SENSEX opened with a 660-pt gap up at 75,102. SENSEX slid 548 pts from 75,500 at 10:45 to 74,952 by 13:15 IST. Put writers added the most fresh OI at 75,000 (+5.6 L), right where the low held. Call writers built positions at 75,500–78,500, led by 78,500 (+4.0 L). Max pain held at 77,200 all session. PCR fell from 2.27 to 1.94.
SpotMax pain75,000 supportPCR15-min · IST
Open75,102
High · 10:5475,513
Low · 13:4074,901
Avg PCR1.88
Max pain77,200
Key levels into expiry
78,500Fresh calls +4.0 Lcap
77,500Fresh calls +4.0 Lcap
77,200Max painmagnet
77,000Call wall · 7.9 L OIresistance
75,442Close●
75,000Fresh puts +5.6 L · held the lowsupport
73,000Fresh puts +3.5 L · Put wall · 9.8 L OIsupport
Where writers added today
78,500
+4.0 L
77,500
+4.0 L
75,500
+2.9 L
75,000
+5.6 L
75,500
+4.5 L
73,000
+3.5 L
■ calls ■ puts · OI change from the first snapshot to the close, strikes near spot
Move vs what options priced
Weekly ATM straddle at open950
Session range612
The session used 64% of the weekly straddle's priced move.
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