Amber Enterprises India Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 6,000 | ₹— | —% | — | +900 | 2K |
| 0 | 0 | — | —% | ₹— | 6,200 | ₹— | —% | — | 0 | 0 |
| 300 | 0 | — | —% | ₹— | 6,400 | ₹— | —% | — | 0 | 11K |
| — | — | — | —% | ₹— | 6,500 | ₹— | —% | — | 0 | 3K |
| 2K | 0 | — | —% | ₹— | 6,600 | ₹— | —% | — | +3K | 9K |
| 0 | 0 | — | —% | ₹— | 6,700 | ₹— | —% | — | -300 | 24K |
| 100 | 0 | — | —% | ₹— | 6,800 | ₹— | —% | — | 0 | 100 |
| 400 | 0 | — | —% | ₹— | 6,900 | ₹— | —% | — | +300 | 16K |
| 3K | 0 | — | —% | ₹— | 7,000 | ₹— | —% | — | -6K | 77K |
| 2K | 0 | — | —% | ₹— | 7,100 | ₹— | —% | — | -1K | 14K |
| 94K | -100 | — | —% | ₹— | 7,200 | ₹— | —% | — | -100 | 44K |
| 34K | +100 | — | —% | ₹— | 7,300 | ₹— | —% | — | +4K | 29K |
| 36K | -6K | — | —% | ₹— | 7,400 | ₹— | —% | — | -300 | 53K |
| 1.1 L | +1K | — | —% | ₹— | 7,500ATM | ₹— | —% | — | -2K | 80K |
| 67K | +2K | — | —% | ₹— | 7,600 | ₹— | —% | — | -2K | 34K |
| 93K | +900 | — | —% | ₹— | 7,700 | ₹— | —% | — | 0 | 48K |
| 73K | -10K | — | —% | ₹— | 7,800 | ₹— | —% | — | -200 | 25K |
| 37K | +6K | — | —% | ₹— | 7,900 | ₹— | —% | — | 0 | 4K |
| 1.2 L | +4K | — | —% | ₹— | 8,000 | ₹— | —% | — | 0 | 12K |
| 21K | +500 | — | —% | ₹— | 8,100 | ₹— | —% | — | 0 | 0 |
| 53K | -3K | — | —% | ₹— | 8,200 | ₹— | —% | — | 0 | 2K |
| 0 | 0 | — | —% | ₹— | 8,300 | ₹— | —% | — | 0 | 2K |
| 0 | 0 | — | —% | ₹— | 8,400 | ₹— | —% | — | 0 | 5K |
| 100 | 0 | — | —% | ₹— | 8,500 | ₹— | —% | — | 0 | 0 |
| 43K | +3K | — | —% | ₹— | 8,600 | ₹— | —% | — | 0 | 3K |
| 0 | 0 | — | —% | ₹— | 8,800 | ₹— | —% | — | 0 | 600 |
| 0 | 0 | — | —% | ₹— | 9,000 | ₹— | —% | — | 0 | 0 |
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 clear concentration at the ₹8,000 call and the ₹7,300 put strikes, each holding 10,000 contracts, delineating a practical resistance zone near ₹8,000 and a support zone near ₹7,300. The implied range, derived from the ATM IV of 24.4 % and the OI clusters, spans roughly ₹7,300‑₹8,000 for the remaining days to expiry. The spot at ₹7,474 sits centrally within this band, suggesting the market is pricing limited directional movement for the short‑term horizon.
OI Buildup Activity
During the latest roll‑over, fresh call OI accumulates at the ₹7,900 (7,900 contracts added), ₹8,000 (3,400 contracts) and ₹8,600 (2,900 contracts) strikes, indicating that market makers are reinforcing the upper boundary of the range. On the put side, new OI injects at the ₹7,300 (4,000 contracts), ₹6,600 (2,900 contracts) and ₹6,000 (800 contracts) strikes, bolstering the lower boundary and providing additional cushion beneath the support level. The net effect is a balanced buildup of long‑option positions on both sides, with writers likely hedging through delta‑neutral adjustments.
Volatility Read
The ATM implied volatility stands at 24.4 %, a moderate level that reflects neither extreme fear nor complacency. The volatility skew is bearish, with out‑of‑the‑money calls priced slightly cheaper than comparable puts, hinting at market expectations of limited upside beyond the ₹8,000 resistance.
Key OI Levels
The highest open‑interest concentrations appear at the ₹8,000 call (10,000 contracts) and the ₹7,300 put (10,000 contracts).