levels

LevelPriceFrom spotOpen Interest
Move range high366+20 (+5.93%)—
Next call wall360+15 (+4.29%)4.66L
Call wall350+5 (+1.39%)10.03L
Spot345——
Max pain335−10 (−2.95%)—
Move range low325−20 (−5.93%)—
Gamma flip321−24 (−6.90%)—
Next put wall320−25 (−7.30%)5.00L
Put wall310−35 (−10.20%)5.34L

The move being priced

The ATM straddle prices a move of about ±20 to expiry, a range of 325 to 366, at an ATM implied volatility of 33.0%. This is a pricing convention, not a forecast.

How this verdict was reached

  • Comparison windowSession, previous close to 3:22 pm
  • Legs matched32 of 42 (76%) · 18 Call, 14 Put
  • Positioning leanNot measured
  • NYKAA vs previous closeNo previous close
  • ResultDirection not established

What is uncertain

  • 10 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, 295 to 395 · Full expiry, 49 strikes, 170 to 500

NYKAA on the live tools

This article is the read. These pages are the terminal, each opening on NYKAA.