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POLICYBZR at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| POLICYBZR | 987.70 | n/a | 0.90 | 900 / 1000 | 1040 | 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 426.83Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 487.15Cr, 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 14.3% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 69 strikes are listed.
POLICYBZR — Direction not established
Not enough matched session positioning for a direction
- The dayPOLICYBZR at 987.7 · PCR 0.90 full expiry, 1.08 on screen
- The positionsPut wall 900 (3.54L, +1.20L today) · Call wall 1000 (5.72L, +1.38L today) · 0.74 puts added per call today
- The tradingBusiest 980 (12.73L traded) · no leg changed both premium and Open Interest over today, against the previous session
Where POLICYBZR sits against its walls
- Above the call wallSustained trade above 1000 (+12.3 from spot). Next call Open Interest above: 1200 (5.87L).
- Between the walls · spot is hereSpot between 900 and 1000, now 88% of the way up. Max pain 1040 (+52.3 from spot).
- Below the put wallSustained trade below 900 (−87.7 from spot). Next put Open Interest below: 800 (4.28L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Move range high | 1079 | +91 (+9.25%) | — |
| Next call wall | 1040 | +52 (+5.30%) | 4.57L |
| Max pain | 1040 | +52 (+5.30%) | — |
| Call wall | 1000 | +12 (+1.25%) | 5.72L |
| Spot | 988 | — | — |
| Next put wall | 980 | −8 (−0.78%) | 1.99L |
| Gamma flip | 965 | −23 (−2.31%) | — |
| Put wall | 900 | −88 (−8.88%) | 3.54L |
| Move range low | 896 | −91 (−9.25%) | — |
The move being priced
The ATM straddle prices a move of about ±91 to expiry, a range of 896 to 1079, at an ATM implied volatility of 51.2%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:22 pm
- Legs matched35 of 42 (83%) · 15 Call, 20 Put
- Positioning leanNot measured
- POLICYBZR vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 7 of 42 displayed legs have no matched session reading.
- Premium figures are priced at ATM 1000, which differs from the strike nearest spot, 980.
- 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, 780 to 1180 · Full expiry, 69 strikes, 120 to 1800
POLICYBZR on the live tools
This article is the read. These pages are the terminal, each opening on POLICYBZR.