11:00 IST · Thursday
Expiry Special
Weekly expiry day, live. Strike-by-strike OI walk, max-pain anchor through the morning grind, the writers' last defended floor.
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Expiry Special: live walk through the Fri 15 May 2026 expiry
Live read of the Thursday expiry morning grind, the writers' defended strikes, and the case for the 15:30 settlement print.
May 15, 2026 · 5 min read · NEUTRAL · horizon intraday
- intradayNIFTY 25000 CEOI rose 32% from 1.14 crore to 1.51 crore contracts between 09:16 and 11:00 IST, with premium collapsing from ₹14.20 to ₹7.85. Clean short-build, writers defended twice on intraday probes to 24,935 and 24,927.
- intradayNIFTY 24900 PEFresh PE writing of 28% added 26 lakh contracts to take OI from 92 lakh to 1.18 crore. Premium melted 36% from ₹41.60 to ₹26.40. The pin-defense strike of the day.
- intradayNIFTY 24800 PEOI added 16% from 1.62 crore to 1.88 crore contracts, the downside floor of the chain. Writers held the strike 88 points away from spot at the morning low of 24,888.
- intradayBANKNIFTY 52500 CEOI climbed 30% from 38.2 lakh to 49.7 lakh contracts as the CE premium collapsed 50% from ₹62 to ₹31 on the 52,510 to 52,388 fade. The resistance wall of the BankNifty May chain.
- intradayBANKNIFTY 52000 PEStatic OI of 41.4 lakh contracts held through the morning with no add and no unwind. The floor writers were not stress-tested by the 52,388 morning low.