FSN E-Commerce Ventures Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 25K | 0 | — | —% | ₹— | 280 | ₹— | —% | — | — | — |
| 0 | 0 | — | —% | ₹— | 290 | ₹— | —% | — | 0 | 0 |
| 22K | -3K | — | —% | ₹— | 300 | ₹— | —% | — | +3K | 4.6 L |
| 0 | 0 | — | —% | ₹— | 305 | ₹— | —% | — | 0 | 47K |
| 66K | +47K | — | —% | ₹— | 310 | ₹— | —% | — | +25K | 3.6 L |
| 22K | +6K | — | —% | ₹— | 315 | ₹— | —% | — | +2.5 L | 4.1 L |
| 34K | +3K | — | —% | ₹— | 320 | ₹— | —% | — | -1.1 L | 9.1 L |
| 1.4 L | +16K | — | —% | ₹— | 325 | ₹— | —% | — | -31K | 4.0 L |
| 8.2 L | +1.3 L | — | —% | ₹— | 330 | ₹— | —% | — | -19K | 8.9 L |
| 5.6 L | +1.6 L | — | —% | ₹— | 335 | ₹— | —% | — | -44K | 4.3 L |
| 22.5 L | +1.8 L | — | —% | ₹— | 340ATM | ₹— | —% | — | +22K | 5.6 L |
| 7.8 L | +34K | — | —% | ₹— | 345 | ₹— | —% | — | 0 | 56K |
| 12.7 L | +1.1 L | — | —% | ₹— | 350 | ₹— | —% | — | 0 | 72K |
| 3.0 L | +25K | — | —% | ₹— | 355 | ₹— | —% | — | 0 | 3K |
| 11.5 L | +1.1 L | — | —% | ₹— | 360 | ₹— | —% | — | 0 | 9K |
| 2.0 L | +13K | — | —% | ₹— | 365 | ₹— | —% | — | 0 | 0 |
| 3.0 L | +38K | — | —% | ₹— | 370 | ₹— | —% | — | 0 | 0 |
| 63K | +3K | — | —% | ₹— | 375 | ₹— | —% | — | 0 | 19K |
| 8.5 L | -6K | — | —% | ₹— | 380 | ₹— | —% | — | 0 | 6K |
| 16K | +13K | — | —% | ₹— | 390 | ₹— | —% | — | 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) picture shows a clear resistance band around the ₹335‑₹340 call cluster, with the 340 CE contract holding the largest single‑side OI of 210 contracts at zero net change. On the downside, the put side is most crowded at the ₹315 PE level, also with 210 contracts unchanged, marking a strong support zone. Together, the call‑heavy zone near ₹337 and the put‑heavy zone near ₹315 outline an implied trading range of roughly ₹315‑₹340 for the current expiry.
OI Buildup Activity
During the latest session, fresh OI accumulates at the ₹340 CE strike (+1 contract, ₹59,375), the ₹335 CE strike (+1 contract, ₹53,125) and the ₹330 CE strike (+1 contract, ₹34,375), indicating that option writers are adding positions near the upper resistance. On the put side, new OI appears at the ₹315 PE strike (+2 contracts, ₹46,875), at ₹330 PE (+₹43,750) and at ₹310 PE (+₹25,000), suggesting writers are bolstering protection around the lower support level.
Volatility Read
The at‑the‑money implied volatility stands at 20.84 %, reflecting moderate price uncertainty for the September expiry. The volatility skew is bearish, with out‑of‑the‑money calls priced relatively higher than puts, hinting at market bias toward downside moves.
Key OI Levels
The strikes with the highest unchanged OI are ₹340 CE (210 contracts) on the call side and ₹315 PE (210 contracts) on the put side.