SENSEX slid 516 pts from 72,987 at 09:15 to 72,471 by 14:15 IST. Put writers added the most fresh OI at 71,500 (+10.9 L). Call writers built positions at 73,000–74,500, led by 73,000 (+18.3 L). Max pain moved from 74,700 to 72,800, following price down. PCR fell from 1.89 to 1.04.
SpotMax painPCR15-min · IST
Open72,987
High · 12:0473,006
Low · 14:0072,424
Avg PCR1.36
Max pain72,800
Key levels into expiry
73,500Fresh calls +16.1 Lcap
73,000Call wall · 29.4 L OI · Fresh calls +18.3 Lresistance
72,800Max painmagnet
72,501Close●
72,000Fresh puts +9.5 L · Put wall · 23.1 L OIsupport
71,500Fresh puts +10.9 Lsupport
Where writers added today
73,000
+18.3 L
73,500
+16.1 L
74,500
+13.1 L
71,500
+10.9 L
72,000
+9.5 L
71,000
+7.2 L
■ calls ■ puts · OI change from the first snapshot to the close, strikes near spot
Move vs what options priced
Weekly ATM straddle at open663
Session range582
The session used 88% of the weekly straddle's priced move.
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