Fortis Healthcare Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 580 | ₹— | —% | — | 0 | 11K |
| 775 | 0 | — | —% | ₹— | 600 | ₹— | —% | — | +2K | 9K |
| 0 | 0 | — | —% | ₹— | 620 | ₹— | —% | — | -17K | 11K |
| 0 | 0 | — | —% | ₹— | 630 | ₹— | —% | — | 0 | 0 |
| 775 | 0 | — | —% | ₹— | 640 | ₹— | —% | — | +2K | 4K |
| 2K | +2K | — | —% | ₹— | 650 | ₹— | —% | — | -12K | 45K |
| 0 | 0 | — | —% | ₹— | 660 | ₹— | —% | — | +5K | 5K |
| 0 | 0 | — | —% | ₹— | 670 | ₹— | —% | — | +6K | 9K |
| 0 | 0 | — | —% | ₹— | 680 | ₹— | —% | — | +2K | 33K |
| 0 | 0 | — | —% | ₹— | 690 | ₹— | —% | — | +58K | 58K |
| 3.3 L | -2K | — | —% | ₹— | 700 | ₹— | —% | — | +37K | 2.2 L |
| 8K | 0 | — | —% | ₹— | 710 | ₹— | —% | — | +23K | 38K |
| 37K | 0 | — | —% | ₹— | 720 | ₹— | —% | — | -5K | 3.0 L |
| 16K | +2K | — | —% | ₹— | 730 | ₹— | —% | — | +43K | 93K |
| 3.6 L | -54K | — | —% | ₹— | 740 | ₹— | —% | — | +43K | 2.1 L |
| 2.0 L | +22K | — | —% | ₹— | 750 | ₹— | —% | — | +41K | 1.8 L |
| 4.0 L | +51K | — | —% | ₹— | 760 | ₹— | —% | — | +42K | 63K |
| 88K | +81K | — | —% | ₹— | 770 | ₹— | —% | — | +775 | 47K |
| 2.1 L | +1.3 L | — | —% | ₹— | 780 | ₹— | —% | — | +19K | 47K |
| 18K | +8K | — | —% | ₹— | 790 | ₹— | —% | — | 0 | 775 |
| 5.9 L | +4.2 L | — | —% | ₹— | 800ATM | ₹— | —% | — | -2K | 1.3 L |
| 20K | +20K | — | —% | ₹— | 810 | ₹— | —% | — | 0 | 4K |
| 34K | +34K | — | —% | ₹— | 820 | ₹— | —% | — | 0 | 2K |
| 71K | +38K | — | —% | ₹— | 830 | ₹— | —% | — | 0 | 2K |
| 48K | +24K | — | —% | ₹— | 840 | ₹— | —% | — | 0 | 2K |
| 45K | -12K | — | —% | ₹— | 850 | ₹— | —% | — | 0 | 43K |
| 7K | +6K | — | —% | ₹— | 860 | ₹— | —% | — | 0 | 775 |
| 14K | 0 | — | —% | ₹— | 870 | ₹— | —% | — | 0 | 0 |
| 42K | -33K | — | —% | ₹— | 880 | ₹— | —% | — | 0 | 2K |
| 2K | -2K | — | —% | ₹— | 890 | ₹— | —% | — | 0 | 0 |
| 97K | -29K | — | —% | ₹— | 900 | ₹— | —% | — | 0 | 21K |
| 0 | 0 | — | —% | ₹— | 910 | ₹— | —% | — | 0 | 0 |
| 18K | -12K | — | —% | ₹— | 920 | ₹— | —% | — | 0 | 2K |
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 ₹770‑₹780 call cluster and the ₹690‑₹740 put cluster. The 770 CE, 780 CE and 770 PE strikes together hold roughly 2,480 contracts, suggesting a likely resistance zone near ₹770‑₹780. On the downside, the 690 PE, 730 PE and 740 PE strikes accumulate about 1,970 contracts, forming a supportive band between ₹690 and ₹740. This symmetric OI build‑up frames an implied price corridor of roughly ₹730 ± ₹40 for the November expiry.
OI Buildup Activity
Fresh OI influx is evident at the 800 CE level, which added 800 contracts (≈4 % increase, ₹18,500 k value). The 780 CE strike also saw a modest rise of 1 contract (₹29,425 k), while the 770 CE gained 80 contracts (₹600 k). On the put side, the 690 PE strike recorded an addition of 55 contracts (₹25,025 k), the 730 PE rose by 44 contracts (₹44,175 k) and the 740 PE increased by 42 contracts (₹42,625 k). These additions indicate that option writers are reinforcing positions near the identified resistance and support zones, with a balanced distribution of new short exposure across both sides of the market.
Volatility Read
The at‑the‑money implied volatility stands at 26.73 %, reflecting moderate premium levels for the November contract. The volatility skew is bearish, indicating higher implied volatility for out‑of‑the‑money calls relative to puts.
Key OI Levels
The highest call OI sits at the 770 CE strike (1,000 contracts) and the highest put OI at the 690 PE strike (1,000 contracts).