Britannia Industries Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 3,800 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 3,900 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 4,000 | ₹— | —% | — | +11K | 16K |
| 0 | 0 | — | —% | ₹— | 4,050 | ₹— | —% | — | +1K | 3K |
| 0 | 0 | — | —% | ₹— | 4,100 | ₹— | —% | — | -5K | 6K |
| 0 | 0 | — | —% | ₹— | 4,150 | ₹— | —% | — | -4K | 2K |
| 250 | 0 | — | —% | ₹— | 4,200 | ₹— | —% | — | +3K | 18K |
| 2K | 0 | — | —% | ₹— | 4,250 | ₹— | —% | — | +2K | 7K |
| 2K | +125 | — | —% | ₹— | 4,300 | ₹— | —% | — | +7K | 13K |
| 875 | 0 | — | —% | ₹— | 4,350 | ₹— | —% | — | 0 | 2K |
| 750 | +250 | — | —% | ₹— | 4,400 | ₹— | —% | — | +5K | 35K |
| 0 | 0 | — | —% | ₹— | 4,450 | ₹— | —% | — | +250 | 5K |
| 24K | +5K | — | —% | ₹— | 4,500 | ₹— | —% | — | 0 | 46K |
| 5K | 0 | — | —% | ₹— | 4,550 | ₹— | —% | — | -250 | 7K |
| 80K | +61K | — | —% | ₹— | 4,600ATM | ₹— | —% | — | +5K | 41K |
| 0 | 0 | — | —% | ₹— | 4,650 | ₹— | —% | — | +125 | 625 |
| 58K | +30K | — | —% | ₹— | 4,700 | ₹— | —% | — | +7K | 21K |
| 0 | 0 | — | —% | ₹— | 4,750 | ₹— | —% | — | 0 | 375 |
| 36K | +9K | — | —% | ₹— | 4,800 | ₹— | —% | — | 0 | 22K |
| 4K | +3K | — | —% | ₹— | 4,850 | ₹— | —% | — | 0 | 375 |
| 26K | +1K | — | —% | ₹— | 4,900 | ₹— | —% | — | 0 | 15K |
| 6K | +6K | — | —% | ₹— | 4,950 | ₹— | —% | — | 0 | 875 |
| 53K | -375 | — | —% | ₹— | 5,000 | ₹— | —% | — | +250 | 23K |
| 4K | +750 | — | —% | ₹— | 5,050 | ₹— | —% | — | 0 | 250 |
| 9K | +2K | — | —% | ₹— | 5,100 | ₹— | —% | — | 0 | 4K |
| 3K | -125 | — | —% | ₹— | 5,150 | ₹— | —% | — | 0 | 250 |
| 18K | -1K | — | —% | ₹— | 5,200 | ₹— | —% | — | -125 | 7K |
| 0 | 0 | — | —% | ₹— | 5,250 | ₹— | —% | — | 0 | 375 |
| 500 | 0 | — | —% | ₹— | 5,300 | ₹— | —% | — | 0 | 2K |
| 125 | 0 | — | —% | ₹— | 5,350 | ₹— | —% | — | 0 | 125 |
| 125 | 0 | — | —% | ₹— | 5,400 | ₹— | —% | — | 0 | 125 |
| 125 | 0 | — | —% | ₹— | 5,450 | ₹— | —% | — | 0 | 500 |
| 250 | 0 | — | —% | ₹— | 5,500 | ₹— | —% | — | 0 | 1K |
| 5K | +125 | — | —% | ₹— | 5,600 | ₹— | —% | — | 0 | 8K |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Live Greeks Panel
Key Strike Levels
Open interest clusters around the 4,400‑4,600 CE band and the 4,000‑4,400 PE band, framing a tight market view of ₹4,350‑₹4,650 as the near‑term fair range and reflects market sentiment. The highest call OI of 2,400 contracts sits at the 4,600 strike, acting as a potential resistance line if price approaches that level and may draw sellers. Conversely, the largest put OI of 2,400 contracts resides at the 4,000 strike, providing a notable support cushion beneath current spot can be tested.
OI Buildup Activity
Fresh call open interest adds show a 64,500 contract surge at the 4,600 strike, followed by 29,875 contracts at 4,700 and 8,750 contracts at 4,800, indicating aggressive writing near and above the spot as price stabilises. Put side additions total 10,875 contracts at the 4,000 strike, 7,125 contracts at 4,700 and 6,875 contracts at 4,300, reflecting defensive positioning as traders hedge to protect risk. The simultaneous accumulation on both sides suggests that market participants are establishing balanced risk exposures rather than concentrating directional bets while keeping manageable.
Volatility Read
The at‑the‑money implied volatility stands at 24.56%, aligning with the broader index level and indicating moderate pricing of forward uncertainty and to peers. Implied skew remains neutral, showing no significant bias towards calls or puts across the examined strikes or any emerging bias.
Key OI Levels
The concentration peaks are at 4,600 CE with 2,400 contracts and 4,000 PE with 2,400 contracts in the chain.