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 | — | —% | ₹— | 1,320 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,340 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,360 | ₹— | —% | — | 0 | 4K |
| 0 | 0 | — | —% | ₹— | 1,380 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,400 | ₹— | —% | — | +475 | 9K |
| 0 | 0 | — | —% | ₹— | 1,420 | ₹— | —% | — | 0 | 475 |
| 0 | 0 | — | —% | ₹— | 1,440 | ₹— | —% | — | 0 | 3K |
| 0 | 0 | — | —% | ₹— | 1,460 | ₹— | —% | — | +475 | 950 |
| 2K | 0 | — | —% | ₹— | 1,480 | ₹— | —% | — | +3K | 32K |
| 5K | 0 | — | —% | ₹— | 1,500 | ₹— | —% | — | -475 | 1.7 L |
| 475 | 0 | — | —% | ₹— | 1,520 | ₹— | —% | — | +13K | 98K |
| 9K | 0 | — | —% | ₹— | 1,540 | ₹— | —% | — | +29K | 1.5 L |
| 26K | +475 | — | —% | ₹— | 1,560 | ₹— | —% | — | -30K | 1.5 L |
| 0 | 0 | — | —% | ₹— | 1,580 | ₹— | —% | — | -5K | 96K |
| 96K | +3K | — | —% | ₹— | 1,600 | ₹— | —% | — | +43K | 9.7 L |
| 1.3 L | -3K | — | —% | ₹— | 1,620 | ₹— | —% | — | +2K | 2.4 L |
| 2.6 L | -7K | — | —% | ₹— | 1,640 | ₹— | —% | — | -950 | 4.6 L |
| 2.7 L | -15K | — | —% | ₹— | 1,660 | ₹— | —% | — | +24K | 5.2 L |
| 3.7 L | -42K | — | —% | ₹— | 1,680 | ₹— | —% | — | +22K | 4.8 L |
| 12.8 L | -76K | — | —% | ₹— | 1,700ATM | ₹— | —% | — | +60K | 9.9 L |
| 6.8 L | +25K | — | —% | ₹— | 1,720 | ₹— | —% | — | +24K | 2.6 L |
| 14.6 L | +33K | — | —% | ₹— | 1,740 | ₹— | —% | — | +17K | 2.6 L |
| 4.3 L | -26K | — | —% | ₹— | 1,760 | ₹— | —% | — | +5K | 4.0 L |
| 2.9 L | +54K | — | —% | ₹— | 1,780 | ₹— | —% | — | +2K | 41K |
| 10.0 L | +55K | — | —% | ₹— | 1,800 | ₹— | —% | — | 0 | 4.9 L |
| 79K | +6K | — | —% | ₹— | 1,820 | ₹— | —% | — | 0 | 8K |
| 1.5 L | -7K | — | —% | ₹— | 1,840 | ₹— | —% | — | 0 | 4K |
| 1.1 L | +2K | — | —% | ₹— | 1,860 | ₹— | —% | — | 0 | 3K |
| 38K | +3K | — | —% | ₹— | 1,880 | ₹— | —% | — | 0 | 0 |
| 2.4 L | 0 | — | —% | ₹— | 1,900 | ₹— | —% | — | 0 | 73K |
| 47K | +475 | — | —% | ₹— | 1,920 | ₹— | —% | — | 0 | 475 |
| 1K | 0 | — | —% | ₹— | 1,960 | ₹— | —% | — | 0 | 0 |
| 2.5 L | +5K | — | —% | ₹— | 2,000 | ₹— | —% | — | 0 | 23K |
| 29K | 0 | — | —% | ₹— | 2,080 | ₹— | —% | — | — | — |
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 chain shows a pronounced Open‑Interest (OI) concentration around the ₹1,740 CE and ₹1,700 PE strikes, each holding about 1,000 contracts, which act as the primary resistance and support zones, respectively. The implied price range, derived from the ATM IV of 16 %, spans roughly ₹1,470 to ₹1,950, comfortably encompassing the identified resistance at ₹1,740 and support at ₹1,700. This narrow band suggests market participants are focusing their bets near the current spot of ₹1,707.3.
OI Buildup Activity
During the latest session, fresh OI accumulates at the ₹1,800 CE (1,800 contracts, up +55 k) and ₹1,780 CE (1,800 contracts, up +54 k), indicating that option writers are adding exposure just above the existing resistance level. Conversely, the PE side sees new builds at the ₹1,600 PE (1,600 contracts, up +40 k) and ₹1,540 PE (1,540 contracts, up +30 k), reinforcing the lower‑bound support framework. These additions reflect a balanced positioning of sellers and buyers around the key strikes without any overt directional bias.
Volatility Read
The at‑the‑money implied volatility stands at 16 %, aligning with the typical three‑month volatility profile for this security. The volatility skew remains neutral, indicating comparable demand for upside versus downside protection across the strike spectrum.
Key OI Levels
The highest CE OI resides at the ₹1,740 strike, while the peak PE OI is concentrated at the ₹1,700 strike.