Dabur India Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 1K | +1K | — | —% | ₹— | 300 | ₹— | —% | — | 0 | 30K |
| 1K | 0 | — | —% | ₹— | 310 | ₹— | —% | — | +84K | 2.5 L |
| 0 | 0 | — | —% | ₹— | 320 | ₹— | —% | — | +1.4 L | 3.2 L |
| 0 | 0 | — | —% | ₹— | 325 | ₹— | —% | — | +38K | 39K |
| 1K | 0 | — | —% | ₹— | 330 | ₹— | —% | — | +28K | 8.6 L |
| 0 | 0 | — | —% | ₹— | 335 | ₹— | —% | — | +41K | 74K |
| 80K | +3K | — | —% | ₹— | 340 | ₹— | —% | — | +56K | 4.2 L |
| 1K | 0 | — | —% | ₹— | 345 | ₹— | —% | — | 0 | 1.2 L |
| 1.4 L | +9K | — | —% | ₹— | 350 | ₹— | —% | — | +21K | 6.5 L |
| 2.0 L | -3K | — | —% | ₹— | 355 | ₹— | —% | — | +35K | 2.6 L |
| 6.3 L | +1.6 L | — | —% | ₹— | 360 | ₹— | —% | — | +75K | 6.3 L |
| 5.0 L | +10K | — | —% | ₹— | 365 | ₹— | —% | — | +16K | 1.1 L |
| 8.2 L | +26K | — | —% | ₹— | 370 | ₹— | —% | — | +8K | 6.4 L |
| 1.2 L | +26K | — | —% | ₹— | 375 | ₹— | —% | — | 0 | 38K |
| 8.4 L | +3.3 L | — | —% | ₹— | 380 | ₹— | —% | — | -1K | 1.5 L |
| 98K | 0 | — | —% | ₹— | 385 | ₹— | —% | — | 0 | 40K |
| 4.8 L | -15K | — | —% | ₹— | 390 | ₹— | —% | — | +3K | 1.6 L |
| 1.0 L | +53K | — | —% | ₹— | 395 | ₹— | —% | — | 0 | 6K |
| 13.3 L | +55K | — | —% | ₹— | 400ATM | ₹— | —% | — | +21K | 4.6 L |
| 31K | +20K | — | —% | ₹— | 405 | ₹— | —% | — | 0 | 23K |
| 1.6 L | +8K | — | —% | ₹— | 410 | ₹— | —% | — | 0 | 1.2 L |
| 13K | +9K | — | —% | ₹— | 415 | ₹— | —% | — | 0 | 3K |
| 1.5 L | -5K | — | —% | ₹— | 420 | ₹— | —% | — | 0 | 91K |
| 13K | +8K | — | —% | ₹— | 425 | ₹— | —% | — | -1K | 21K |
| 71K | +6K | — | —% | ₹— | 430 | ₹— | —% | — | 0 | 41K |
| 75K | 0 | — | —% | ₹— | 440 | ₹— | —% | — | 0 | 53K |
| 2.5 L | 0 | — | —% | ₹— | 450 | ₹— | —% | — | 0 | 2.8 L |
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 profile clusters tightly around the 360‑strike, with both call and put contracts amassing roughly 180 contracts each, marking this level as the central pivot for market participants. Consequently, the implied price corridor for the upcoming November expiry is bounded by the 340‑380 band, where most of the liquidity resides and liquidity concentration remains high. Traders eyeing the 340‑380 range should watch the 350 and 370 strikes as secondary support‑resistance zones, given the moderate open‑interest buildup there especially on the downside.
OI Buildup Activity
On the call side, fresh open‑interest adds of 3,25,000 contracts at the 380 strike, 1,65,000 at 360, and 56,250 at 400 indicate aggressive writing near and above the current spot to capture premium. The put market records comparable activity with additions of 1,37,500 contracts at 320, 83,750 at 310, and 72,500 at 360, reinforcing a balanced hedge stance for downside protection. These builds suggest that writers are positioning for a range‑bound outcome while securing premium at both the resistance 380 and support 320 levels.
Volatility Read
The at‑the‑money implied volatility stands at 24.78%, indicating moderate premium pricing ahead of the November expiry. Skew remains neutral, with call and put implied volatilities virtually aligned across the examined strikes today.
Key OI Levels
The highest call open‑interest of 180 contracts sits at the 180‑strike, while the peak put open‑interest of 180 contracts also clusters at the 180‑strike, defining clear resistance and support zones.