Angel One Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 150 | ₹— | 16.7% | — | — | — |
| — | — | — | —% | ₹— | 160 | ₹— | 15.3% | — | — | — |
| — | — | — | —% | ₹881.80 | 170 | ₹0.02 | —% | — | 0 | 1.4 L |
| — | — | — | —% | ₹792.05 | 180 | ₹0.10 | —% | — | 0 | 33K |
| — | — | — | —% | ₹— | 185 | ₹— | 12.1% | — | — | — |
| — | — | — | —% | ₹706.10 | 190 | ₹0.05 | —% | — | 0 | 1.5 L |
| 20K | 0 | — | —% | ₹123.73 | 195 | ₹0.07 | —% | — | 0 | 80K |
| 30K | 0 | — | —% | ₹118.36 | 200 | ₹0.07 | —% | — | 0 | 3.7 L |
| 25K | 0 | — | —% | ₹114.77 | 205 | ₹0.09 | —% | — | 0 | 38K |
| 8K | 0 | — | —% | ₹86.00 | 210 | ₹0.08 | —% | 15K | -5K | 2.0 L |
| 18K | 0 | 5K | —% | ₹109.82 | 215 | ₹0.09 | —% | — | 0 | 50K |
| 1.8 L | 0 | 3K | —% | ₹102.14 | 220 | ₹0.08 | —% | 5K | -3K | 2.9 L |
| 80K | 0 | — | —% | ₹40.64 | 225 | ₹0.08 | —% | 10K | 0 | 1.2 L |
| 2.6 L | 0 | — | —% | ₹90.90 | 230 | ₹0.10 | —% | 1.0 L | -55K | 3.8 L |
| 2.4 L | 0 | 3K | —% | ₹86.53 | 235 | ₹0.13 | —% | 20K | -13K | 2.5 L |
| 5.0 L | 0 | 5K | —% | ₹83.91 | 240 | ₹0.14 | —% | 1.1 L | -35K | 10.5 L |
| 3.0 L | 0 | — | —% | ₹71.59 | 245 | ₹0.19 | 87.3% | — | 0 | 3.5 L |
| 10.1 L | -10K | 25K | —% | ₹73.44 | 250 | ₹0.18 | 83.8% | 3.0 L | -93K | 17.9 L |
| 3.0 L | 0 | 5K | 80.8% | ₹69.65 | 255 | ₹0.17 | 78.2% | 85K | -3K | 3.1 L |
| 3.1 L | -8K | 15K | 52.8% | ₹64.53 | 260 | ₹0.22 | 75.6% | 3.0 L | -78K | 8.2 L |
| 2.7 L | -5K | 10K | 70.4% | ₹58.00 | 265 | ₹0.25 | 71.2% | 70K | -15K | 3.9 L |
| 4.8 L | 0 | 3K | 81.6% | ₹53.75 | 270 | ₹0.31 | 67.1% | 5.2 L | -1.1 L | 17.7 L |
| 4.4 L | 0 | 5K | —% | ₹46.26 | 275 | ₹0.36 | 64.0% | 2.6 L | -1.4 L | 6.1 L |
| 9.4 L | -35K | 65K | 72.4% | ₹44.97 | 280 | ₹0.52 | 61.1% | 11.6 L | +48K | 25.1 L |
| 4.1 L | 0 | — | 68.6% | ₹36.51 | 285 | ₹0.62 | 57.0% | 5.9 L | -33K | 16.1 L |
| 12.4 L | -40K | 80K | 65.5% | ₹34.92 | 290 | ₹0.81 | 53.9% | 14.8 L | -1.9 L | 27.4 L |
| 4.0 L | -10K | 38K | 60.2% | ₹30.17 | 295 | ₹1.02 | 50.2% | 9.0 L | -73K | 12.1 L |
| 29.5 L | -3.0 L | 9.4 L | 52.8% | ₹25.17 | 300ATM | ₹1.43 | 47.9% | 34.1 L | -2.7 L | 43.5 L |
| 7.5 L | -35K | 1.2 L | 51.5% | ₹21.06 | 305 | ₹1.95 | 45.6% | 17.9 L | -1.5 L | 10.4 L |
| 18.7 L | -45K | 9.6 L | 45.3% | ₹16.39 | 310 | ₹2.82 | 43.2% | 43.4 L | +68K | 36.3 L |
| 7.0 L | -1.6 L | 11.4 L | 46.0% | ₹13.10 | 315 | ₹4.06 | 42.3% | 30.4 L | +50K | 13.2 L |
