Ambuja Cements Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 240 | ₹— | 14.1% | — | — | — |
| — | — | — | —% | ₹— | 250 | ₹— | 13.2% | — | — | — |
| — | — | — | —% | ₹— | 260 | ₹— | 12.4% | — | — | — |
| — | — | — | —% | ₹— | 270 | ₹— | 11.5% | — | — | — |
| — | — | — | —% | ₹— | 280 | ₹— | 10.8% | — | — | — |
| — | — | — | —% | ₹— | 285 | ₹— | 10.3% | — | — | — |
| — | — | — | —% | ₹— | 290 | ₹— | 10.0% | — | — | — |
| — | — | — | —% | ₹— | 295 | ₹— | 9.6% | — | — | — |
| — | — | — | —% | ₹— | 300 | ₹— | 9.2% | — | — | — |
| — | — | — | —% | ₹— | 305 | ₹— | 8.9% | — | — | — |
| — | — | — | —% | ₹— | 310 | ₹— | 8.5% | — | — | — |
| — | — | — | —% | ₹— | 315 | ₹— | 8.2% | — | — | — |
| 1K | 0 | — | —% | ₹120.00 | 320 | ₹0.15 | —% | — | 0 | 42K |
| — | — | — | —% | ₹— | 325 | ₹— | 7.5% | — | — | — |
| 1K | +1K | — | —% | ₹110.00 | 330 | ₹0.05 | —% | 11K | -8K | 7K |
| — | — | — | —% | ₹— | 335 | ₹— | 6.8% | — | — | — |
| — | — | — | —% | ₹197.50 | 340 | ₹0.05 | 78.7% | 12K | -1K | 1.6 L |
| — | — | — | —% | ₹170.05 | 345 | ₹0.15 | 84.3% | — | 0 | 8K |
| 61K | 0 | — | —% | ₹92.40 | 350 | ₹0.05 | 72.0% | 9K | -2K | 98K |
| — | — | — | —% | ₹163.60 | 355 | ₹1.15 | —% | — | 0 | 9K |
| 1K | 0 | 1K | —% | ₹97.00 | 360 | ₹0.25 | 76.6% | — | 0 | 49K |
| — | — | — | —% | ₹153.75 | 365 | ₹2.30 | 109.9% | — | 0 | 7K |
| — | — | — | —% | ₹168.10 | 370 | ₹0.15 | 66.7% | 11K | -4K | 36K |
| — | — | — | —% | ₹143.95 | 375 | ₹0.55 | 73.6% | — | 0 | 28K |
| 55K | 0 | — | 74.7% | ₹76.50 | 380 | ₹0.20 | 61.6% | 12K | -2K | 2.2 L |
| — | — | — | —% | ₹134.15 | 385 | ₹0.55 | 65.2% | — | 0 | 82K |
| 80K | 0 | — | —% | ₹46.25 | 390 | ₹0.40 | 60.4% | 14K | 0 | 1.1 L |
| 27K | 0 | — | —% | ₹31.80 | 395 | ₹1.05 | 64.8% | — | 0 | 59K |
| 5.7 L | -2K | 9K | —% | ₹58.00 | 400 | ₹0.45 | 54.0% | 1.9 L | -1.2 L | 5.3 L |
| 3.2 L | 0 | — | 88.1% | ₹55.50 | 405 | ₹0.60 | 52.1% | 8K | -6K | 2.3 L |
| 7.7 L | 0 | — | 73.9% | ₹49.15 | 410 | ₹0.70 | 49.6% | 7K | -1K | 6.4 L |
| 3.1 L | 0 | — | —% | ₹40.50 | 415 | ₹0.85 | 47.3% | 4K | -1K | 3.2 L |
| 7.3 L | -35K | 46K | —% | ₹40.30 | 420 | ₹1.00 | 44.8% | 1.6 L | -79K | 7.0 L |
| 2.3 L | 0 | — | 51.8% | ₹33.80 | 425 | ₹1.35 | 44.3% | 9K | 0 | 1.3 L |
| 3.7 L | 0 | 18K | 33.9% | ₹30.00 | 430 | ₹1.70 | 41.3% | 64K | -3K | 4.4 L |
| 1.4 L | 0 | — | 32.5% | ₹22.20 | 435 | ₹2.35 | 39.0% | 19K | +4K | 2.0 L |
| 4.9 L | -20K | 1.1 L | 32.5% | ₹21.35 | 440 | ₹3.10 | 38.6% | 1.2 L | -4K | 3.0 L |
| 1.4 L | -2K | 54K | 33.6% | ₹18.10 | 445 | ₹4.50 | 38.1% | 26K | -8K | 1.0 L |
| 6.5 L | -55K | 3.0 L | 32.5% | ₹13.90 | 450 | ₹5.80 | 37.8% | 3.5 L | -44K | 4.8 L |
| 1.9 L | -9K | 3.0 L | 33.3% | ₹11.00 | 455 | ₹7.70 | 38.0% | 1.6 L | +6K | 2.5 L |
| 9.2 L | +18K | 12.5 L | 33.7% | ₹8.35 | 460 | ₹10.00 | 37.7% | 2.6 L | -67K | 4.3 L |
| 1.7 L | -22K | 1.7 L | 33.8% | ₹6.25 | 465 | ₹12.60 | 38.9% | 47K | -4K | 1.0 L |
| 4.5 L | +7K | 3.9 L | 33.5% | ₹4.50 | 470 | ₹20.55 | 49.1% | — | 0 | 1.7 L |
| 1.5 L | -13K | 59K | 34.5% | ₹3.10 | 475 | ₹20.90 | 28.0% | — | 0 | 12K |
