GMR AIRPORTS LIMITED Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 78 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 80 | ₹— | —% | — | 0 | 0 |
| 14K | -42K | — | —% | ₹— | 82 | ₹— | —% | — | 0 | 42K |
| 0 | 0 | — | —% | ₹— | 83 | ₹— | —% | — | 0 | 0 |
| 1.1 L | 0 | — | —% | ₹— | 84 | ₹— | —% | — | 0 | 14K |
| 7K | 0 | — | —% | ₹— | 85 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 86 | ₹— | —% | — | 0 | 1.1 L |
| 0 | 0 | — | —% | ₹— | 87 | ₹— | —% | — | 0 | 2.0 L |
| 0 | 0 | — | —% | ₹— | 88 | ₹— | —% | — | 0 | 3.8 L |
| 0 | 0 | — | —% | ₹— | 89 | ₹— | —% | — | +7K | 1.5 L |
| 1.8 L | -7K | — | —% | ₹— | 90 | ₹— | —% | — | -1.4 L | 13.5 L |
| 21K | 0 | — | —% | ₹— | 91 | ₹— | —% | — | +7K | 4.7 L |
| 56K | 0 | — | —% | ₹— | 92 | ₹— | —% | — | 0 | 6.3 L |
| 2.4 L | 0 | — | —% | ₹— | 93 | ₹— | —% | — | -28K | 23.2 L |
| 8.7 L | -2.0 L | — | —% | ₹— | 94 | ₹— | —% | — | -2.7 L | 76.6 L |
| 19.5 L | -1.4 L | — | —% | ₹— | 95 | ₹— | —% | — | -2.4 L | 67.8 L |
| 12.1 L | -63K | — | —% | ₹— | 96 | ₹— | —% | — | 0 | 14.6 L |
| 22.7 L | -1.7 L | — | —% | ₹— | 97 | ₹— | —% | — | +42K | 78.0 L |
| 39.8 L | +17.4 L | — | —% | ₹— | 98 | ₹— | —% | — | +3.4 L | 33.9 L |
| 17.9 L | +63K | — | —% | ₹— | 99 | ₹— | —% | — | -42K | 12.9 L |
| 1.36 Cr | -7.1 L | — | —% | ₹— | 100ATM | ₹— | —% | — | +14K | 72.4 L |
| 10.0 L | -14K | — | —% | ₹— | 101 | ₹— | —% | — | +7K | 2.0 L |
| 37.9 L | -3.4 L | — | —% | ₹— | 102 | ₹— | —% | — | -7K | 9.1 L |
| 23.2 L | +1.3 L | — | —% | ₹— | 103 | ₹— | —% | — | 0 | 1.5 L |
| 8.0 L | -14K | — | —% | ₹— | 104 | ₹— | —% | — | 0 | 1.5 L |
| 79.1 L | -8.0 L | — | —% | ₹— | 105 | ₹— | —% | — | 0 | 19.9 L |
| 10.3 L | +56K | — | —% | ₹— | 106 | ₹— | —% | — | 0 | 2.1 L |
| 13.3 L | 0 | — | —% | ₹— | 107 | ₹— | —% | — | 0 | 77K |
| 7.0 L | +56K | — | —% | ₹— | 108 | ₹— | —% | — | 0 | 49K |
| 0 | 0 | — | —% | ₹— | 109 | ₹— | —% | — | 0 | 0 |
| 70.8 L | +2.3 L | — | —% | ₹— | 110 | ₹— | —% | — | 0 | 10.1 L |
| 7K | 0 | — | —% | ₹— | 111 | ₹— | —% | — | — | — |
| 1.5 L | -21K | — | —% | ₹— | 112 | ₹— | —% | — | 0 | 7K |
| 14K | 0 | — | —% | ₹— | 113 | ₹— | —% | — | — | — |
| 1.1 L | 0 | — | —% | ₹— | 114 | ₹— | —% | — | 0 | 49K |
| 9.5 L | -21K | — | —% | ₹— | 115 | ₹— | —% | — | +35K | 6.1 L |
| 1.3 L | 0 | — | —% | ₹— | 116 | ₹— | —% | — | — | — |
| 3.4 L | -7K | — | —% | ₹— | 117 | ₹— | —% | — | — | — |
| 7K | 0 | — | —% | ₹— | 118 | ₹— | —% | — | 0 | 28K |
| 33.7 L | +21K | — | —% | ₹— | 120 | ₹— | —% | — | 0 | 21K |
| 70K | 0 | — | —% | ₹— | 122 | ₹— | —% | — | — | — |
| 1.2 L | 0 | — | —% | ₹— | 124 | ₹— | —% | — | 0 | 2.1 L |
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 call side shows a pronounced open‑interest (OI) cluster at the ₹100 CE strike, where 1,36,77,975 contracts sit, acting as a strong resistance barrier. On the put side the ₹100 PE strike holds the largest OI, 72,47,025 contracts, establishing a deep support level. Together, these concentrations bracket the underlying ₹97.45 spot, suggesting an implied price‑range roughly between ₹98 and ₹102 for the September expiry.
OI Buildup Activity
Fresh call OI accumulates notably at the ₹98 CE strike (+17,36,775), followed by the ₹110 CE (+2,23,200) and ₹103 CE (+1,25,550) levels, indicating that writers are stacking positions around the upper‑mid band. On the put side, the most recent additions appear at the ₹98 PE strike (+3,55,725), with smaller inflows at ₹97 PE (+41,850) and ₹100 PE (+20,925), reflecting a modest buildup of protective downside exposure. The pattern of additions points to market participants positioning for a potential sideways‑to‑slightly‑bullish outlook while maintaining hedge layers near the current spot.
Volatility Read
The at‑the‑money implied volatility stands at 18.38 %, a moderate level that aligns with the observed OI distribution. The volatility skew is neutral, indicating no pronounced bias toward either the call or put side.
Key OI Levels
The strikes with the highest open‑interest concentration are the ₹100 CE (1,36,77,975 contracts) and the ₹100 PE (72,47,025 contracts).