Anand Rathi Wealth Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 1,720 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,760 | ₹— | —% | — | -1K | 750 |
| 0 | 0 | — | —% | ₹— | 1,800 | ₹— | —% | — | -28K | 6K |
| 0 | 0 | — | —% | ₹— | 1,820 | ₹— | —% | — | -6K | 11K |
| 0 | 0 | — | —% | ₹— | 1,840 | ₹— | —% | — | +750 | 2K |
| 0 | 0 | — | —% | ₹— | 1,860 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,880 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,900 | ₹— | —% | — | 0 | 6K |
| 0 | 0 | — | —% | ₹— | 1,920 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,940 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,960 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,980 | ₹— | —% | — | 0 | 0 |
| 4K | 0 | — | —% | ₹— | 2,000 | ₹— | —% | — | +21K | 72K |
| 0 | 0 | — | —% | ₹— | 2,020 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 2,040 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 2,060 | ₹— | —% | — | +6K | 6K |
| 0 | 0 | — | —% | ₹— | 2,080 | ₹— | —% | — | +250 | 2K |
| 1K | 0 | — | —% | ₹— | 2,100 | ₹— | —% | — | +8K | 1.8 L |
| 2K | 0 | — | —% | ₹— | 2,120 | ₹— | —% | — | +750 | 13K |
| 0 | 0 | — | —% | ₹— | 2,140 | ₹— | —% | — | +2K | 9K |
| 250 | 0 | — | —% | ₹— | 2,160 | ₹— | —% | — | +18K | 21K |
| 0 | 0 | — | —% | ₹— | 2,180 | ₹— | —% | — | 0 | 750 |
| 31K | +2K | — | —% | ₹— | 2,200ATM | ₹— | —% | — | +52K | 3.1 L |
| 4K | -250 | — | —% | ₹— | 2,220 | ₹— | —% | — | +14K | 25K |
| 10K | -2K | — | —% | ₹— | 2,240 | ₹— | —% | — | +500 | 6K |
| 34K | +6K | — | —% | ₹— | 2,260 | ₹— | —% | — | +50K | 51K |
| 12K | +9K | — | —% | ₹— | 2,280 | ₹— | —% | — | +2K | 2K |
| 1.1 L | +48K | — | —% | ₹— | 2,300 | ₹— | —% | — | +6K | 10K |
| 5K | +3K | — | —% | ₹— | 2,320 | ₹— | —% | — | +47K | 47K |
| 6K | +3K | — | —% | ₹— | 2,340 | ₹— | —% | — | +4K | 4K |
| 11K | +2K | — | —% | ₹— | 2,360 | ₹— | —% | — | 0 | 0 |
| 5K | +4K | — | —% | ₹— | 2,380 | ₹— | —% | — | 0 | 0 |
| 48K | +23K | — | —% | ₹— | 2,400 | ₹— | —% | — | 0 | 2K |
| 7K | +7K | — | —% | ₹— | 2,420 | ₹— | —% | — | 0 | 0 |
| 4K | +3K | — | —% | ₹— | 2,440 | ₹— | —% | — | 0 | 0 |
| 2K | +2K | — | —% | ₹— | 2,460 | ₹— | —% | — | 0 | 0 |
| 7K | +3K | — | —% | ₹— | 2,480 | ₹— | —% | — | 0 | 0 |
| 7K | +6K | — | —% | ₹— | 2,520 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 2,560 | ₹— | —% | — | 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
Open Interest concentration remains heavily anchored at the 1080 strike for both calls and puts, indicating a historical baseline rather than immediate resistance near the spot. Current trading activity suggests a functional trading range between 2200 and 2400, where fresh positioning is currently most active among participants. The underlying price at 2264.6 sits firmly within this high-activity zone, implying potential consolidation around these current levels before any significant breakout occurs.
OI Buildup Activity
Call writers are aggressively adding positions at the 2300 and 2400 strikes, signaling strong resistance expectations significantly above the current spot price. Simultaneously, put writers establish robust support at 2200 and 2260, with significant accumulation also noted at the 2320 strike for hedging purposes. This dual-sided buildup reflects heightened hedging activity rather than clear directional conviction from option sellers at these nearer strikes.
Volatility Read
Implied volatility at the at-the-money level stands at 22.85%, reflecting moderate pricing expectations for the upcoming November expiry cycle. The volatility skew displays a bullish bias, suggesting traders price in a higher probability for upward moves compared to downside risks within the contract lifespan.
Key OI Levels
The maximum Open Interest for both call and put options currently resides at the 1080 strike, marking the primary structural level for the entire contract series.