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SBILIFE at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| SBILIFE | 1679.50 | n/a | 0.99 | 1640 / 1700 | 1660 | 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 250.98Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 1147.46Cr, 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 19.6% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 53 strikes are listed.
SBILIFE — Direction not established
Not enough matched session positioning for a direction
- The daySBILIFE at 1679.5 · PCR 0.99 full expiry, 0.99 on screen
- The positionsPut wall 1640 (2.28L, +1.03L today) · Call wall 1700 (1.69L, +9.4K today) · 1.47 puts added per call today
- The tradingBusiest 1660 (18.04L traded) · no leg changed both premium and Open Interest over today, against the previous session
Where SBILIFE sits against its walls
- Above the call wallSustained trade above 1700 (+20.5 from spot). Next call Open Interest above: 1800 (75.0K).
- Between the walls · spot is hereSpot between 1640 and 1700, now 66% of the way up. Max pain 1660 (−19.5 from spot).
- Below the put wallSustained trade below 1640 (−39.5 from spot). Next put Open Interest below: 1600 (1.26L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Move range high | 1747 | +68 (+4.04%) | — |
| Call wall | 1700 | +21 (+1.22%) | 1.69L |
| Next call wall | 1680 | +1 (+0.03%) | 75.0K |
| Spot | 1680 | — | — |
| Next put wall | 1660 | −20 (−1.16%) | 1.82L |
| Max pain | 1660 | −20 (−1.16%) | — |
| Gamma flip | 1654 | −26 (−1.54%) | — |
| Put wall | 1640 | −40 (−2.35%) | 2.28L |
| Move range low | 1612 | −68 (−4.04%) | — |
The move being priced
The ATM straddle prices a move of about ±68 to expiry, a range of 1612 to 1747, at an ATM implied volatility of 22.4%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:22 pm
- Legs matched34 of 42 (81%) · 17 Call, 17 Put
- Positioning leanNot measured
- SBILIFE vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 8 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, 1480 to 1880 · Full expiry, 53 strikes, 920 to 2480
SBILIFE on the live tools
This article is the read. These pages are the terminal, each opening on SBILIFE.