ABB India Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 5,200 | ₹— | —% | — | -750 | 11K |
| 0 | 0 | — | —% | ₹— | 5,300 | ₹— | —% | — | +2K | 11K |
| 0 | 0 | — | —% | ₹— | 5,400 | ₹— | —% | — | -4K | 16K |
| 875 | 0 | — | —% | ₹— | 5,500 | ₹— | —% | — | -125 | 24K |
| 0 | 0 | — | —% | ₹— | 5,600 | ₹— | —% | — | -6K | 13K |
| 625 | 0 | — | —% | ₹— | 5,700 | ₹— | —% | — | -4K | 11K |
| 2K | 0 | — | —% | ₹— | 5,800 | ₹— | —% | — | -4K | 19K |
| 875 | 0 | — | —% | ₹— | 5,900 | ₹— | —% | — | +2K | 13K |
| 11K | +125 | — | —% | ₹— | 6,000 | ₹— | —% | — | +7K | 84K |
| 13K | 0 | — | —% | ₹— | 6,100 | ₹— | —% | — | +750 | 18K |
| 24K | -20K | — | —% | ₹— | 6,200 | ₹— | —% | — | -750 | 35K |
| 12K | 0 | — | —% | ₹— | 6,300 | ₹— | —% | — | +875 | 42K |
| 16K | +2K | — | —% | ₹— | 6,400 | ₹— | —% | — | -375 | 14K |
| 37K | -3K | — | —% | ₹— | 6,500 | ₹— | —% | — | +12K | 38K |
| 66K | +9K | — | —% | ₹— | 6,600ATM | ₹— | —% | — | -625 | 41K |
| 37K | +13K | — | —% | ₹— | 6,700 | ₹— | —% | — | -125 | 10K |
| 25K | -2K | — | —% | ₹— | 6,800 | ₹— | —% | — | -500 | 11K |
| 15K | +4K | — | —% | ₹— | 6,900 | ₹— | —% | — | 0 | 6K |
| 63K | +3K | — | —% | ₹— | 7,000 | ₹— | —% | — | 0 | 30K |
| 15K | +3K | — | —% | ₹— | 7,100 | ₹— | —% | — | 0 | 5K |
| 26K | +4K | — | —% | ₹— | 7,200 | ₹— | —% | — | 0 | 7K |
| 15K | +3K | — | —% | ₹— | 7,300 | ₹— | —% | — | 0 | 3K |
| 14K | -2K | — | —% | ₹— | 7,400 | ₹— | —% | — | 0 | 7K |
| 36K | +6K | — | —% | ₹— | 7,500 | ₹— | —% | — | 0 | 2K |
| 7K | -875 | — | —% | ₹— | 7,600 | ₹— | —% | — | 0 | 2K |
| 7K | +4K | — | —% | ₹— | 7,700 | ₹— | —% | — | 0 | 250 |
| 20K | -1K | — | —% | ₹— | 7,800 | ₹— | —% | — | 0 | 500 |
| 30K | +6K | — | —% | ₹— | 8,000 | ₹— | —% | — | 0 | 1K |
| 23K | +4K | — | —% | ₹— | 8,200 | ₹— | —% | — | 0 | 2K |
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 landscape shows a pronounced significant cluster around the 6,500‑6,700 put strikes and the 7,500‑6,700 call strikes, indicating that market participants view this band as the primary support‑resistance corridor for the underlying. With the spot trading at ₹6,490, the 6,500 strike sits essentially at‑the‑money, while the 7,500 call forms the upper bound of the implied volatility‑driven range. Consequently, the 6,000 put and 6,700 call act as secondary cushions that could absorb price swings before the market breaches the identified extremities.
OI Buildup Activity
Fresh open‑interest additions of 13,375 contracts today at the 6,700 call, 9,000 at the 6,600 call, and 6,125 at the 7,500 call reveal significant aggressive substantial new writing on the upside side overall. On the downside, the puts attract 12,125 contracts at 6,500, 6,875 at 6,000 and 2,250 at 5,300, indicating a notable recent buildup of significant defensive market positions. The symmetry of OI inflows suggests that market makers are balancing their exposure across the strike spectrum rather than taking a directional bias.
Volatility Read
The at‑the‑money implied volatility stands at 37.77%, reflecting a moderately elevated premium currently priced into the broad market‑wide option contracts. The skew metric is overall neutral, indicating no pronounced demand imbalance between calls and puts at the current pricing level today.
Key OI Levels
The largest concentration of open interest resides at the 6,700 call (10,000 contracts) on the call side and the 6,500 put (10,000 contracts) on the put side.