GMR AIRPORTS LIMITED Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 7K | 0 | — | —% | ₹— | 72 | ₹— | —% | — | +35K | 35K |
| 1.3 L | 0 | — | —% | ₹— | 74 | ₹— | —% | — | +14K | 2.3 L |
| 0 | 0 | — | —% | ₹— | 76 | ₹— | —% | — | -1.3 L | 2.8 L |
| 56K | +56K | — | —% | ₹— | 77 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 78 | ₹— | —% | — | +7K | 2.0 L |
| 0 | 0 | — | —% | ₹— | 79 | ₹— | —% | — | 0 | 0 |
| 7K | 0 | — | —% | ₹— | 80 | ₹— | —% | — | +3.1 L | 14.4 L |
| 0 | 0 | — | —% | ₹— | 81 | ₹— | —% | — | +42K | 1.2 L |
| 0 | 0 | — | —% | ₹— | 82 | ₹— | —% | — | +2.0 L | 3.8 L |
| 0 | 0 | — | —% | ₹— | 83 | ₹— | —% | — | +1.6 L | 5.5 L |
| 0 | 0 | — | —% | ₹— | 84 | ₹— | —% | — | -49K | 7.0 L |
| 5.2 L | -21K | — | —% | ₹— | 85 | ₹— | —% | — | +2.0 L | 21.3 L |
| 63K | 0 | — | —% | ₹— | 86 | ₹— | —% | — | +91K | 3.1 L |
| 4.9 L | -84K | — | —% | ₹— | 87 | ₹— | —% | — | -9.2 L | 9.6 L |
| 7.7 L | 0 | — | —% | ₹— | 88 | ₹— | —% | — | +3.8 L | 14.2 L |
| 5.6 L | +98K | — | —% | ₹— | 89 | ₹— | —% | — | +2.0 L | 10.3 L |
| 65.4 L | +27.2 L | — | —% | ₹— | 90ATM | ₹— | —% | — | +1.4 L | 36.1 L |
| 8.4 L | +4.5 L | — | —% | ₹— | 91 | ₹— | —% | — | +2.0 L | 7.7 L |
| 21.2 L | -5.9 L | — | —% | ₹— | 92 | ₹— | —% | — | +1.3 L | 15.9 L |
| 6.9 L | +1.5 L | — | —% | ₹— | 93 | ₹— | —% | — | 0 | 11.2 L |
| 4.2 L | -49K | — | —% | ₹— | 94 | ₹— | —% | — | 0 | 8.2 L |
| 22.9 L | +6.6 L | — | —% | ₹— | 95 | ₹— | —% | — | -7K | 14.2 L |
| 4.1 L | +2.2 L | — | —% | ₹— | 96 | ₹— | —% | — | 0 | 4.6 L |
| 3.0 L | +2.9 L | — | —% | ₹— | 97 | ₹— | —% | — | 0 | 14K |
| 3.2 L | +63K | — | —% | ₹— | 98 | ₹— | —% | — | 0 | 1.5 L |
| 98K | +63K | — | —% | ₹— | 99 | ₹— | —% | — | 0 | 70K |
| 38.0 L | +12.6 L | — | —% | ₹— | 100 | ₹— | —% | — | -14K | 12.1 L |
| 0 | 0 | — | —% | ₹— | 101 | ₹— | —% | — | 0 | 0 |
| 56K | 0 | — | —% | ₹— | 102 | ₹— | —% | — | 0 | 98K |
| 0 | 0 | — | —% | ₹— | 103 | ₹— | —% | — | +1.2 L | 1.2 L |
| 14K | 0 | — | —% | ₹— | 104 | ₹— | —% | — | 0 | 7K |
| 2.7 L | +1.2 L | — | —% | ₹— | 105 | ₹— | —% | — | 0 | 1.5 L |
| 5.0 L | +7K | — | —% | ₹— | 106 | ₹— | —% | — | 0 | 0 |
| 91K | 0 | — | —% | ₹— | 108 | ₹— | —% | — | 0 | 35K |
| 9.5 L | +21K | — | —% | ₹— | 110 | ₹— | —% | — | +7K | 7.6 L |
| 35K | +14K | — | —% | ₹— | 116 | ₹— | —% | — | — | — |
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) profile clusters around the 100‑strike call and the 100‑strike put, suggesting a tight market consensus on a 90‑110 price corridor for the underlying. The 100‑strike call holds the largest long‑call OI at 33,89,850 contracts, acting as a resistance ceiling, while the 100‑strike put carries 12,20,625 contracts, furnishing a support floor. Together these levels frame an implied range that mirrors the current spot of ₹89.71.
OI Buildup Activity
Fresh OI inflows are evident at the 90‑strike call, which has added 27,20,250 contracts, indicating accumulating speculative positions near the lower edge of the range. The 100‑strike call also receives a notable addition of 8,50,950 contracts, reinforcing its role as a focal point for option writers. On the put side, the 88‑strike put sees an increase of 3,83,625 contracts and the 80‑strike put gains 2,99,925 contracts, reflecting defensive positioning that buttresses the identified support zone.
Volatility Read
The at‑the‑money (ATM) implied volatility sits at 33.43 %, aligning with sector‑average levels for mid‑cap equities. The volatility skew remains neutral, indicating balanced demand between out‑of‑the‑money calls and puts.
Key OI Levels
The strikes with the highest concentration are the 100‑strike call (33,89,850 contracts) and the 100‑strike put (12,20,625 contracts).