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WAAREEENER at a glance
| Stock | Spot | Day change | PCR | Put / call wall | Max pain | Verdict |
|---|---|---|---|---|---|---|
| WAAREEENER | 2256.60 | n/a | 0.81 | 2200 / 2300 | 2300 | 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 370.26Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 2049.36Cr, 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 16.5% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 99 strikes are listed.
WAAREEENER — Direction not established
Not enough matched session positioning for a direction
- The dayWAAREEENER at 2256.6 · PCR 0.81 full expiry, 0.88 on screen
- The positionsPut wall 2200 (1.32L, +36.9K today) · Call wall 2300 (2.97L, +1.04L today) · 0.45 puts added per call today
- The tradingBusiest 2200 (25.46L traded) · no leg changed both premium and Open Interest over today, against the previous session
Where WAAREEENER sits against its walls
- Above the call wallSustained trade above 2300 (+43.4 from spot). Next call Open Interest above: 2500 (3.23L).
- Between the walls · spot is hereSpot between 2200 and 2300, now 57% of the way up. Max pain 2300 (+43.4 from spot).
- Below the put wallSustained trade below 2200 (−56.6 from spot). Next put Open Interest below: 2000 (1.68L).
Levels
| Level | Price | From spot | Open Interest |
|---|---|---|---|
| Next call wall | 2400 | +143 (+6.35%) | 2.35L |
| Move range high | 2382 | +125 (+5.54%) | — |
| Call wall | 2300 | +43 (+1.92%) | 2.97L |
| Max pain | 2300 | +43 (+1.92%) | — |
| Spot | 2257 | — | — |
| Next put wall | 2240 | −17 (−0.74%) | 1.07L |
| Put wall | 2200 | −57 (−2.51%) | 1.32L |
| Gamma flip | 2169 | −87 (−3.87%) | — |
| Move range low | 2132 | −125 (−5.54%) | — |
The move being priced
The ATM straddle prices a move of about ±125 to expiry, a range of 2132 to 2382, at an ATM implied volatility of 30.7%. This is a pricing convention, not a forecast.
How this verdict was reached
- Comparison windowSession, previous close to 3:22 pm
- Legs matched36 of 42 (86%) · 16 Call, 20 Put
- Positioning leanNot measured
- WAAREEENER vs previous closeNo previous close
- ResultDirection not established
What is uncertain
- 6 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, 2060 to 2460 · Full expiry, 99 strikes, 1120 to 3760
WAAREEENER on the live tools
This article is the read. These pages are the terminal, each opening on WAAREEENER.