Central Depository Services (India) Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 7K | +4K | — | —% | ₹— | 1,120 | ₹— | —% | — | +4K | 15K |
| 0 | 0 | — | —% | ₹— | 1,160 | ₹— | —% | — | +475 | 40K |
| 9K | +2K | — | —% | ₹— | 1,200 | ₹— | —% | — | +475 | 1.7 L |
| 475 | 0 | — | —% | ₹— | 1,220 | ₹— | —% | — | -1K | 31K |
| 3K | 0 | — | —% | ₹— | 1,240 | ₹— | —% | — | -475 | 54K |
| 7K | 0 | — | —% | ₹— | 1,260 | ₹— | —% | — | -36K | 2.4 L |
| 3K | 0 | — | —% | ₹— | 1,280 | ₹— | —% | — | -8K | 1.2 L |
| 92K | +475 | — | —% | ₹— | 1,300 | ₹— | —% | — | -16K | 6.0 L |
| 18K | -475 | — | —% | ₹— | 1,320 | ₹— | —% | — | -23K | 2.1 L |
| 3.3 L | -475 | — | —% | ₹— | 1,340 | ₹— | —% | — | +21K | 3.3 L |
| 3.2 L | +4K | — | —% | ₹— | 1,360 | ₹— | —% | — | -1.4 L | 5.4 L |
| 2.5 L | -8K | — | —% | ₹— | 1,380 | ₹— | —% | — | +2.0 L | 4.7 L |
| 13.3 L | +1.9 L | — | —% | ₹— | 1,400ATM | ₹— | —% | — | +99K | 9.6 L |
| 8.3 L | +2.6 L | — | —% | ₹— | 1,420 | ₹— | —% | — | +32K | 1.7 L |
| 9.5 L | +83K | — | —% | ₹— | 1,440 | ₹— | —% | — | -9K | 2.0 L |
| 8.4 L | +1.6 L | — | —% | ₹— | 1,460 | ₹— | —% | — | +88K | 2.9 L |
| 2.9 L | -25K | — | —% | ₹— | 1,480 | ₹— | —% | — | -950 | 1.1 L |
| 7.5 L | +56K | — | —% | ₹— | 1,500 | ₹— | —% | — | 0 | 1.0 L |
| 4.0 L | +12K | — | —% | ₹— | 1,520 | ₹— | —% | — | 0 | 27K |
| 1.2 L | +40K | — | —% | ₹— | 1,540 | ₹— | —% | — | 0 | 4K |
| 3.2 L | +7K | — | —% | ₹— | 1,560 | ₹— | —% | — | 0 | 7K |
| 3.5 L | +3K | — | —% | ₹— | 1,600 | ₹— | —% | — | 0 | 21K |
| 1.0 L | +23K | — | —% | ₹— | 1,640 | ₹— | —% | — | 0 | 0 |
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 1400 ₹ strike for calls and the 1380 ₹ strike for puts, forming a tight band that brackets the current spot of ₹1,394.6. The highest call OI of 1,000 contracts sits at the 1400 level, acting as a near‑term resistance, while the equal‑sized put OI at 1380 provides a corresponding support. This symmetric concentration suggests an implied trading range of roughly ₹1,380 to ₹1,420 for the remainder of the week.
OI Buildup Activity
New call OI emerges prominently at 1420 ₹ (+2 contracts, 62,675 contracts), 1400 ₹ (+1 contract, 94,275 contracts) and 1460 ₹ (+1 contract, 56,750 contracts), indicating fresh bullish positioning and potential hedging by writers. On the put side, fresh OI accumulates at 1380 ₹ (+2 contracts, 2,02,350 contracts), 1400 ₹ (+99 contracts, 275 contracts) and 1460 ₹ (+88 contracts, 350 contracts), reflecting defensive buying and writer risk‑mitigation. The parallel buildup in both call and put legs at adjacent strikes points to a balanced stance among market participants ahead of expiry.
Volatility Read
The at‑the‑money implied volatility stands at 23.27 %, modest for this underlying and consistent with the narrow OI band. The volatility skew is bearish, with out‑of‑the‑money calls priced lower than equivalent puts, signaling market bias toward downside moves.
Key OI Levels
The most concentrated open interest resides at the 1400 ₹ call (1,000 contracts) and the 1380 ₹ put (1,000 contracts).