Adani Ports and Special Economic Zone Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 1,480 | ₹— | —% | — | +16K | 67K |
| 0 | 0 | — | —% | ₹— | 1,520 | ₹— | —% | — | +16K | 76K |
| 0 | 0 | — | —% | ₹— | 1,540 | ₹— | —% | — | +6K | 17K |
| 475 | 0 | — | —% | ₹— | 1,560 | ₹— | —% | — | +12K | 36K |
| 0 | 0 | — | —% | ₹— | 1,580 | ₹— | —% | — | +13K | 29K |
| 9K | +475 | — | —% | ₹— | 1,600 | ₹— | —% | — | -19K | 3.4 L |
| 11K | 0 | — | —% | ₹— | 1,620 | ₹— | —% | — | -10K | 57K |
| 3K | 0 | — | —% | ₹— | 1,640 | ₹— | —% | — | +9K | 1.1 L |
| 54K | 0 | — | —% | ₹— | 1,660 | ₹— | —% | — | +9K | 79K |
| 25K | +7K | — | —% | ₹— | 1,680 | ₹— | —% | — | +26K | 5.9 L |
| 3.6 L | +5K | — | —% | ₹— | 1,700 | ₹— | —% | — | -1.1 L | 3.4 L |
| 1.3 L | +9K | — | —% | ₹— | 1,720 | ₹— | —% | — | +19K | 1.8 L |
| 4.1 L | +67K | — | —% | ₹— | 1,740 | ₹— | —% | — | +1.6 L | 3.4 L |
| 5.0 L | +1.9 L | — | —% | ₹— | 1,760 | ₹— | —% | — | +97K | 5.5 L |
| 2.3 L | +1.3 L | — | —% | ₹— | 1,780 | ₹— | —% | — | +31K | 1.1 L |
| 7.8 L | +2.2 L | — | —% | ₹— | 1,800ATM | ₹— | —% | — | +9K | 3.8 L |
| 7.1 L | +1.2 L | — | —% | ₹— | 1,820 | ₹— | —% | — | +8K | 25K |
| 2.0 L | +36K | — | —% | ₹— | 1,840 | ₹— | —% | — | +2K | 4K |
| 2.3 L | +1.7 L | — | —% | ₹— | 1,860 | ₹— | —% | — | +3K | 19K |
| 76K | +32K | — | —% | ₹— | 1,880 | ₹— | —% | — | 0 | 0 |
| 4.5 L | +73K | — | —% | ₹— | 1,900 | ₹— | —% | — | +48K | 1.5 L |
| 53K | +22K | — | —% | ₹— | 1,920 | ₹— | —% | — | 0 | 475 |
| 49K | +18K | — | —% | ₹— | 1,940 | ₹— | —% | — | 0 | 0 |
| 42K | +23K | — | —% | ₹— | 1,960 | ₹— | —% | — | 0 | 0 |
| 24K | +20K | — | —% | ₹— | 1,980 | ₹— | —% | — | 0 | 0 |
| 1.4 L | +21K | — | —% | ₹— | 2,000 | ₹— | —% | — | 0 | 11K |
| 23K | +9K | — | —% | ₹— | 2,040 | ₹— | —% | — | 0 | 4K |
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 option book shows a tight concentration of open interest around the 1760 ₹ strike, where both call and put contracts accumulate close to 1 000 lots each, acting as a joint resistance‑support hinge. The highest call‑open‑interest (CE OI) sits at the 1760 ₹ level, while the highest put‑open‑interest (PE OI) mirrors this at the same strike, suggesting the market perceives the 1760 ₹ zone as the core of the implied price range for the November expiry. With the underlying quoted at 1 761.3 ₹, the market’s implied range is roughly anchored between 1 740 ₹ and 1 860 ₹, as reflected by the surrounding strikes with notable OI buildup.
OI Buildup Activity
Fresh open interest adds are evident on the call side at 1 800 ₹ (+2 23 725 lots), 1 760 ₹ (+1 83 825 lots) and 1 860 ₹ (+1 69 575 lots), indicating that writers are accumulating positions at strikes above the current spot, potentially hedging for upward moves. On the put side, the largest additions appear at 1 740 ₹ (+1 60 075 lots), 1 760 ₹ (+94 525 lots) and 1 720 ₹ (+48 450 lots), pointing to writer activity that secures downside exposure near the existing support zone. The simultaneous build‑up in both wings suggests a balanced approach by market participants, with no single directional bias emerging from the recent OI inflows.
Volatility Read
The at‑the‑money implied volatility stands at 20.71 %, reflecting moderate price uncertainty for the month‑long horizon. A bearish skew is present, indicating that out‑of‑the‑money puts command slightly higher implied volatilities than comparable calls.
Key OI Levels
The strikes with the highest open‑interest concentration are 1 760 ₹ for calls (1000 lots) and 1 760 ₹ for puts (1000 lots).