ABB India Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 2K | 0 | — | —% | ₹— | 6,200 | ₹— | —% | — | +4K | 12K |
| 750 | 0 | — | —% | ₹— | 6,400 | ₹— | —% | — | +125 | 12K |
| 2K | 0 | — | —% | ₹— | 6,600 | ₹— | —% | — | 0 | 750 |
| 1K | 0 | — | —% | ₹— | 6,700 | ₹— | —% | — | -4K | 43K |
| 250 | 0 | — | —% | ₹— | 6,800 | ₹— | —% | — | 0 | 0 |
| 875 | 0 | — | —% | ₹— | 6,900 | ₹— | —% | — | -125 | 87K |
| 6K | +750 | — | —% | ₹— | 7,000 | ₹— | —% | — | +12K | 86K |
| 2K | -125 | — | —% | ₹— | 7,100 | ₹— | —% | — | +375 | 26K |
| 8K | -250 | — | —% | ₹— | 7,200 | ₹— | —% | — | +4K | 92K |
| 30K | +3K | — | —% | ₹— | 7,300 | ₹— | —% | — | +875 | 84K |
| 53K | +5K | — | —% | ₹— | 7,400 | ₹— | —% | — | +4K | 1.1 L |
| 1.1 L | +7K | — | —% | ₹— | 7,500ATM | ₹— | —% | — | -875 | 1.0 L |
| 72K | -2K | — | —% | ₹— | 7,600 | ₹— | —% | — | -375 | 26K |
| 72K | 0 | — | —% | ₹— | 7,700 | ₹— | —% | — | -500 | 31K |
| 61K | +5K | — | —% | ₹— | 7,800 | ₹— | —% | — | -250 | 20K |
| 25K | +500 | — | —% | ₹— | 7,900 | ₹— | —% | — | 0 | 125 |
| 1.3 L | +11K | — | —% | ₹— | 8,000 | ₹— | —% | — | 0 | 8K |
| 17K | +375 | — | —% | ₹— | 8,100 | ₹— | —% | — | 0 | 625 |
| 33K | -2K | — | —% | ₹— | 8,200 | ₹— | —% | — | 0 | 875 |
| 125 | 0 | — | —% | ₹— | 8,300 | ₹— | —% | — | 0 | 250 |
| 22K | +625 | — | —% | ₹— | 8,400 | ₹— | —% | — | 0 | 125 |
| 25K | +2K | — | —% | ₹— | 8,500 | ₹— | —% | — | 0 | 1K |
| 0 | 0 | — | —% | ₹— | 8,600 | ₹— | —% | — | 0 | 1K |
| 7K | -125 | — | —% | ₹— | 8,700 | ₹— | —% | — | 0 | 125 |
| 5K | 0 | — | —% | ₹— | 8,800 | ₹— | —% | — | 0 | 250 |
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) map shows a clear concentration around the 7,400–7,500 ₹ call zone and the 7,000–7,200 ₹ put zone. The highest call OI sits at 7,500 ₹ (10,000 contracts), while the highest put OI is at 7,000 ₹ (10,000 contracts), establishing a bilateral support‑resistance band. With the spot price at 7,410 ₹, the implied range for the September expiry lies roughly between 7,000 ₹ and 7,500 ₹, suggesting market participants expect limited movement beyond these thresholds.
OI Buildup Activity
During the latest data window, fresh call OI accumulated at 7,800 ₹ (+10,875 contracts), 7,500 ₹ (+8,125 contracts) and 7,400 ₹ (+5,125 contracts), indicating that writers are stacking positions near the upper resistance zone. On the put side, new OI appeared at 7,000 ₹ (+11,875 contracts), 7,200 ₹ (+4,250 contracts) and 6,200 ₹ (+4,000 contracts), showing writers hedging around the lower support level. The symmetry of fresh OI suggests a balanced positioning of sellers on both sides of the market, with a slight tilt toward the call side at the higher strikes.
Volatility Read
The at‑the‑money implied volatility stands at 25.2 %, reflecting moderate expectations of price swing for the remaining 25 days to expiry. The volatility skew is neutral, implying no pronounced bias toward either upside or downside volatility skew.
Key OI Levels
The strikes with the largest open‑interest concentrations are 7,500 ₹ on the call side and 7,000 ₹ on the put side, each holding 10,000 contracts.