BSE Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 2,400 | ₹— | —% | — | -1K | 31K |
| 0 | 0 | — | —% | ₹— | 2,500 | ₹— | —% | — | 0 | 6K |
| 2K | +2K | — | —% | ₹— | 2,600 | ₹— | —% | — | -800 | 76K |
| 0 | 0 | — | —% | ₹— | 2,700 | ₹— | —% | — | -4K | 57K |
| 0 | 0 | — | —% | ₹— | 2,750 | ₹— | —% | — | -2K | 22K |
| 800 | 0 | — | —% | ₹— | 2,800 | ₹— | —% | — | -5K | 95K |
| 0 | 0 | — | —% | ₹— | 2,850 | ₹— | —% | — | +2K | 18K |
| 400 | 0 | — | —% | ₹— | 2,900 | ₹— | —% | — | +1K | 63K |
| 4K | 0 | — | —% | ₹— | 2,950 | ₹— | —% | — | +24K | 55K |
| 61K | +7K | — | —% | ₹— | 3,000 | ₹— | —% | — | +95K | 4.6 L |
| 1K | 0 | — | —% | ₹— | 3,050 | ₹— | —% | — | +6K | 65K |
| 1.7 L | -200 | — | —% | ₹— | 3,100 | ₹— | —% | — | +10K | 2.9 L |
| 25K | +400 | — | —% | ₹— | 3,150 | ₹— | —% | — | -4K | 1.1 L |
| 2.5 L | -6K | — | —% | ₹— | 3,200 | ₹— | —% | — | +34K | 4.2 L |
| 44K | +200 | — | —% | ₹— | 3,250 | ₹— | —% | — | +13K | 1.2 L |
| 4.0 L | -11K | — | —% | ₹— | 3,300 | ₹— | —% | — | +35K | 4.7 L |
| 1.2 L | +20K | — | —% | ₹— | 3,350 | ₹— | —% | — | +38K | 1.6 L |
| 5.2 L | -41K | — | —% | ₹— | 3,400 | ₹— | —% | — | +69K | 6.9 L |
| 1.6 L | +17K | — | —% | ₹— | 3,450 | ₹— | —% | — | +1.0 L | 1.8 L |
| 6.6 L | +1.4 L | — | —% | ₹— | 3,500ATM | ₹— | —% | — | +2.1 L | 5.9 L |
| 1.1 L | +53K | — | —% | ₹— | 3,550 | ₹— | —% | — | +20K | 61K |
| 5.4 L | +59K | — | —% | ₹— | 3,600 | ₹— | —% | — | +16K | 1.3 L |
| 1.1 L | +25K | — | —% | ₹— | 3,650 | ₹— | —% | — | +7K | 11K |
| 4.8 L | +60K | — | —% | ₹— | 3,700 | ₹— | —% | — | +9K | 84K |
| 90K | +28K | — | —% | ₹— | 3,750 | ₹— | —% | — | +4K | 4K |
| 3.3 L | +61K | — | —% | ₹— | 3,800 | ₹— | —% | — | 0 | 1.4 L |
| 1.8 L | +83K | — | —% | ₹— | 3,900 | ₹— | —% | — | +3K | 1.3 L |
| 3.8 L | -57K | — | —% | ₹— | 4,000 | ₹— | —% | — | — | — |
| 2.0 L | +64K | — | —% | ₹— | 4,400 | ₹— | —% | — | — | — |
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 3,500, 3,900 and 4,400 call strikes and the 3,500, 3,450 and 3,000 put strikes, indicating a tight implied price corridor between ₹3,300 and ₹4,200 for the November expiry. The highest call OI of 1,500 contracts sits at the 3,500 strike, acting as a near‑term resistance level, while an equal 1,500 put OI at the same strike forms a concurrent support barrier. Together these concentrations bracket the underlying ₹3,485 spot, suggesting currently market participants expect limited movement away from the current level before expiration.
OI Buildup Activity
Fresh call OI inflows total 187,800 contracts, with notable additions of 38,800 at 3,500, 82,000 at 3,900 and 64,000 at 4,400, pointing to increased writer interest around the upper half of the range. Put side sees 416,600 new contracts, led by 214,600 at 3,500, 103,800 at 3,450 and 95,200 at 3,000, reflecting a parallel buildup of hedging activity on the downside. The symmetric OI accumulation suggests market makers are positioning to absorb volatility spikes in either direction while maintaining a balanced delta exposure.
Volatility Read
Implied volatility sits at 37.35%, a moderate level given the index’s recent range‑bound behavior. The skew curve remains neutral, indicating comparable demand for both call and put contracts across the examined strikes.
Key OI Levels
The 3,500 strike hosts the peak call OI of 1,500 contracts and the peak put OI of 1,500 contracts, marking it as the focal point of open interest.