Avenue Supermarts Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 2,500 | ₹— | 13.5% | — | — | — |
| — | — | — | —% | ₹— | 2,600 | ₹— | 12.7% | — | — | — |
| — | — | — | —% | ₹— | 2,700 | ₹— | 11.8% | — | — | — |
| — | — | — | —% | ₹— | 2,800 | ₹— | 11.0% | — | — | — |
| — | — | — | —% | ₹— | 2,900 | ₹— | 10.2% | — | — | — |
| — | — | — | —% | ₹733.60 | 3,000 | ₹17.05 | —% | — | — | — |
| — | — | — | —% | ₹— | 3,050 | ₹— | 9.1% | — | — | — |
| 150 | 0 | — | —% | ₹1485.00 | 3,100 | ₹27.55 | —% | — | — | — |
| — | — | — | —% | ₹— | 3,150 | ₹— | 8.4% | — | — | — |
| 4K | 0 | 150 | —% | ₹1412.00 | 3,200 | ₹0.55 | —% | 9K | -5K | 19K |
| 3K | 0 | — | —% | ₹1391.40 | 3,250 | ₹2.80 | —% | — | 0 | 150 |
| 300 | -150 | 300 | —% | ₹1308.15 | 3,300 | ₹0.55 | —% | 1K | -450 | 3K |
| 150 | +150 | — | —% | ₹610.50 | 3,350 | ₹1.20 | —% | — | 0 | 2K |
| 3K | 0 | — | —% | ₹908.95 | 3,400 | ₹0.55 | 79.7% | 1K | 0 | 7K |
| 450 | 0 | — | —% | ₹1100.00 | 3,450 | ₹1.90 | —% | — | 0 | 2K |
| — | — | — | —% | ₹345.30 | 3,500 | ₹1.10 | 78.3% | 750 | 0 | 15K |
| 750 | 0 | — | —% | ₹761.45 | 3,550 | ₹1.10 | 75.4% | — | 0 | 6K |
| 2K | 0 | — | —% | ₹903.45 | 3,600 | ₹1.10 | 71.3% | 4K | +2K | 27K |
| 750 | 0 | — | —% | ₹716.40 | 3,650 | ₹0.85 | 66.2% | 2K | 0 | 17K |
| 12K | -900 | 2K | —% | ₹909.70 | 3,700 | ₹1.35 | 65.1% | 9K | -1K | 1.8 L |
| 1K | 0 | — | —% | ₹565.65 | 3,750 | ₹1.15 | 61.1% | 2K | -150 | 7K |
| 22K | 0 | 150 | —% | ₹788.00 | 3,800 | ₹1.40 | 57.9% | 12K | -6K | 36K |
| 2K | 0 | — | —% | ₹754.60 | 3,850 | ₹2.05 | 59.0% | — | 0 | 15K |
| 65K | -150 | 300 | —% | ₹710.10 | 3,900 | ₹1.60 | 52.0% | 63K | -40K | 54K |
| 23K | 0 | — | —% | ₹642.00 | 3,950 | ₹2.20 | 50.4% | 23K | -6K | 31K |
| 46K | -2K | 3K | —% | ₹582.30 | 4,000 | ₹2.50 | 47.9% | 69K | -11K | 1.5 L |
| 1.5 L | 0 | 150 | —% | ₹540.10 | 4,050 | ₹3.00 | 45.5% | 9K | -150 | 21K |
| 42K | -150 | 750 | —% | ₹490.70 | 4,100 | ₹3.70 | 43.0% | 48K | -4K | 1.1 L |
| 33K | 0 | — | —% | ₹446.70 | 4,150 | ₹5.00 | 41.3% | 22K | +3K | 24K |
| 46K | -1K | 2K | —% | ₹387.00 | 4,200 | ₹7.10 | 39.9% | 50K | -12K | 1.7 L |
| 69K | 0 | 450 | 31.9% | ₹330.00 | 4,250 | ₹8.80 | 37.4% | 12K | -1K | 82K |
| 56K | -5K | 9K | —% | ₹277.15 | 4,300 | ₹11.85 | 36.1% | 65K | +750 | 1.1 L |
| 34K | +150 | 2K | 30.1% | ₹231.40 | 4,350 | ₹15.65 | 34.0% | 24K | -3K | 80K |
| 62K | -4K | 14K | 27.8% | ₹186.35 | 4,400 | ₹22.40 | 32.8% | 78K | +450 | 1.1 L |
| 41K | -900 | 5K | 29.3% | ₹149.40 | 4,450 | ₹33.70 | 31.9% | 41K | +2K | 53K |
| 79K | -12K | 66K | 26.9% | ₹115.30 | 4,500 | ₹46.70 | 31.3% | 87K | -9K | 99K |
| 47K | +1K | 44K | 28.2% | ₹85.85 | 4,550 | ₹65.95 | 31.0% | 67K | +600 | 52K |
| 2.2 L | +16K | 3.4 L | 28.1% | ₹62.85 | 4,600ATM | ₹92.00 | 31.4% | 2.2 L | -2K | 98K |
| 94K | +14K | 2.0 L | 28.4% | ₹43.80 | 4,650 | ₹121.45 | 31.3% | 28K | -600 | 28K |
| 1.5 L | +17K | 2.2 L | 28.9% | ₹30.05 | 4,700 | ₹162.60 | 33.1% | 39K | +2K | 26K |
