DLF Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 540 | ₹— | —% | — | +4K | 43K |
| 0 | 0 | — | —% | ₹— | 560 | ₹— | —% | — | -10K | 98K |
| 0 | 0 | — | —% | ₹— | 580 | ₹— | —% | — | -6K | 1.3 L |
| 0 | 0 | — | —% | ₹— | 590 | ₹— | —% | — | +1.5 L | 2.4 L |
| 26K | +3K | — | —% | ₹— | 600 | ₹— | —% | — | +35K | 2.7 L |
| 0 | 0 | — | —% | ₹— | 610 | ₹— | —% | — | +14K | 100K |
| 24K | 0 | — | —% | ₹— | 620 | ₹— | —% | — | +50K | 3.5 L |
| 40K | 0 | — | —% | ₹— | 630 | ₹— | —% | — | +63K | 1.8 L |
| 74K | 0 | — | —% | ₹— | 640 | ₹— | —% | — | +60K | 2.7 L |
| 1.7 L | +11K | — | —% | ₹— | 650 | ₹— | —% | — | -950 | 4.3 L |
| 3.6 L | +11K | — | —% | ₹— | 660 | ₹— | —% | — | -7K | 2.6 L |
| 10.6 L | +1.1 L | — | —% | ₹— | 670ATM | ₹— | —% | — | +35K | 4.6 L |
| 6.6 L | +82K | — | —% | ₹— | 680 | ₹— | —% | — | +17K | 2.5 L |
| 2.2 L | +87K | — | —% | ₹— | 690 | ₹— | —% | — | 0 | 53K |
| 9.3 L | +1.5 L | — | —% | ₹— | 700 | ₹— | —% | — | +8K | 2.1 L |
| 2.2 L | +20K | — | —% | ₹— | 710 | ₹— | —% | — | 0 | 14K |
| 3.5 L | +37K | — | —% | ₹— | 720 | ₹— | —% | — | 0 | 32K |
| 2.0 L | +56K | — | —% | ₹— | 730 | ₹— | —% | — | 0 | 0 |
| 2.0 L | +51K | — | —% | ₹— | 740 | ₹— | —% | — | -950 | 91K |
| 3.4 L | +2.1 L | — | —% | ₹— | 760 | ₹— | —% | — | 0 | 3K |
| 70K | +2K | — | —% | ₹— | 780 | ₹— | —% | — | 0 | 6K |
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 option chain shows a tight concentration of open interest around the ₹660‑₹680 band for calls and the ₹590‑₹640 band for puts. The highest call open interest sits at the ₹660 strike, while the largest put open interest is at ₹590, framing a roughly ₹70‑wide implied trading range. With the underlying quoted at ₹666.3, the ATM zone lies near the ₹660‑₹670 call strikes and the ₹650‑₹660 put strikes, indicating that market participants are anchoring expectations around this corridor.
OI Buildup Activity
During the latest session, the ₹760 call contract attracted an additional 2,09,950 contracts, pushing its total open interest to 760, followed by the ₹700 call gaining 1,37,750 contracts and the ₹670 call adding 1,10,200 contracts. On the put side, the ₹590 strike accumulated 1,48,200 new contracts, the ₹630 put saw an influx of 62,700 contracts, and the ₹640 put added 57,950 contracts. This fresh buildup reflects a pronounced positioning of writers at these strikes, reinforcing the identified support‑resistance framework.
Volatility Read
The at‑the‑money implied volatility stands at 27.04%, signaling moderate premium levels for the near‑term expiry. The volatility skew is bearish, with out‑of‑the‑money calls priced higher relative to equivalent puts, suggesting a bias toward downside risk premia.
Key OI Levels
The most concentrated open interest resides at the ₹660 call strike for calls and the ₹590 put strike for puts.