SENSEX opened with a 227-pt gap down at 73,029. A steady start gave way at 11:00 IST and SENSEX slid 656 pts to 72,475. Put writers added the most fresh OI at 70,500 (+7.2 L). Call writers built positions at 73,000–75,000, led by 73,000 (+16.0 L). Max pain held at 72,800 all session. PCR fell from 1.82 to 1.12.
SpotMax painPCR15-min · IST
Open73,029
High · 09:1773,214
Low · 13:1572,475
Avg PCR1.31
Max pain72,800
Key levels into expiry
75,000Call wall · 27.1 L OIresistance
73,200Fresh calls +11.4 Lcap
73,000Fresh calls +16.0 Lcap
72,800Max painmagnet
72,713Close●
71,400Fresh puts +6.5 Lsupport
70,500Fresh puts +7.2 Lsupport
70,000Put wall · 29.3 L OIfloor
Where writers added today
73,000
+16.0 L
73,200
+11.4 L
75,000
+10.4 L
70,500
+7.2 L
71,400
+6.5 L
71,000
+5.8 L
■ calls ■ puts · OI change from the first snapshot to the close, strikes near spot
Move vs what options priced
Weekly ATM straddle at open659
Session range739
One session moved 1.1× the weekly straddle's full priced move.
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