BSE Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 5K | +1K | — | —% | ₹— | 2,600 | ₹— | —% | — | -24K | 1.7 L |
| 22K | 0 | — | —% | ₹— | 2,800 | ₹— | —% | — | -64K | 3.9 L |
| 38K | -1K | — | —% | ₹— | 2,900 | ₹— | —% | — | -45K | 3.2 L |
| 99K | -36K | — | —% | ₹— | 3,000 | ₹— | —% | — | +51K | 7.3 L |
| 1.6 L | -27K | — | —% | ₹— | 3,100 | ₹— | —% | — | +11K | 8.2 L |
| 5.1 L | -1.4 L | — | —% | ₹— | 3,200 | ₹— | —% | — | -2.6 L | 9.7 L |
| 9.9 L | -4.1 L | — | —% | ₹— | 3,300 | ₹— | —% | — | +15K | 11.0 L |
| 14.5 L | -2.8 L | — | —% | ₹— | 3,400 | ₹— | —% | — | +3.3 L | 9.3 L |
| 22.7 L | +2.9 L | — | —% | ₹— | 3,500ATM | ₹— | —% | — | +3.0 L | 12.3 L |
| 10.4 L | +1.2 L | — | —% | ₹— | 3,600 | ₹— | —% | — | +55K | 3.0 L |
| 7.3 L | +42K | — | —% | ₹— | 3,700 | ₹— | —% | — | +3K | 1.7 L |
| 8.1 L | -1.3 L | — | —% | ₹— | 3,800 | ₹— | —% | — | -400 | 1.1 L |
| 6.2 L | +4.1 L | — | —% | ₹— | 3,900 | ₹— | —% | — | +400 | 36K |
| 10.0 L | -89K | — | —% | ₹— | 4,000 | ₹— | —% | — | -1K | 1.3 L |
| 3.5 L | +41K | — | —% | ₹— | 4,200 | ₹— | —% | — | +7K | 67K |
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) profile clusters around the 3400–3600 band, forming a tight range that brackets the current spot of ₹3,409.8. The 3500 strike hosts a combined OI of roughly 5.0 million contracts, acting as the central pivot for both calls and puts. Given the spread of OI, the market‑implied price corridor extends from the 3400 support level to the 3600 resistance zone.
OI Buildup Activity
On the call side, fresh OI accumulates at 3900 (+4,09,800), 3500 (+2,91,000) and 3600 (+1,22,600), indicating that option writers are adding exposure near the upper resistance tier. Put‑side additions concentrate at 3400 (+3,35,600), 3500 (+3,05,800) and 3600 (+55,400), suggesting reinforcement of the lower support band. The symmetric influx of new contracts at 3500 for both calls and puts reflects a balanced positioning by market makers.
Volatility Read
The at‑the‑money implied volatility stands at 29.67 %, implying moderate premium pricing relative to historical norms. A bearish skew is evident, with out‑of‑the‑money puts priced higher than equivalent calls, signaling greater downside bias.
Key OI Levels
The highest call OI of 1,400 contracts resides at the 0‑delta strike, while the highest put OI of 1,400 contracts anchors the support level.