Biocon Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 260 | ₹— | —% | — | +5K | 5K |
| 0 | 0 | — | —% | ₹— | 270 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 280 | ₹— | —% | — | +3.1 L | 3.6 L |
| 0 | 0 | — | —% | ₹— | 285 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 290 | ₹— | —% | — | +88K | 2.5 L |
| 0 | 0 | — | —% | ₹— | 295 | ₹— | —% | — | +5K | 25K |
| 13K | +8K | — | —% | ₹— | 300 | ₹— | —% | — | +15K | 4.0 L |
| 0 | 0 | — | —% | ₹— | 305 | ₹— | —% | — | +40K | 1.1 L |
| 1.2 L | -18K | — | —% | ₹— | 310 | ₹— | —% | — | +3.3 L | 38.5 L |
| 58K | +13K | — | —% | ₹— | 315 | ₹— | —% | — | +35K | 2.7 L |
| 11.5 L | -53K | — | —% | ₹— | 320 | ₹— | —% | — | -33K | 22.1 L |
| 1.6 L | -20K | — | —% | ₹— | 325 | ₹— | —% | — | +5K | 3.3 L |
| 14.9 L | -2.4 L | — | —% | ₹— | 330 | ₹— | —% | — | +7.3 L | 20.6 L |
| 1.7 L | -43K | — | —% | ₹— | 335 | ₹— | —% | — | +1.6 L | 4.1 L |
| 50.1 L | +75K | — | —% | ₹— | 340ATM | ₹— | —% | — | +2.6 L | 9.5 L |
| 3.0 L | +2.0 L | — | —% | ₹— | 345 | ₹— | —% | — | +2.2 L | 2.6 L |
| 30.6 L | +1.6 L | — | —% | ₹— | 350 | ₹— | —% | — | +4.0 L | 11.4 L |
| 5.1 L | +55K | — | —% | ₹— | 355 | ₹— | —% | — | +1.3 L | 1.4 L |
| 11.5 L | +3.8 L | — | —% | ₹— | 360 | ₹— | —% | — | +33K | 9.9 L |
| 1.5 L | +65K | — | —% | ₹— | 365 | ₹— | —% | — | +3K | 3K |
| 7.6 L | -55K | — | —% | ₹— | 370 | ₹— | —% | — | -70K | 2.8 L |
| 1.6 L | +1.1 L | — | —% | ₹— | 375 | ₹— | —% | — | +5K | 10K |
| 5.2 L | +1.9 L | — | —% | ₹— | 380 | ₹— | —% | — | -8K | 3.0 L |
| 63K | +53K | — | —% | ₹— | 385 | ₹— | —% | — | -5K | 88K |
| 6.7 L | +5.5 L | — | —% | ₹— | 390 | ₹— | —% | — | +3K | 53K |
| 48K | +45K | — | —% | ₹— | 395 | ₹— | —% | — | 0 | 10K |
| 11.1 L | +1.1 L | — | —% | ₹— | 400 | ₹— | —% | — | -28K | 4.2 L |
| 23K | +3K | — | —% | ₹— | 405 | ₹— | —% | — | 0 | 43K |
| 1.5 L | +1.0 L | — | —% | ₹— | 410 | ₹— | —% | — | -8K | 60K |
| 1.9 L | 0 | — | —% | ₹— | 420 | ₹— | —% | — | 0 | 1.4 L |
| 60K | +8K | — | —% | ₹— | 430 | ₹— | —% | — | -3K | 2.1 L |
| 50K | 0 | — | —% | ₹— | 480 | ₹— | —% | — | — | — |
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 390‑strike call (OI +5 ≈ 37,500 contracts) and the 330‑strike put (OI +7 ≈ 30,000 contracts) dominate the open‑interest map, framing a probable trading corridor between ₹330 and ₹390; the spot price rests near midpoint. The highest call OI sits at the 140‑contract 0‑Delta level, acting as a resistance cue, while the put OI at that magnitude provides a support anchor. Consequently, the implied volatility‑driven range spans roughly ₹325 to ₹375, reflecting the concentration of open interest around the at‑the‑money zone and for next month’s expiry, and traders.
OI Buildup Activity
Fresh open‑interest inflows show a +5‑contract addition of 37,500 calls at ₹390, a +3‑contract rise of 85,000 calls at ₹360, and a +1‑contract lift of 19,700 calls at ₹345. On the put side, OI builds include a +7‑contract 30,000 increase at ₹330, a +4‑contract 40,250 rise at ₹350, and a +3‑contract 31,000 boost at ₹280. These additions indicate that option writers are accumulating contracts near the current market price, reinforcing the existing support‑resistance framework as they position for move today.
Volatility Read
The at‑the‑money implied volatility stands at 26.7%, suggesting moderate premium levels across the chain as both call and put contracts assess risk in today’s market. The volatility skew remains neutral, indicating no pronounced bias toward either calls or puts at the current strike spectrum as market participants maintain balanced expectations overall.
Key OI Levels
The strikes with the highest call and put open interest are the 390‑call and the 330‑put, each recording 140 contracts at zero delta.