Fortis Healthcare Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 760 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 780 | ₹— | —% | — | +775 | 20K |
| 0 | 0 | — | —% | ₹— | 800 | ₹— | —% | — | -5K | 63K |
| 0 | 0 | — | —% | ₹— | 810 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 820 | ₹— | —% | — | 0 | 4K |
| 2K | 0 | — | —% | ₹— | 830 | ₹— | —% | — | 0 | 3K |
| 0 | 0 | — | —% | ₹— | 840 | ₹— | —% | — | 0 | 19K |
| 10K | +775 | — | —% | ₹— | 850 | ₹— | —% | — | 0 | 69K |
| 0 | 0 | — | —% | ₹— | 860 | ₹— | —% | — | +1.1 L | 1.3 L |
| 0 | 0 | — | —% | ₹— | 870 | ₹— | —% | — | +26K | 57K |
| 8K | 0 | — | —% | ₹— | 880 | ₹— | —% | — | +9K | 1.7 L |
| 4K | 0 | — | —% | ₹— | 890 | ₹— | —% | — | -775 | 38K |
| 1.7 L | -775 | — | —% | ₹— | 900ATM | ₹— | —% | — | +65K | 3.3 L |
| 1.5 L | +34K | — | —% | ₹— | 910 | ₹— | —% | — | -13K | 81K |
| 1.9 L | +3K | — | —% | ₹— | 920 | ₹— | —% | — | 0 | 1.5 L |
| 1.4 L | +9K | — | —% | ₹— | 930 | ₹— | —% | — | -775 | 44K |
| 1.8 L | -2K | — | —% | ₹— | 940 | ₹— | —% | — | 0 | 33K |
| 3.0 L | -4K | — | —% | ₹— | 950 | ₹— | —% | — | 0 | 88K |
| 77K | -9K | — | —% | ₹— | 960 | ₹— | —% | — | 0 | 12K |
| 43K | 0 | — | —% | ₹— | 970 | ₹— | —% | — | 0 | 2K |
| 88K | +2K | — | —% | ₹— | 980 | ₹— | —% | — | +775 | 8K |
| 16K | +775 | — | —% | ₹— | 990 | ₹— | —% | — | 0 | 0 |
| 1.6 L | +4K | — | —% | ₹— | 1,000 | ₹— | —% | — | 0 | 26K |
| 0 | 0 | — | —% | ₹— | 1,010 | ₹— | —% | — | 0 | 0 |
| 37K | 0 | — | —% | ₹— | 1,020 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,030 | ₹— | —% | — | 0 | 0 |
| 12K | 0 | — | —% | ₹— | 1,040 | ₹— | —% | — | 0 | 0 |
| — | — | — | —% | ₹— | 1,050 | ₹— | —% | — | 0 | 8K |
| 0 | 0 | — | —% | ₹— | 1,060 | ₹— | —% | — | 0 | 0 |
| 2K | 0 | — | —% | ₹— | 1,080 | ₹— | —% | — | — | — |
| 7K | 0 | — | —% | ₹— | 1,100 | ₹— | —% | — | 0 | 5K |
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) landscape shows a pronounced clustering around the 910 CE and 860 PE strikes. The 910 CE contract holds 34,100 new contracts, while the 860 PE contract has added 109,275 new contracts, indicating strong market interest at these points. With the spot at ₹905, the concentration suggests an implied price corridor roughly between ₹860 and ₹910 for the September expiry.
OI Buildup Activity
Today's data reveal fresh OI inflows on the call side at 910 (34,100), 930 (7,750) and 920 (4,650) strikes, pointing to writers stacking positions near the current market price. On the put side, the 860 strike absorbs the largest addition (109,275), followed by 900 (59,675) and 870 (19,375), indicating a defensive stance for downside protection. The net influx of OI across both wings hints at a balanced hedging approach rather than directional bets.
Volatility Read
The at‑the‑money implied volatility (IV) sits at 18.86 %, reflecting moderate pricing of forward risk for the remaining weeks. The volatility skew is neutral, showing no pronounced bias toward calls or puts in the current market environment.
Key OI Levels
The most concentrated open interest resides at the 910 call (1,59,650 CE OI) acting as resistance and the 860 put (26,350 PE OI) serving as support.