360 ONE WAM LIMITED Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 800 | ₹— | —% | — | +500 | 500 |
| 0 | 0 | — | —% | ₹— | 840 | ₹— | —% | — | +14K | 14K |
| 0 | 0 | — | —% | ₹— | 860 | ₹— | —% | — | +12K | 12K |
| 0 | 0 | — | —% | ₹— | 880 | ₹— | —% | — | +13K | 19K |
| 3K | 0 | — | —% | ₹— | 900 | ₹— | —% | — | +16K | 30K |
| 500 | 0 | — | —% | ₹— | 920 | ₹— | —% | — | +7K | 15K |
| 2K | +1K | — | —% | ₹— | 940ATM | ₹— | —% | — | +8K | 5.4 L |
| 0 | 0 | — | —% | ₹— | 960 | ₹— | —% | — | +4K | 41K |
| 54K | +12K | — | —% | ₹— | 980 | ₹— | —% | — | +39K | 92K |
| 3.1 L | +86K | — | —% | ₹— | 1,000 | ₹— | —% | — | +2K | 67K |
| 5.0 L | +27K | — | —% | ₹— | 1,020 | ₹— | —% | — | +4K | 22K |
| 48K | +18K | — | —% | ₹— | 1,040 | ₹— | —% | — | +500 | 66K |
| 38K | +14K | — | —% | ₹— | 1,060 | ₹— | —% | — | -3K | 3K |
| 51K | +2K | — | —% | ₹— | 1,080 | ₹— | —% | — | 0 | 3K |
| 92K | -36K | — | —% | ₹— | 1,100 | ₹— | —% | — | 0 | 15K |
| 9K | +6K | — | —% | ₹— | 1,120 | ₹— | —% | — | 0 | 4K |
| 38K | -4K | — | —% | ₹— | 1,140 | ₹— | —% | — | 0 | 2K |
| 17K | +500 | — | —% | ₹— | 1,160 | ₹— | —% | — | 0 | 3K |
| 0 | 0 | — | —% | ₹— | 1,180 | ₹— | —% | — | 0 | 0 |
| 17K | +3K | — | —% | ₹— | 1,200 | ₹— | —% | — | 0 | 0 |
| 4K | +4K | — | —% | ₹— | 1,240 | ₹— | —% | — | 0 | 3K |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Live Greeks Panel
Key Strike Levels
The call open interest peaks at the ₹3,32,500 strike with 1,120 contracts, indicating a strong resistance zone that has held throughout the recent trading sessions. Put open interest is most concentrated at the ₹2,05,500 strike with 1,000 contracts, forming a notable support level that has historically anchored price swings. The implied price corridor, bounded by these two strikes, suggests the market expects the underlying to trade within this band through expiry, reflecting a relatively tight range outlook.
OI Buildup Activity
New call open interest of 980 contracts accumulates at the ₹3,32,500 strike, adding 6,500 contracts since the previous close, signaling aggressive positioning by bullish participants. Additional call interest of 800 contracts builds at the next lower strike, contributing a rise of 2,000 contracts and reinforcing the layered resistance structure. No fresh put open interest is reported, implying that put writers remain static while call writers are actively expanding positions, a pattern consistent with the observed bearish skew.
Volatility Read
The at‑the‑money implied volatility registers at 0%, reflecting a flat volatility environment despite the underlying’s low liquidity. The skew is bearish, indicating greater demand for downside protection relative to upside exposure, which aligns with the premium accumulation at lower strikes.
Key OI Levels
The highest concentrations are observed at the ₹3,32,500 call strike (1,120 OI) and the ₹2,05,500 put strike (1,000 OI).