Divi's Laboratories Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 300 | 0 | — | —% | ₹— | 6,800 | ₹— | —% | — | -100 | 2K |
| 2K | 0 | — | —% | ₹— | 7,000 | ₹— | —% | — | +200 | 9K |
| 100 | 0 | — | —% | ₹— | 7,100 | ₹— | —% | — | +600 | 1K |
| 2K | 0 | — | —% | ₹— | 7,200 | ₹— | —% | — | -500 | 1K |
| 3K | 0 | — | —% | ₹— | 7,300 | ₹— | —% | — | 0 | 2K |
| 800 | 0 | — | —% | ₹— | 7,400 | ₹— | —% | — | +8K | 36K |
| 2K | 0 | — | —% | ₹— | 7,500 | ₹— | —% | — | -200 | 7K |
| 1K | 0 | — | —% | ₹— | 7,600 | ₹— | —% | — | -100 | 1K |
| 2K | 0 | — | —% | ₹— | 7,700 | ₹— | —% | — | +100 | 1K |
| 3K | 0 | — | —% | ₹— | 7,800 | ₹— | —% | — | -1K | 24K |
| 100 | 0 | — | —% | ₹— | 7,900 | ₹— | —% | — | 0 | 1K |
| 15K | -200 | — | —% | ₹— | 8,000 | ₹— | —% | — | -2K | 83K |
| 2K | 0 | — | —% | ₹— | 8,100 | ₹— | —% | — | 0 | 100K |
| 3K | 0 | — | —% | ₹— | 8,200 | ₹— | —% | — | +1K | 19K |
| 4K | 0 | — | —% | ₹— | 8,300 | ₹— | —% | — | 0 | 46K |
| 17K | -100 | — | —% | ₹— | 8,400 | ₹— | —% | — | +2K | 79K |
| 38K | 0 | — | —% | ₹— | 8,500 | ₹— | —% | — | -2K | 1.2 L |
| 71K | -2K | — | —% | ₹— | 8,600 | ₹— | —% | — | -4K | 1.3 L |
| 45K | -800 | — | —% | ₹— | 8,700 | ₹— | —% | — | +2K | 84K |
| 47K | -500 | — | —% | ₹— | 8,800 | ₹— | —% | — | +2K | 96K |
| 46K | -2K | — | —% | ₹— | 8,900 | ₹— | —% | — | -9K | 93K |
| 1.4 L | -4K | — | —% | ₹— | 9,000ATM | ₹— | —% | — | -21K | 1.6 L |
| 72K | +4K | — | —% | ₹— | 9,100 | ₹— | —% | — | -10K | 75K |
| 1.5 L | +27K | — | —% | ₹— | 9,200 | ₹— | —% | — | -20K | 84K |
| 1.5 L | -5K | — | —% | ₹— | 9,300 | ₹— | —% | — | -10K | 60K |
| 69K | +7K | — | —% | ₹— | 9,400 | ₹— | —% | — | +600 | 18K |
| 1.5 L | +32K | — | —% | ₹— | 9,500 | ₹— | —% | — | -500 | 21K |
| 1.9 L | +6K | — | —% | ₹— | 9,600 | ₹— | —% | — | 0 | 500 |
| 0 | 0 | — | —% | ₹— | 9,700 | ₹— | —% | — | +600 | 600 |
| 1.6 L | -9K | — | —% | ₹— | 9,800 | ₹— | —% | — | 0 | 700 |
| 8K | +7K | — | —% | ₹— | 9,900 | ₹— | —% | — | 0 | 0 |
| 1.3 L | +10K | — | —% | ₹— | 10,000 | ₹— | —% | — | 0 | 400 |
| 0 | 0 | — | —% | ₹— | 10,100 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 10,200 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 10,400 | ₹— | —% | — | 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) map shows a strong concentration at the 10,000 ₹ call (1,29,000 contracts) acting as a resistance ceiling, while the 10,000 ₹ put (400 contracts) forms a shallow support zone. The bulk of OI sits between the 9,200 ₹ and 9,500 ₹ call strikes and the 7,400 ₹ to 8,800 ₹ put strikes, suggesting an implied price corridor roughly from 7,500 ₹ to 10,000 ₹ for the September expiry.
OI Buildup Activity
During the latest session, fresh OI inflows are evident at the 9,500 ₹ call (+32,400), 9,200 ₹ call (+26,600) and 10,000 ₹ call (+10,000), indicating that option writers are expanding positions near the upper range. On the downside, the 7,400 ₹ put accumulates +8,000 OI, with additional builds at 8,800 ₹ (+2,600) and 8,400 ₹ (+2,500), reflecting writer activity around the lower support band. Overall, the OI additions reinforce the existing resistance‑support structure without introducing new strike clusters.
Volatility Read
The at‑the‑money implied volatility stands at 20.91 %, a level consistent with the underlying’s recent price stability. The volatility skew is neutral, implying balanced demand for calls and puts across strikes.
Key OI Levels
The highest call OI sits at the 10,000 ₹ strike (1,29,000 contracts) and the highest put OI at the 10,000 ₹ strike (400 contracts).