Angel One Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 230 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 240 | ₹— | —% | — | -35K | 6.3 L |
| 10K | 0 | — | —% | ₹— | 245 | ₹— | —% | — | 0 | 0 |
| 68K | -15K | — | —% | ₹— | 250 | ₹— | —% | — | 0 | 5.8 L |
| 18K | 0 | — | —% | ₹— | 255 | ₹— | —% | — | -68K | 93K |
| 1.0 L | -10K | — | —% | ₹— | 260 | ₹— | —% | — | -2.8 L | 9.4 L |
| 13K | +13K | — | —% | ₹— | 265 | ₹— | —% | — | -2.2 L | 10.1 L |
| 2.8 L | -28K | — | —% | ₹— | 270 | ₹— | —% | — | -1.4 L | 12.1 L |
| 4.2 L | -38K | — | —% | ₹— | 275 | ₹— | —% | — | +1.1 L | 7.8 L |
| 3.1 L | -2.9 L | — | —% | ₹— | 280 | ₹— | —% | — | -93K | 20.1 L |
| 7.8 L | -1.9 L | — | —% | ₹— | 285 | ₹— | —% | — | +4.4 L | 13.9 L |
| 17.4 L | -5.0 L | — | —% | ₹— | 290 | ₹— | —% | — | +4.8 L | 18.3 L |
| 10.5 L | -2.8 L | — | —% | ₹— | 295 | ₹— | —% | — | +9.0 L | 18.1 L |
| 66.8 L | +16.3 L | — | —% | ₹— | 300ATM | ₹— | —% | — | +7.1 L | 23.8 L |
| 22.8 L | +9.0 L | — | —% | ₹— | 305 | ₹— | —% | — | +3.4 L | 6.5 L |
| 32.1 L | +13.9 L | — | —% | ₹— | 310 | ₹— | —% | — | +5K | 6.4 L |
| 10.2 L | +4.7 L | — | —% | ₹— | 315 | ₹— | —% | — | +50K | 55K |
| 20.6 L | +3.5 L | — | —% | ₹— | 320 | ₹— | —% | — | +28K | 2.8 L |
| 8.7 L | +1.7 L | — | —% | ₹— | 325 | ₹— | —% | — | +3K | 25K |
| 17.6 L | +3.7 L | — | —% | ₹— | 330 | ₹— | —% | — | -3K | 1.0 L |
| 8.0 L | +2.1 L | — | —% | ₹— | 335 | ₹— | —% | — | -5K | 2.5 L |
| 10.3 L | +5.4 L | — | —% | ₹— | 340 | ₹— | —% | — | -5K | 1.1 L |
| 13.1 L | +68K | — | —% | ₹— | 350 | ₹— | —% | — | +3K | 1.0 L |
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) landscape clusters around the 300 ₹ and 295 ₹ strikes, marking a tight implied price corridor for the September 29 expiry. The 300 ₹ call (CE) and 295 ₹ put (PE) serve as the primary resistance and support bands, respectively, reflecting the market’s consensus range of roughly ₹295‑₹300. Secondary concentrations at 310 ₹ (CE) and 290 ₹ (PE) broaden the outer limits of the implied range, indicating that participants are positioning for modest moves beyond the core band.
OI Buildup Activity
During the latest trading session, the 300 ₹ call accrued an additional 27,500 contracts, lifting its total OI to 130 contracts, while the 310 ₹ call added 80,000 contracts, reinforcing the upward‑bias resistance tier. On the put side, the 295 ₹ strike absorbed 905,000 contracts, matching the 130‑contract peak, and the 300 ₹ put attracted 712,500 contracts, strengthening the lower‑side support. The 290 ₹ put also saw an inflow of 467,500 contracts, further fortifying the support framework. These fresh builds suggest that option writers are concentrating risk around the 300 ₹ ceiling and 295 ₹ floor.
Volatility Read
The at‑the‑money implied volatility stands at 28.51 %, indicating moderate pricing of forward uncertainty for the September expiry. The volatility skew is bearish, with out‑of‑the‑money calls priced higher relative to puts, implying a market tilt toward downside protection.
Key OI Levels
The strikes with the highest OI concentration are 300 ₹ on the call side and 295 ₹ on the put side, each holding 130 contracts of open interest.