Aditya Birla Capital Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 34K | 0 | — | —% | ₹— | 330 | ₹— | —% | — | 0 | 1.1 L |
| 3K | 0 | — | —% | ₹— | 340 | ₹— | —% | — | 0 | 12K |
| 19K | 0 | — | —% | ₹— | 350 | ₹— | —% | — | -6K | 1.7 L |
| 19K | 0 | — | —% | ₹— | 360 | ₹— | —% | — | -12K | 5.4 L |
| 0 | 0 | — | —% | ₹— | 365 | ₹— | —% | — | 0 | 1.1 L |
| 56K | 0 | — | —% | ₹— | 370 | ₹— | —% | — | -31K | 7.2 L |
| 0 | -3K | — | —% | ₹— | 375 | ₹— | —% | — | +56K | 5.7 L |
| 68K | -6K | — | —% | ₹— | 380 | ₹— | —% | — | +1.0 L | 10.7 L |
| 65K | 0 | — | —% | ₹— | 385 | ₹— | —% | — | +47K | 26.4 L |
| 5.0 L | +37K | — | —% | ₹— | 390 | ₹— | —% | — | -1.3 L | 10.4 L |
| 3.6 L | -31K | — | —% | ₹— | 395 | ₹— | —% | — | +1.1 L | 5.1 L |
| 13.2 L | -2.3 L | — | —% | ₹— | 400ATM | ₹— | —% | — | +31K | 32.7 L |
| 4.5 L | +6K | — | —% | ₹— | 405 | ₹— | —% | — | +62K | 3.2 L |
| 17.6 L | -2.8 L | — | —% | ₹— | 410 | ₹— | —% | — | +47K | 8.7 L |
| 9.1 L | -1.2 L | — | —% | ₹— | 415 | ₹— | —% | — | -37K | 3.6 L |
| 16.1 L | -1.5 L | — | —% | ₹— | 420 | ₹— | —% | — | -3K | 5.3 L |
| 3.5 L | -31K | — | —% | ₹— | 425 | ₹— | —% | — | -6K | 31K |
| 8.9 L | -65K | — | —% | ₹— | 430 | ₹— | —% | — | 0 | 34K |
| 3.6 L | +74K | — | —% | ₹— | 435 | ₹— | —% | — | 0 | 47K |
| 7.9 L | +28K | — | —% | ₹— | 440 | ₹— | —% | — | 0 | 40K |
| 2.2 L | 0 | — | —% | ₹— | 445 | ₹— | —% | — | 0 | 9K |
| 11.9 L | -3.3 L | — | —% | ₹— | 450 | ₹— | —% | — | 0 | 37K |
| 47K | 0 | — | —% | ₹— | 455 | ₹— | —% | — | — | — |
| 2.2 L | +9K | — | —% | ₹— | 460 | ₹— | —% | — | 0 | 0 |
| 9K | 0 | — | —% | ₹— | 465 | ₹— | —% | — | — | — |
| 2.0 L | +3K | — | —% | ₹— | 470 | ₹— | —% | — | 0 | 0 |
| 3K | 0 | — | —% | ₹— | 475 | ₹— | —% | — | — | — |
| 6K | 0 | — | —% | ₹— | 480 | ₹— | —% | — | 0 | 6K |
| 65K | 0 | — | —% | ₹— | 485 | ₹— | —% | — | 0 | 9K |
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) concentration clusters around the 395‑440 ₹ corridor, suggesting that market participants view this band as the most probable trading range through expiry.
The highest CE OI sits at 210 ₹, while the highest PE OI also sits at 210 ₹, effectively framing a tight support–resistance envelope near the current spot of 404.9 ₹.
With the underlying price sandwiched between these two OI piles, the implied price band for the contract is roughly 395 ₹ to 440 ₹.
OI Buildup Activity
During the latest data window, the 435 ₹ call contract accumulates 435 k contracts, up 65,100 from the prior snapshot, indicating fresh bullish writer interest at that level.
Conversely, the 395 ₹ put contract gains 1,11,600 contracts, the largest PE OI addition, reflecting a substantial increase in downside protection demand.
Other notable additions include the 390 ₹ call (+37,200), 440 ₹ call (+27,900), 380 ₹ put (+96,100) and 375 ₹ put (+74,400), all pointing to active positioning across the mid‑range strikes.
Volatility Read
The at‑the‑money implied volatility stands at 23.27 %, marking a moderate volatility environment for the remaining days to expiry.
The volatility skew is neutral, implying that market participants do not perceive a pronounced bias toward either upside or downside moves.
Key OI Levels
The strikes with the highest open interest concentration are 210 ₹ for calls and 210 ₹ for puts.