Selling from the open, losses pared into the close
SENSEX slid 915 pts from 72,366 at 09:15 to 71,451 by 15:00 IST. Put writers added the most fresh OI at 71,400 (+34.9 L), right where the low held. Call writers built positions at 71,600–72,000, led by 71,600 (+54.0 L). Max pain moved from 73,300 to 71,600, following price down. PCR fell from 1.20 to 0.80.
SpotMax pain71,400 supportPCR15-min · IST
Open72,366
High · 09:1772,476
Low · 15:1271,389
Avg PCR0.84
Max pain71,600
Key levels into expiry
71,700Fresh calls +36.9 Lcap
71,600Call wall · 54.1 L OI · Fresh calls +54.0 L · Max painresistance
71,593Close●
71,400Fresh puts +34.9 L · held the low · Put wall · 45.0 L OIsupport
71,300Fresh puts +26.1 L · held the lowsupport
Where writers added today
71,600
+54.0 L
71,700
+36.9 L
72,000
+30.5 L
71,400
+34.9 L
71,600
+26.7 L
71,300
+26.1 L
■ calls ■ puts · OI change from the first snapshot to the close, strikes near spot
Move vs what options priced
Weekly ATM straddle at open392
Session range1,088
One session moved 2.8× the weekly straddle's full priced move.
RetailInterest is not a SEBI-registered investment adviser.
All content, tools, analytics and signals on this platform are for
educational and informational purposes only and do not constitute
investment advice or a recommendation to buy or sell any securities.
Trading in derivatives, options and futures carries significant risk of
loss. Past performance is not indicative of future results.
Read full disclaimer.