| 43K | +2K | 56K | 29.5% | ₹20.35 | 4,750 | ₹176.55 | 35.2% | — | 0 | 1K |
| 1.2 L | -5K | 1.3 L | 30.2% | ₹13.60 | 4,800 | ₹250.00 | 51.5% | — | 0 | 12K |
| 26K | -3K | 45K | 30.9% | ₹9.05 | 4,850 | ₹953.90 | 310.2% | — | — | — |
| 79K | -7K | 57K | 31.5% | ₹5.90 | 4,900 | ₹300.40 | 36.6% | — | 0 | 6K |
| 12K | -5K | 17K | 32.7% | ₹4.75 | 4,950 | ₹1049.90 | 322.4% | — | — | — |
| 1.5 L | -600 | 89K | 33.9% | ₹3.00 | 5,000 | ₹400.00 | 40.7% | 150 | 0 | 4K |
| — | — | 150 | 35.3% | ₹3.50 | 5,050 | ₹1146.80 | 334.3% | — | — | — |
| 38K | -17K | 44K | 36.0% | ₹1.45 | 5,100 | ₹1104.60 | 305.6% | — | — | — |
| — | — | — | 2.4% | ₹— | 5,150 | ₹— | —% | — | — | — |
| 30K | -3K | 7K | 39.5% | ₹1.05 | 5,200 | ₹1453.05 | 412.2% | — | — | — |
| — | — | — | 2.8% | ₹— | 5,250 | ₹— | —% | — | — | — |
| — | — | — | 3.0% | ₹— | 5,300 | ₹— | —% | — | — | — |
| — | — | — | 3.3% | ₹— | 5,350 | ₹— | —% | — | — | — |
| — | — | — | 3.5% | ₹— | 5,400 | ₹— | —% | — | — | — |
| — | — | — | 3.7% | ₹— | 5,450 | ₹— | —% | — | — | — |
| — | — | — | 3.9% | ₹— | 5,500 | ₹— | —% | — | — | — |
| — | — | — | 4.1% | ₹— | 5,550 | ₹— | —% | — | — | — |
| — | — | — | 4.3% | ₹— | 5,600 | ₹— | —% | — | — | — |
| — | — | — | 4.5% | ₹— | 5,650 | ₹— | —% | — | — | — |
| — | — | — | 4.7% | ₹— | 5,700 | ₹— | —% | — | — | — |
| — | — | — | 4.8% | ₹— | 5,750 | ₹— | —% | — | — | — |
| — | — | — | 5.0% | ₹— | 5,800 | ₹— | —% | — | — | — |
| — | — | — | 5.2% | ₹— | 5,850 | ₹— | —% | — | — | — |
| — | — | — | 5.4% | ₹— | 5,900 | ₹— | —% | — | — | — |
| — | — | — | 5.8% | ₹— | 6,000 | ₹— | —% | — | — | — |
| — | — | — | 6.2% | ₹— | 6,100 | ₹— | —% | — | — | — |
| — | — | — | 6.5% | ₹— | 6,200 | ₹— | —% | — | — | — |
| — | — | — | 6.9% | ₹— | 6,300 | ₹— | —% | — | — | — |
| — | — | — | 7.2% | ₹— | 6,400 | ₹— | —% | — | — | — |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Key Strike Levels
Resistance holds firm at ₹4700, where massive call OI accumulation signals strong writer presence. Immediate support rests at ₹4150, reinforced by fresh put OI buildup. The implied range, anchored by these extremes, suggests near-term consolidation between ₹4150 and ₹4700.
OI Buildup Activity
Fresh long calls emerge at ₹4700, ₹4600, and ₹4650, indicating aggressive bullish bets and potential call writing overhead. Notably, ₹4700 sees concurrent put addition—hinting at hedging or arbitrage by institutional players. On the put side, longs add exposure at ₹4150 and ₹3600, reflecting floor protection and downside conviction.
Volatility Read
ATM IV at 27.46% sits near fair value, with neutral skew confirming balanced risk pricing. Absence of directional volatility bias suggests writers dominate without aggressive short-term positioning.
Strategy Implication
Bias favors range-bound premium collection with short strangles between ₹4700 calls and ₹4150 puts.