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ULTRACEMCO at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| ULTRACEMCO | 11158.00 | n/a | 0.65 | 11000 / 11500 | 11000 | 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 363.64Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 541.61Cr, 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 16.8% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 70 strikes are listed.
ULTRACEMCO — Direction not established
Not enough matched session positioning for a direction
- The dayULTRACEMCO at 11158 · PCR 0.65 full expiry, 0.52 on screen
- The positionsPut wall 11000 (29.2K, +3.5K today) · Call wall 11500 (54.4K, +14.4K today) · 0.63 puts added per call today
- The tradingBusiest 11500 (1.27L traded) · no leg changed both premium and Open Interest over today, against the previous session
Where ULTRACEMCO sits against its walls
- Above the call wallSustained trade above 11500 (+342 from spot). Next call Open Interest above: 12000 (47.7K).
- Between the walls · spot is hereSpot between 11000 and 11500, now 32% of the way up. Max pain 11000 (−158 from spot).
- Below the put wallSustained trade below 11000 (−158 from spot). Next put Open Interest below: 10000 (52.0K).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Move range high | 11581 | +423 (+3.79%) | — |
| Call wall | 11500 | +342 (+3.07%) | 54.4K |
| Next call wall | 11200 | +42 (+0.38%) | 24.0K |
| Spot | 11158 | — | — |
| Put wall | 11000 | −158 (−1.42%) | 29.2K |
| Max pain | 11000 | −158 (−1.42%) | — |
| Move range low | 10735 | −423 (−3.79%) | — |
| Gamma flip | 10552 | −606 (−5.43%) | — |
| Next put wall | 10500 | −658 (−5.90%) | 26.4K |
The move being priced
The ATM straddle prices a move of about ±423 to expiry, a range of 10735 to 11581, at an ATM implied volatility of 21.0%. 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
- ULTRACEMCO vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 4 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, 10200 to 12200 · Full expiry, 70 strikes, 5600 to 16000
ULTRACEMCO on the live tools
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