| 5.2 L | +6K | 2.5 L | 34.1% | ₹2.25 | 480 | ₹22.95 | 40.1% | 7K | -1K | 54K |
| 80K | +4K | 25K | 34.8% | ₹1.40 | 485 | ₹29.10 | —% | — | 0 | 5K |
| 1.9 L | +6K | 38K | 35.4% | ₹1.10 | 490 | ₹31.45 | —% | — | 0 | 6K |
| 72K | 0 | 9K | 36.8% | ₹0.75 | 495 | ₹15.90 | —% | — | — | — |
| 7.5 L | -1.6 L | 4.2 L | 36.8% | ₹0.55 | 500ATM | ₹43.50 | 49.9% | 1.2 L | -77K | 7.8 L |
| 45K | +1K | 6K | 38.3% | ₹0.45 | 505 | ₹50.15 | 49.0% | — | 0 | 6K |
| 49K | 0 | — | 43.0% | ₹0.40 | 510 | ₹52.55 | 56.9% | 14K | 0 | 17K |
| 18K | 0 | 1K | 43.9% | ₹0.35 | 515 | ₹24.50 | —% | — | — | — |
| 84K | -23K | 29K | 41.3% | ₹0.15 | 520 | ₹61.00 | 61.6% | 11K | 0 | 17K |
| 32K | 0 | — | 49.4% | ₹0.30 | 525 | ₹104.00 | 228.6% | — | 0 | 1K |
| 24K | 0 | — | 41.2% | ₹0.05 | 530 | ₹112.80 | —% | — | 0 | 7K |
| 12K | 0 | — | 59.6% | ₹0.50 | 535 | ₹110.00 | 223.2% | — | 0 | 3K |
| 2.2 L | 0 | — | 49.5% | ₹0.10 | 540 | ₹101.00 | 168.6% | — | 0 | 6.8 L |
| — | — | — | 175.2% | ₹17.45 | 545 | ₹133.50 | —% | — | 0 | 5K |
| 2.7 L | -1K | 4K | 48.8% | ₹0.05 | 550 | ₹94.00 | 78.7% | 1K | 0 | 6.0 L |
| 1.1 L | 0 | 1K | 50.1% | ₹0.05 | 555 | ₹143.50 | —% | — | 0 | 3K |
| 35K | 0 | — | 58.6% | ₹0.10 | 560 | ₹100.00 | —% | — | 0 | 55K |
| 5K | 0 | — | 68.4% | ₹0.25 | 565 | ₹— | —% | — | — | — |
| 29K | 0 | — | 58.4% | ₹0.05 | 570 | ₹117.80 | 119.0% | — | 0 | 2.4 L |
| — | — | — | 5.1% | ₹— | 575 | ₹— | —% | — | — | — |
| 71K | 0 | — | 67.3% | ₹0.10 | 580 | ₹119.55 | —% | — | 0 | 3.1 L |
| — | — | — | 5.5% | ₹— | 585 | ₹— | —% | — | — | — |
| 1.3 L | 0 | — | 66.3% | ₹0.05 | 590 | ₹128.50 | —% | — | 0 | 3.9 L |
| — | — | — | 5.9% | ₹— | 595 | ₹— | —% | — | — | — |
| — | — | — | —% | ₹13.45 | 600 | ₹72.00 | —% | — | — | — |
| — | — | — | 6.4% | ₹— | 610 | ₹— | —% | — | — | — |
| — | — | — | 6.8% | ₹— | 620 | ₹— | —% | — | — | — |
| — | — | — | 7.1% | ₹— | 630 | ₹— | —% | — | — | — |
| — | — | — | 7.5% | ₹— | 640 | ₹— | —% | — | — | — |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Key Strike Levels
Immediate resistance forms at ₹480, where open interest peaks in calls, backed by strong OI buildup. Downside support holds at ₹435, with puts amassing notable interest. The implied range stretches from ₹435 to ₹480, anchored by concentration at the ±₹20 bands from spot.
OI Buildup Activity
Fresh longs dominate the call side with 460, 470, and 480 seeing aggressive long call additions—460 alone adds +15,750 contracts. This suggests writers are positioning ahead of potential upside momentum. On the put side, 455 and 435 attract fresh long put interest, signaling defensive play near-term but no panic yet.
Volatility Read
ATM IV holds at 33.91%, reflecting moderate premium pricing and steady risk pricing. Skew remains neutral, implying balanced fear/greed and no directional bias priced into options.
Strategy Implication
Bias leans slightly bullish with writers accumulating short call exposure above ₹460, but range-bound structure limits breakout conviction.