SENSEX slid 971 pts from 74,745 at 09:15 to 73,774 by 14:30 IST. Put writers added the most fresh OI at 70,500 (+7.7 L). Call writers built positions at 75,000–76,000, led by 75,000 (+13.1 L). Max pain moved from 74,500 to 74,000, following price down. PCR fell from 1.22 to 0.74.
SpotMax painPCR15-min · IST
Open74,745
High · 09:1574,779
Low · 14:2573,739
Avg PCR0.88
Max pain74,000
Key levels into expiry
76,000Fresh calls +10.2 Lcap
75,000Call wall · 18.1 L OI · Fresh calls +13.1 Lresistance
74,000Max painmagnet
73,869Close●
72,500Fresh puts +5.9 Lsupport
71,000Put wall · 12.7 L OIfloor
70,500Fresh puts +7.7 Lsupport
Where writers added today
75,000
+13.1 L
76,000
+10.2 L
75,500
+8.5 L
70,500
+7.7 L
72,500
+5.9 L
71,000
+5.7 L
■ calls ■ puts · OI change from the first snapshot to the close, strikes near spot
Move vs what options priced
Weekly ATM straddle at open806
Session range1,041
One session moved 1.3× the weekly straddle's full priced move.
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