360 ONE WAM LIMITED Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 960 | ₹— | —% | — | +4K | 24K |
| 0 | 0 | — | —% | ₹— | 1,000 | ₹— | —% | — | +500 | 38K |
| — | — | — | —% | ₹— | 1,020 | ₹— | —% | — | 0 | 17K |
| 0 | 0 | — | —% | ₹— | 1,040 | ₹— | —% | — | +86K | 90K |
| 1K | 0 | — | —% | ₹— | 1,060 | ₹— | —% | — | +1K | 50K |
| 8K | 0 | — | —% | ₹— | 1,080 | ₹— | —% | — | -3K | 42K |
| 9K | 0 | — | —% | ₹— | 1,100 | ₹— | —% | — | +24K | 1.5 L |
| 18K | +11K | — | —% | ₹— | 1,120 | ₹— | —% | — | +11K | 2.9 L |
| 47K | +46K | — | —% | ₹— | 1,140 | ₹— | —% | — | -6K | 2.5 L |
| 1.4 L | +21K | — | —% | ₹— | 1,160 | ₹— | —% | — | +1.4 L | 2.4 L |
| 96K | +12K | — | —% | ₹— | 1,180 | ₹— | —% | — | +5K | 75K |
| 6.5 L | +19K | — | —% | ₹— | 1,200ATM | ₹— | —% | — | -3K | 2.3 L |
| 1.4 L | +24K | — | —% | ₹— | 1,220 | ₹— | —% | — | -500 | 31K |
| 1.3 L | -8K | — | —% | ₹— | 1,240 | ₹— | —% | — | 0 | 20K |
| 3.3 L | +20K | — | —% | ₹— | 1,260 | ₹— | —% | — | 0 | 9K |
| 38K | -2K | — | —% | ₹— | 1,280 | ₹— | —% | — | 0 | 3K |
| 6.3 L | +56K | — | —% | ₹— | 1,300 | ₹— | —% | — | 0 | 11K |
| 62K | -500 | — | —% | ₹— | 1,320 | ₹— | —% | — | -2K | 7K |
| 68K | -10K | — | —% | ₹— | 1,360 | ₹— | —% | — | 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 open‑interest (OI) profile shows a pronounced resistance band around the 1,300 ₹ call strike, where the highest CE OI of 1,000 contracts sits at the 0 ₹ level, signalling strong seller concentration. On the put side, support is anchored near the 1,120 ₹ strike, the locus of the largest PE OI at 2,75,500 contracts, indicating substantial defensive positioning. Together, these concentrations define an implied trading range roughly between 1,120 ₹ and 1,300 ₹ for the current expiry.
OI Buildup Activity
During the most recent trading session, fresh OI adds bolster the call side at 1,300 ₹ (+25,000), 1,160 ₹ (+16,000) and 1,200 ₹ (+12,000), reflecting incremental writer accumulation at higher strikes. On the put side, new OI accumulates at 1,160 ₹ (+26,500), 1,100 ₹ (+13,500) and 1,080 ₹ (+7,500), pointing to added protective positioning just below the current spot. The pattern of OI expansion suggests that market makers are reinforcing existing resistance and support zones rather than creating new speculative pockets.
Volatility Read
The at‑the‑money implied volatility registers at 0 %, indicating an unusually flat volatility environment for the underlying. The volatility skew is bearish, with lower‑strike puts carrying relatively higher implied vol than calls, reinforcing downside bias within the observed range.
Key OI Levels
The strike with the largest call OI concentration is 1,300 ₹, while the strike with the largest put OI concentration is 1,120 ₹.