2nd straight up dayExpiry Tue 27 Oct · 10 sessions
Buying from the open, closes near the highs
Finnifty climbed 487 pts from 24,915 at 09:15 to 25,402 by 15:40 IST. Put writers added the most fresh OI at 25,000 (+0.1 L), right where the low held. Call writers built positions at 25,100–25,500, led by 25,500 (+0.1 L). Max pain held at 25,000 all session. PCR rose from 0.55 to 0.80.
SpotMax pain25,000 supportPCR15-min · IST
Open24,915
High · 14:0426,156
Low · 09:1524,915
Avg PCR0.59
Max pain25,000
Key levels into expiry
26,000Call wall · 0.9 L OIresistance
25,500Fresh calls +0.1 Lcap
25,402Close●
25,000Max pain · Fresh puts +0.1 L · held the lowmagnet
24,900Put wall · 0.4 L OIfloor
24,500Fresh puts +0.1 Lsupport
Where writers added today
25,500
+0.1 L
25,100
+0.0 L
25,400
+0.0 L
25,000
+0.1 L
24,500
+0.1 L
24,900
+0.1 L
■ calls ■ puts · OI change from the first snapshot to the close, strikes near spot
Move vs what options priced
Monthly ATM straddle at open706
Session range1,241
One session moved 1.8× the monthly straddle's full priced move.
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