Ambuja Cements Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 340 | ₹— | —% | — | 0 | 0 |
| 2K | 0 | — | —% | ₹— | 350 | ₹— | —% | — | 0 | 8K |
| 0 | 0 | — | —% | ₹— | 355 | ₹— | —% | — | 0 | 0 |
| 4K | 0 | — | —% | ₹— | 360 | ₹— | —% | — | 0 | 74K |
| 5K | 0 | — | —% | ₹— | 365 | ₹— | —% | — | 0 | 6K |
| 5K | 0 | — | —% | ₹— | 370 | ₹— | —% | — | -4K | 64K |
| 4K | 0 | — | —% | ₹— | 375 | ₹— | —% | — | 0 | 1.5 L |
| 1.1 L | -2K | — | —% | ₹— | 380 | ₹— | —% | — | +5K | 6.0 L |
| 34K | 0 | — | —% | ₹— | 385 | ₹— | —% | — | 0 | 56K |
| 59K | +2K | — | —% | ₹— | 390 | ₹— | —% | — | -2K | 4.4 L |
| 35K | -2K | — | —% | ₹— | 395 | ₹— | —% | — | +4K | 1.6 L |
| 8.5 L | +31K | — | —% | ₹— | 400 | ₹— | —% | — | -13K | 12.1 L |
| 4.1 L | -28K | — | —% | ₹— | 405 | ₹— | —% | — | +70K | 4.9 L |
| 29.2 L | +7K | — | —% | ₹— | 410ATM | ₹— | —% | — | +1.1 L | 11.9 L |
| 10.6 L | -20K | — | —% | ₹— | 415 | ₹— | —% | — | -1K | 2.4 L |
| 19.4 L | -2.9 L | — | —% | ₹— | 420 | ₹— | —% | — | -17K | 8.5 L |
| 3.8 L | -17K | — | —% | ₹— | 425 | ₹— | —% | — | 0 | 1.3 L |
| 10.9 L | -2K | — | —% | ₹— | 430 | ₹— | —% | — | -8K | 5.5 L |
| 4.1 L | +48K | — | —% | ₹— | 435 | ₹— | —% | — | 0 | 1.6 L |
| 13.8 L | -84K | — | —% | ₹— | 440 | ₹— | —% | — | 0 | 2.9 L |
| 90K | +18K | — | —% | ₹— | 445 | ₹— | —% | — | 0 | 4K |
| 8.0 L | -4K | — | —% | ₹— | 450 | ₹— | —% | — | 0 | 6.3 L |
| 50K | +7K | — | —% | ₹— | 455 | ₹— | —% | — | 0 | 18K |
| 1.9 L | 0 | — | —% | ₹— | 460 | ₹— | —% | — | 0 | 2.7 L |
| 0 | 0 | — | —% | ₹— | 465 | ₹— | —% | — | 0 | 0 |
| 1.9 L | 0 | — | —% | ₹— | 470 | ₹— | —% | — | 0 | 34K |
| 6K | 0 | — | —% | ₹— | 475 | ₹— | —% | — | — | — |
| 60K | -1K | — | —% | ₹— | 480 | ₹— | —% | — | 0 | 1.5 L |
| 5K | 0 | — | —% | ₹— | 485 | ₹— | —% | — | — | — |
| 49K | 0 | — | —% | ₹— | 490 | ₹— | —% | — | 0 | 2K |
| 8.5 L | -5K | — | —% | ₹— | 500 | ₹— | —% | — | 0 | 12.1 L |
| 22K | 0 | — | —% | ₹— | 510 | ₹— | —% | — | 0 | 20K |
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) picture shows a tight concentration around the ₹400‑₹410 band. The highest call OI sits at the ₹400 strike (435 k contracts) while the strongest put OI clusters at ₹410 (108 k contracts). This clustering frames a short‑term implied range of roughly ₹395‑₹415, with the spot price of ₹405 comfortably centered inside it.
OI Buildup Activity
During the latest reporting window, fresh call OI adds appear at the ₹400 strike (+31,200 contracts) and the next‑most‑watched level, ₹445 (+16,800 contracts), indicating that writers are reinforcing positions near the current market price and a modest upside cushion. On the put side, the biggest addition arrives at the ₹410 strike (+1,08,000 contracts), followed by a sizable boost at the ATM ₹405 strike (+75,600 contracts) and a modest rise at ₹380 (+8,400 contracts). These inflows suggest that market participants are stacking new short positions around the identified support and resistance zones.
Volatility Read
The at‑the‑money implied volatility stands at 19.32 %, reflecting moderate price uncertainty for the September expiry. The volatility skew is bearish, with out‑of‑the‑money calls priced higher than equivalent puts, signalling a market bias toward lower underlying levels.
Key OI Levels
The strikes with the peak OI concentrations are ₹400 for calls (220 k contracts) and ₹410 for puts (220 k contracts).