Avenue Supermarts Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 600 | 0 | — | —% | ₹— | 3,200 | ₹— | —% | — | +150 | 21K |
| 150 | 0 | — | —% | ₹— | 3,300 | ₹— | —% | — | 0 | 1K |
| 0 | 0 | — | —% | ₹— | 3,350 | ₹— | —% | — | 0 | 0 |
| 450 | 0 | — | —% | ₹— | 3,400 | ₹— | —% | — | -750 | 35K |
| 0 | 0 | — | —% | ₹— | 3,450 | ₹— | —% | — | 0 | 600 |
| 2K | -150 | — | —% | ₹— | 3,500 | ₹— | —% | — | -3K | 75K |
| 300 | 0 | — | —% | ₹— | 3,550 | ₹— | —% | — | 0 | 16K |
| 12K | +150 | — | —% | ₹— | 3,600 | ₹— | —% | — | -4K | 2.7 L |
| 4K | 0 | — | —% | ₹— | 3,650 | ₹— | —% | — | -1K | 39K |
| 34K | +11K | — | —% | ₹— | 3,700 | ₹— | —% | — | -3K | 96K |
| 48K | +26K | — | —% | ₹— | 3,750 | ₹— | —% | — | +5K | 36K |
| 2.0 L | +14K | — | —% | ₹— | 3,800 | ₹— | —% | — | +11K | 2.2 L |
| 1.0 L | +7K | — | —% | ₹— | 3,850 | ₹— | —% | — | +150 | 25K |
| 3.5 L | -3K | — | —% | ₹— | 3,900 | ₹— | —% | — | +600 | 1.3 L |
| 1.2 L | +5K | — | —% | ₹— | 3,950 | ₹— | —% | — | -150 | 12K |
| 4.2 L | +27K | — | —% | ₹— | 4,000ATM | ₹— | —% | — | -300 | 1.2 L |
| 1.2 L | +2K | — | —% | ₹— | 4,050 | ₹— | —% | — | 0 | 2K |
| 2.7 L | -6K | — | —% | ₹— | 4,100 | ₹— | —% | — | +150 | 13K |
| 52K | +14K | — | —% | ₹— | 4,150 | ₹— | —% | — | 0 | 0 |
| 1.7 L | +19K | — | —% | ₹— | 4,200 | ₹— | —% | — | 0 | 5K |
| 41K | +450 | — | —% | ₹— | 4,250 | ₹— | —% | — | 0 | 600 |
| 53K | +600 | — | —% | ₹— | 4,300 | ₹— | —% | — | 0 | 5K |
| 150 | 0 | — | —% | ₹— | 4,350 | ₹— | —% | — | 0 | 450 |
| 64K | +6K | — | —% | ₹— | 4,400 | ₹— | —% | — | 0 | 4K |
| 5K | 0 | — | —% | ₹— | 4,450 | ₹— | —% | — | 0 | 900 |
| 16K | +750 | — | —% | ₹— | 4,500 | ₹— | —% | — | 0 | 9K |
| 2K | 0 | — | —% | ₹— | 4,600 | ₹— | —% | — | 0 | 1K |
| — | — | — | —% | ₹— | 4,700 | ₹— | —% | — | 0 | 750 |
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) picture shows a clear resistance band around the 4,200‑4,250 zone, where the highest call OI sits at 2,000 contracts. On the downside, the 3,800‑3,750 region harbours the largest put OI, also 2,000 contracts, acting as a strong support line. Together, these two clusters frame an implied price corridor of roughly ₹3,750 to ₹4,250 for the September expiration.
OI Buildup Activity
Fresh OI inflows are evident in the call side, with the 4,000 strike adding 26,700 contracts, the 3,750 strike gaining 25,650 contracts, and the 4,200 strike accumulating 19,500 new contracts. On the put side, the 3 800 strike sees an increase of 11,100 contracts, the 3 750 strike 4,500 contracts, and the 3 900 strike a modest 600‑contract rise. The surge in OI at these strikes suggests that market participants are positioning to hedge or speculate around the identified support and resistance levels.
Volatility Read
The at‑the‑money (ATM) implied volatility stands at 19.3 %, indicating moderate pricing of forward uncertainty. The volatility skew is bearish, with out‑of‑the‑money calls priced higher than comparable puts, reflecting a market bias toward downside risk.
Key OI Levels
The strikes with the largest open‑interest concentrations are 4,200 CE (2,000 contracts) and 3,800 PE (2,000 contracts).