DLF Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 540 | ₹— | —% | — | 0 | 48K |
| 7K | 0 | — | —% | ₹— | 560 | ₹— | —% | — | 0 | 6K |
| 0 | 0 | — | —% | ₹— | 580 | ₹— | —% | — | -10K | 89K |
| 950 | 0 | — | —% | ₹— | 590 | ₹— | —% | — | 0 | 20K |
| 16K | 0 | — | —% | ₹— | 600 | ₹— | —% | — | -17K | 3.4 L |
| 11K | 0 | — | —% | ₹— | 610 | ₹— | —% | — | -9K | 1.2 L |
| 37K | 0 | — | —% | ₹— | 620 | ₹— | —% | — | +19K | 5.7 L |
| 50K | 0 | — | —% | ₹— | 630 | ₹— | —% | — | +36K | 4.3 L |
| 1.2 L | 0 | — | —% | ₹— | 640 | ₹— | —% | — | -51K | 5.8 L |
| 1.2 L | -950 | — | —% | ₹— | 650 | ₹— | —% | — | -29K | 8.0 L |
| 7.2 L | -3K | — | —% | ₹— | 660 | ₹— | —% | — | +1.1 L | 6.7 L |
| 4.8 L | -9K | — | —% | ₹— | 670 | ₹— | —% | — | -27K | 5.3 L |
| 9.8 L | -1.0 L | — | —% | ₹— | 680 | ₹— | —% | — | -25K | 7.6 L |
| 9.2 L | +64K | — | —% | ₹— | 690 | ₹— | —% | — | -28K | 3.3 L |
| 17.8 L | +74K | — | —% | ₹— | 700ATM | ₹— | —% | — | -6K | 3.6 L |
| 3.9 L | -29K | — | —% | ₹— | 710 | ₹— | —% | — | 0 | 43K |
| 8.6 L | +10K | — | —% | ₹— | 720 | ₹— | —% | — | +4K | 64K |
| 3.8 L | -41K | — | —% | ₹— | 730 | ₹— | —% | — | 0 | 12K |
| 6.4 L | -18K | — | —% | ₹— | 740 | ₹— | —% | — | -7K | 90K |
| 1.8 L | +950 | — | —% | ₹— | 750 | ₹— | —% | — | 0 | 4K |
| 3.2 L | +30K | — | —% | ₹— | 760 | ₹— | —% | — | 0 | 6K |
| 4.0 L | +22K | — | —% | ₹— | 780 | ₹— | —% | — | -5K | 50K |
| 0 | 0 | — | —% | ₹— | 800 | ₹— | —% | — | 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 tight concentration around the ₹680‑₹700 band, indicating that market participants view this range as the most probable settlement zone for the September 29 expiry. The largest call OI sits at the ₹1000 strike, which historically acts as a resistance ceiling, while the biggest put OI also rests at the ₹1000 strike, forming a support floor beneath the current spot of ₹681.9. Together, these clusters frame an implied price corridor of roughly ₹660 to ₹720 for the underlying index.
OI Buildup Activity
During the latest trading session, fresh call OI adds of 700 contracts at ₹660 (+73,150), 690 (+64,600) and 760 (+31,350) suggest that option writers are reinforcing their positions near the lower‑mid and upper‑mid strikes. On the put side, notable OI inflows appear at ₹660 (+1,05,450), 630 (+36,100) and 620 (+19,000), reflecting a buildup of defensive hedges below the spot level. The magnitude of these additions points to a balanced accumulation of both bullish and bearish exposures, with writers concentrating risk around the identified key strikes.
Volatility Read
The at‑the‑money implied volatility stands at 22.12 %, signaling moderate pricing of forward risk for the September contract. The volatility skew is bearish, meaning out‑of‑the‑money calls are priced higher than equivalent puts, which typically implies market expectation of a downside bias.
Key OI Levels
The highest open‑interest concentrations are recorded at the ₹1000 strike for both call (1000 contracts) and put (1000 contracts) options.