| 34.1 L | -6.7 L | 72.8 L | 42.7% | ₹9.49 | 320 | ₹5.95 | 41.2% | 61.0 L | +8.9 L | 36.8 L |
| 20.5 L | -5.4 L | 82.1 L | 42.1% | ₹6.94 | 325 | ₹8.15 | 40.2% | 15.7 L | +1.8 L | 7.0 L |
| 33.0 L | +1.9 L | 92.9 L | 42.2% | ₹4.87 | 330 | ₹11.20 | 40.1% | 7.1 L | +33K | 3.9 L |
| 22.4 L | -1.1 L | 39.3 L | 43.0% | ₹3.50 | 335 | ₹14.23 | 37.4% | 40K | -3K | 1.3 L |
| 15.6 L | +1.5 L | 33.3 L | 42.7% | ₹2.36 | 340 | ₹18.19 | 37.2% | 1.8 L | +48K | 88K |
| 6.5 L | +1.8 L | 12.8 L | 44.8% | ₹1.70 | 345 | ₹47.87 | 178.8% | — | — | — |
| 21.5 L | -3.1 L | 28.1 L | 45.6% | ₹1.16 | 350 | ₹26.70 | 30.4% | 23K | +5K | 18K |
| 3.0 L | +83K | 3.1 L | 47.1% | ₹0.93 | 355 | ₹57.24 | 193.2% | — | — | — |
| 12.1 L | -90K | 10.0 L | 49.3% | ₹0.64 | 360 | ₹91.39 | 362.5% | — | — | — |
| — | — | — | 2.9% | ₹— | 365 | ₹— | —% | — | — | — |
| — | — | — | 3.2% | ₹— | 370 | ₹— | —% | — | — | — |
| — | — | — | 3.5% | ₹— | 375 | ₹— | —% | — | — | — |
| — | — | — | 3.8% | ₹— | 380 | ₹— | —% | — | — | — |
| — | — | — | 4.4% | ₹— | 390 | ₹— | —% | — | — | — |
| — | — | — | 4.9% | ₹— | 400 | ₹— | —% | — | — | — |
| — | — | — | 5.5% | ₹— | 410 | ₹— | —% | — | — | — |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Key Strike Levels
Major resistance aligns at ₹330, where the highest call OI anchors, while strong support emerges at ₹320, backed by massive put OI buildup. Secondary resistance and support are evident at ₹345 and ₹315, respectively, reinforcing the range boundaries. The implied trading range rests between ₹320 and ₹330 in the near term.
OI Buildup Activity
Fresh long calls are concentrating at ₹330, ₹340, and ₹345, signaling aggressive call writing near-term as writers anticipate caps above ₹330. The surge in put OI at ₹320—with over 8.9 lakh contracts added—reflects strong hedging or fresh long put positions, suggesting traders are guarding against downside. Additional PE OI at ₹325 and ₹315 reinforces underlying caution around support hold.
Volatility Read
Current ATM IV at 43% reflects elevated options premium, typical of high uncertainty or upcoming event pricing. Neutral skew indicates balanced fear/greed, with no strong directional bias priced into volatility.
Strategy Implication
Range-bound positioning with focus on ₹320–₹330 suggests bias toward consolidation trades with selling at edges.