Divi's Laboratories Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 7,600 | ₹— | —% | — | +5K | 10K |
| 0 | 0 | — | —% | ₹— | 7,800 | ₹— | —% | — | -2K | 5K |
| 6K | 0 | — | —% | ₹— | 8,000 | ₹— | —% | — | -5K | 19K |
| 100 | 0 | — | —% | ₹— | 8,100 | ₹— | —% | — | +4K | 13K |
| 0 | 0 | — | —% | ₹— | 8,200 | ₹— | —% | — | -1K | 10K |
| 300 | 0 | — | —% | ₹— | 8,300 | ₹— | —% | — | -900 | 6K |
| 2K | 0 | — | —% | ₹— | 8,400 | ₹— | —% | — | -5K | 17K |
| 6K | +400 | — | —% | ₹— | 8,500 | ₹— | —% | — | -2K | 76K |
| 3K | 0 | — | —% | ₹— | 8,600 | ₹— | —% | — | -6K | 26K |
| 8K | 0 | — | —% | ₹— | 8,700 | ₹— | —% | — | -3K | 30K |
| 12K | -100 | — | —% | ₹— | 8,800 | ₹— | —% | — | -4K | 35K |
| 6K | -700 | — | —% | ₹— | 8,900 | ₹— | —% | — | -3K | 20K |
| 58K | -2K | — | —% | ₹— | 9,000 | ₹— | —% | — | +14K | 99K |
| 23K | -3K | — | —% | ₹— | 9,100 | ₹— | —% | — | +3K | 32K |
| 94K | -7K | — | —% | ₹— | 9,200 | ₹— | —% | — | -2K | 44K |
| 34K | -2K | — | —% | ₹— | 9,300 | ₹— | —% | — | +9K | 34K |
| 49K | -4K | — | —% | ₹— | 9,400 | ₹— | —% | — | +20K | 62K |
| 1.1 L | +500 | — | —% | ₹— | 9,500 | ₹— | —% | — | +29K | 93K |
| 70K | +21K | — | —% | ₹— | 9,600 | ₹— | —% | — | +26K | 31K |
| 55K | +36K | — | —% | ₹— | 9,700 | ₹— | —% | — | +20K | 30K |
| 84K | +33K | — | —% | ₹— | 9,800 | ₹— | —% | — | +6K | 8K |
| 16K | +2K | — | —% | ₹— | 9,900 | ₹— | —% | — | +4K | 4K |
| 2.7 L | +50K | — | —% | ₹— | 10,000ATM | ₹— | —% | — | +14K | 18K |
| 22K | +7K | — | —% | ₹— | 10,100 | ₹— | —% | — | +200 | 200 |
| 49K | +23K | — | —% | ₹— | 10,200 | ₹— | —% | — | +1K | 2K |
| 16K | +7K | — | —% | ₹— | 10,300 | ₹— | —% | — | 0 | 400 |
| 17K | +6K | — | —% | ₹— | 10,400 | ₹— | —% | — | 0 | 600 |
| 66K | +27K | — | —% | ₹— | 10,500 | ₹— | —% | — | 0 | 0 |
| 10K | +2K | — | —% | ₹— | 10,600 | ₹— | —% | — | 0 | 200 |
| 3K | +3K | — | —% | ₹— | 10,700 | ₹— | —% | — | 0 | 0 |
| 10K | +3K | — | —% | ₹— | 10,800 | ₹— | —% | — | 0 | 0 |
| 75K | +33K | — | —% | ₹— | 11,000 | ₹— | —% | — | 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 call open interest clusters around the 10,000‑strike, where 2,73,300 contracts sit, forming a clear resistance ceiling and serves as a focal point for speculative strategies. On the put side, the 10,000‑strike carries 17,800 contracts, establishing a solid support floor. Together these concentrations bracket the underlying price within a roughly 10‑point band centered near the ATM level.
OI Buildup Activity
During the latest trading session, fresh call OI adds of 50,600 at 10,000, 35,300 at 9,700 and 33,000 at 9,800 indicate aggressive writing of new contracts. Correspondingly, put OI adds of 28,800 at 9,500, 26,000 at 9,600 and 20,300 at 9,400 show accumulating hedges on the downside, reinforcing their defensive posture amid elevated market uncertainty. The pattern suggests market participants are positioning for a range‑bound outlook while retaining the ability to capitalize on potential breakouts.
Volatility Read
The at‑the‑money implied volatility stands at 33.93%, reflecting moderate premium levels ahead of the November expiry and aligns with the broader sectoral sentiment today. The volatility skew is bearish, with out‑of‑the‑money calls priced higher than equivalent puts, implying expectation of limited upside.
Key OI Levels
The strikes with the highest open interest are the 10,000 call (2,73,300 contracts) and the 10,000 put (17,800 contracts).