SENSEX opened with a 174-pt gap up at 72,513. SENSEX climbed 508 pts from 72,513 at 09:15 to 73,022 by 15:30 IST. Put writers added the most fresh OI at 70,000 (+12.6 L). Call writers built positions at 73,000–75,000, led by 75,000 (+5.9 L). Max pain moved from 76,800 to 73,200. PCR rose from 1.46 to 1.65.
SpotMax painPCR15-min · IST
Open72,513
High · 15:3173,046
Low · 09:1672,436
Avg PCR1.74
Max pain73,200
Key levels into expiry
75,000Fresh calls +5.9 Lcap
74,000Call wall · 13.0 L OIresistance
73,600Fresh calls +4.2 Lcap
73,200Max painmagnet
73,001Close●
71,000Fresh puts +10.4 Lsupport
70,000Fresh puts +12.6 L · Put wall · 21.3 L OIsupport
Where writers added today
75,000
+5.9 L
73,000
+4.7 L
73,600
+4.2 L
70,000
+12.6 L
71,000
+10.4 L
72,500
+8.8 L
■ calls ■ puts · OI change from the first snapshot to the close, strikes near spot
Move vs what options priced
Weekly ATM straddle at open805
Session range610
The session used 76% of the weekly straddle's priced move.
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