2nd straight up dayExpiry Tue 27 Oct · 15 sessions
Buying from the open, sellers fade it
Finnifty climbed 1,437 pts from 24,740 at 09:15 to 26,177 by 13:15 IST. Put writers added the most fresh OI at 25,000 (+0.1 L). Call writers built positions at 25,500–26,000, led by 25,500 (+0.1 L). Max pain moved from 24,800 to 24,900, following price up. PCR rose from 0.92 to 1.07.
SpotMax painPCR15-min · IST
Open24,740
High · 13:0926,177
Low · 09:1624,730
Avg PCR0.96
Max pain24,900
Key levels into expiry
26,000Fresh calls +0.1 Lcap
25,500Call wall · 0.2 L OI · Fresh calls +0.1 Lresistance
24,980Close●
24,900Max pain · Fresh puts +0.0 Lmagnet
24,600Put wall · 0.3 L OIfloor
Where writers added today
25,500
+0.1 L
26,000
+0.1 L
25,600
+0.1 L
25,000
+0.1 L
24,900
+0.0 L
25,100
+0.0 L
■ calls ■ puts · OI change from the first snapshot to the close, strikes near spot
Move vs what options priced
Monthly ATM straddle at open843
Session range1,448
One session moved 1.7× the monthly straddle's full priced move.
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