Dabur India Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 320 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 330 | ₹— | —% | — | -1K | 0 |
| 0 | 0 | — | —% | ₹— | 335 | ₹— | —% | — | 0 | 0 |
| 1K | 0 | — | —% | ₹— | 340 | ₹— | —% | — | -1K | 16K |
| 0 | 0 | — | —% | ₹— | 345 | ₹— | —% | — | 0 | 0 |
| 9K | 0 | — | —% | ₹— | 350 | ₹— | —% | — | -1K | 5.4 L |
| 0 | 0 | — | —% | ₹— | 355 | ₹— | —% | — | -1K | 41K |
| 18K | +9K | — | —% | ₹— | 360 | ₹— | —% | — | -35K | 17.2 L |
| 18K | 0 | — | —% | ₹— | 365 | ₹— | —% | — | +36K | 2.7 L |
| 1.7 L | +40K | — | —% | ₹— | 370 | ₹— | —% | — | -4K | 9.7 L |
| 74K | -4K | — | —% | ₹— | 375 | ₹— | —% | — | +33K | 3.5 L |
| 10.5 L | -1.3 L | — | —% | ₹— | 380 | ₹— | —% | — | +54K | 9.9 L |
| 6.0 L | +40K | — | —% | ₹— | 385 | ₹— | —% | — | +29K | 4.0 L |
| 11.8 L | -38K | — | —% | ₹— | 390 | ₹— | —% | — | +4K | 8.6 L |
| 5.3 L | +39K | — | —% | ₹— | 395 | ₹— | —% | — | 0 | 2.8 L |
| 35.9 L | +8K | — | —% | ₹— | 400ATM | ₹— | —% | — | -14K | 17.1 L |
| 7.9 L | +19K | — | —% | ₹— | 405 | ₹— | —% | — | +24K | 3.2 L |
| 15.0 L | +45K | — | —% | ₹— | 410 | ₹— | —% | — | +1K | 6.3 L |
| 3.5 L | -16K | — | —% | ₹— | 415 | ₹— | —% | — | 0 | 73K |
| 18.1 L | -78K | — | —% | ₹— | 420 | ₹— | —% | — | +1K | 3.0 L |
| 1.9 L | +6K | — | —% | ₹— | 425 | ₹— | —% | — | 0 | 64K |
| 16.3 L | -21K | — | —% | ₹— | 430 | ₹— | —% | — | -1K | 75K |
| 30K | 0 | — | —% | ₹— | 435 | ₹— | —% | — | 0 | 18K |
| 2.6 L | +6K | — | —% | ₹— | 440 | ₹— | —% | — | -4K | 81K |
| 10K | 0 | — | —% | ₹— | 445 | ₹— | —% | — | 0 | 4K |
| 7.4 L | -11K | — | —% | ₹— | 450 | ₹— | —% | — | 0 | 2.3 L |
| — | — | — | —% | ₹— | 455 | ₹— | —% | — | 0 | 3K |
| 1.1 L | 0 | — | —% | ₹— | 460 | ₹— | —% | — | -1K | 25K |
| — | — | — | —% | ₹— | 465 | ₹— | —% | — | 0 | 8K |
| 60K | 0 | — | —% | ₹— | 470 | ₹— | —% | — | 0 | 14K |
| — | — | — | —% | ₹— | 475 | ₹— | —% | — | 0 | 4K |
| 1.3 L | 0 | — | —% | ₹— | 480 | ₹— | —% | — | 0 | 6K |
| 59K | +1K | — | —% | ₹— | 490 | ₹— | —% | — | 0 | 1.5 L |
| 2.5 L | +3K | — | —% | ₹— | 500 | ₹— | —% | — | — | — |
| 9K | 0 | — | —% | ₹— | 520 | ₹— | —% | — | — | — |
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) picture shows a tight concentration around the ₹380‑₹385 corridor, with the largest put stack at the ₹380 strike and the biggest call stack at the ₹385 strike. This clustering suggests that market participants are pricing the underlying to stay within a roughly ₹370 to ₹400 band through the September expiry. Consequently, the implied range derived from OI and the at‑the‑money implied volatility (IV) points to modest directional moves and limited upside‑downside bias.
OI Buildup Activity
During the latest roll‑over, fresh OI piles up at the ₹410 call (+45,000), ₹385 call (+42,500) and ₹370 call (+41,250) levels, indicating that option writers are adding protection above the current spot. On the put side, new OI accumulates at the ₹380 strike (+52,500), ₹375 strike (+32,500) and ₹365 strike (+30,000), reflecting defensive positioning below the spot. The net effect is a balanced augmentation of both call and put books, with writers anchoring near resistance and support zones.
Volatility Read
The ATM IV sits at 17.35 %, implying moderate premium pricing consistent with the observed OI‑driven range. The volatility skew is bearish, meaning out‑of‑the‑money calls are priced relatively cheaper than puts, hinting at a slight demand for downside protection.
Key OI Levels
The highest call OI resides at the ₹385 strike, while the highest put OI concentrates at the ₹380 strike.