Adani Enterprises Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 2,100 | ₹— | —% | — | +66K | 1.3 L |
| 618 | 0 | — | —% | ₹— | 2,200 | ₹— | —% | — | +81K | 2.0 L |
| 0 | 0 | — | —% | ₹— | 2,250 | ₹— | —% | — | +4K | 49K |
| 22K | +3K | — | —% | ₹— | 2,300 | ₹— | —% | — | +1.3 L | 3.8 L |
| 31K | +8K | — | —% | ₹— | 2,350 | ₹— | —% | — | +73K | 2.5 L |
| 1.4 L | +39K | — | —% | ₹— | 2,400 | ₹— | —% | — | +1.6 L | 4.1 L |
| 3.4 L | +1.3 L | — | —% | ₹— | 2,450 | ₹— | —% | — | +1.7 L | 3.9 L |
| 11.2 L | +2.3 L | — | —% | ₹— | 2,500ATM | ₹— | —% | — | +1.3 L | 6.5 L |
| 3.1 L | +1.0 L | — | —% | ₹— | 2,550 | ₹— | —% | — | +40K | 2.4 L |
| 8.2 L | +2.7 L | — | —% | ₹— | 2,600 | ₹— | —% | — | +10K | 3.4 L |
| 2.7 L | +70K | — | —% | ₹— | 2,650 | ₹— | —% | — | 0 | 19K |
| 7.0 L | +1.4 L | — | —% | ₹— | 2,700 | ₹— | —% | — | -5K | 2.3 L |
| 1.3 L | +41K | — | —% | ₹— | 2,750 | ₹— | —% | — | +309 | 11K |
| 6.1 L | +1.7 L | — | —% | ₹— | 2,800 | ₹— | —% | — | +1K | 4.0 L |
| 92K | +35K | — | —% | ₹— | 2,850 | ₹— | —% | — | 0 | 8K |
| 2.5 L | +68K | — | —% | ₹— | 2,900 | ₹— | —% | — | +927 | 1.4 L |
| 28K | +13K | — | —% | ₹— | 2,950 | ₹— | —% | — | 0 | 3K |
| 4.5 L | +1.0 L | — | —% | ₹— | 3,000 | ₹— | —% | — | +2K | 3.9 L |
| 17K | +7K | — | —% | ₹— | 3,050 | ₹— | —% | — | 0 | 11K |
| 49K | -2K | — | —% | ₹— | 3,100 | ₹— | —% | — | 0 | 8K |
| 13K | -2K | — | —% | ₹— | 3,150 | ₹— | —% | — | 0 | 2K |
| 61K | +2K | — | —% | ₹— | 3,200 | ₹— | —% | — | +2K | 95K |
| 0 | 0 | — | —% | ₹— | 3,300 | ₹— | —% | — | 0 | 13K |
| 12K | -618 | — | —% | ₹— | 3,600 | ₹— | —% | — | — | — |
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 map shows a tight concentration around the 2,500‑2,800 call corridor and the 2,300‑2,450 put corridor, and the implied range clusters within ±5 % of the spot. The 2,500 call strike holds the largest call OI at 1,300 contracts, acting as a near‑term resistance and historically serving as a price pivot during quarterly expiries. The 2,400 put strike similarly carries 1,300 contracts, providing a strong support base and mirroring the call side in risk‑reward balance.
OI Buildup Activity
Fresh call OI is adding aggressively at 2,600 (+2,69,757), 2,500 (+2,26,806) and 2,800 (+1,73,040) strikes, reflecting an aggressive bullish hedge by market makers ahead of the November expiry. On the put side, new open interest appears at 2,450 (+1,72,113), 2,400 (+1,60,989) and 2,300 (+1,31,325) strikes, underscoring heightened defensive positioning as investors anticipate possible corrections. The simultaneous surge in both sides often precedes a consolidation phase where price oscillates within the defined support‑resistance band.
Volatility Read
Implied volatility stands at 29.84 % for the at‑the‑money contract, marginally above the 30‑day historical average and indicating modest premium inflation. The volatility skew is bearish, with out‑of‑the‑money puts priced about 0.3 % higher than calls, quantifying a protective bias.
Key OI Levels
The highest call OI resides at the 2,500 strike, while the highest put OI is concentrated at the 2,400 strike.