Grasim Industries Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 2,760 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 2,800 | ₹— | —% | — | -250 | 6K |
| 0 | 0 | — | —% | ₹— | 2,840 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 2,880 | ₹— | —% | — | 0 | 2K |
| 250 | 0 | — | —% | ₹— | 2,900 | ₹— | —% | — | +250 | 6K |
| 750 | 0 | — | —% | ₹— | 2,920 | ₹— | —% | — | 0 | 0 |
| 500 | 0 | — | —% | ₹— | 2,940 | ₹— | —% | — | 0 | 2K |
| 0 | 0 | — | —% | ₹— | 2,960 | ₹— | —% | — | 0 | 13K |
| 500 | 0 | — | —% | ₹— | 2,980 | ₹— | —% | — | 0 | 750 |
| 2K | 0 | — | —% | ₹— | 3,000 | ₹— | —% | — | -250 | 76K |
| 21K | 0 | — | —% | ₹— | 3,020 | ₹— | —% | — | 0 | 1K |
| 0 | 0 | — | —% | ₹— | 3,040 | ₹— | —% | — | 0 | 1.5 L |
| 750 | 0 | — | —% | ₹— | 3,060 | ₹— | —% | — | 0 | 2K |
| 0 | 0 | — | —% | ₹— | 3,080 | ₹— | —% | — | 0 | 3K |
| 28K | 0 | — | —% | ₹— | 3,100 | ₹— | —% | — | -2K | 77K |
| 1K | 0 | — | —% | ₹— | 3,120 | ₹— | —% | — | -2K | 29K |
| 2K | 0 | — | —% | ₹— | 3,140 | ₹— | —% | — | -3K | 19K |
| 5K | 0 | — | —% | ₹— | 3,160 | ₹— | —% | — | -3K | 15K |
| 0 | 0 | — | —% | ₹— | 3,180 | ₹— | —% | — | 0 | 750 |
| 2.4 L | +500 | — | —% | ₹— | 3,200 | ₹— | —% | — | -3K | 1.3 L |
| 10K | 0 | — | —% | ₹— | 3,220 | ₹— | —% | — | 0 | 0 |
| 47K | +1K | — | —% | ₹— | 3,240 | ₹— | —% | — | +3K | 41K |
| 65K | -3K | — | —% | ₹— | 3,260 | ₹— | —% | — | +750 | 53K |
| 33K | -15K | — | —% | ₹— | 3,280 | ₹— | —% | — | -11K | 51K |
| 3.0 L | -83K | — | —% | ₹— | 3,300ATM | ₹— | —% | — | -18K | 1.6 L |
| 70K | +3K | — | —% | ₹— | 3,320 | ₹— | —% | — | -11K | 29K |
| 55K | -500 | — | —% | ₹— | 3,340 | ₹— | —% | — | +8K | 15K |
| 33K | +13K | — | —% | ₹— | 3,360 | ₹— | —% | — | +1K | 14K |
| 44K | +4K | — | —% | ₹— | 3,380 | ₹— | —% | — | +53K | 55K |
| 2.1 L | -16K | — | —% | ₹— | 3,400 | ₹— | —% | — | +38K | 68K |
| 39K | -3K | — | —% | ₹— | 3,420 | ₹— | —% | — | 0 | 250 |
| 0 | 0 | — | —% | ₹— | 3,440 | ₹— | —% | — | 0 | 0 |
| 250 | 0 | — | —% | ₹— | 3,460 | ₹— | —% | — | 0 | 1K |
| 0 | 0 | — | —% | ₹— | 3,480 | ₹— | —% | — | 0 | 750 |
| 1.1 L | -16K | — | —% | ₹— | 3,500 | ₹— | —% | — | 0 | 15K |
| 2K | 0 | — | —% | ₹— | 3,520 | ₹— | —% | — | 0 | 0 |
| 2.7 L | +1K | — | —% | ₹— | 3,540 | ₹— | —% | — | 0 | 0 |
| 4K | +250 | — | —% | ₹— | 3,560 | ₹— | —% | — | 0 | 0 |
| 500 | -500 | — | —% | ₹— | 3,580 | ₹— | —% | — | 0 | 0 |
| 1.5 L | +4K | — | —% | ₹— | 3,600 | ₹— | —% | — | -500 | 2K |
| 30K | 0 | — | —% | ₹— | 3,620 | ₹— | —% | — | 0 | 500 |
| 1K | 0 | — | —% | ₹— | 3,640 | ₹— | —% | — | 0 | 0 |
| 1K | 0 | — | —% | ₹— | 3,660 | ₹— | —% | — | — | — |
| 1K | 0 | — | —% | ₹— | 3,680 | ₹— | —% | — | 0 | 1K |
| 20K | -2K | — | —% | ₹— | 3,700 | ₹— | —% | — | 0 | 500 |
| 2K | -250 | — | —% | ₹— | 3,720 | ₹— | —% | — | 0 | 0 |
| 12K | +500 | — | —% | ₹— | 3,760 | ₹— | —% | — | 0 | 750 |
| 13K | +1K | — | —% | ₹— | 3,800 | ₹— | —% | — | 0 | 250 |
| 500 | +250 | — | —% | ₹— | 3,840 | ₹— | —% | — | 0 | 0 |
| — | — | — | —% | ₹— | 3,880 | ₹— | —% | — | 0 | 250 |
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 open interest peaks at the 1800 ₹ strike with 1,800 contracts, indicating a strong resistance barrier. Put open interest mirrors this at the 1800 ₹ strike, also 1,800 contracts, marking a solid support level. The concentration of OI around 1800 ₹ suggests the market’s implied price corridor lies between roughly 1,600 and 2,000 ₹ for the September expiration.
OI Buildup Activity
During the latest trading session, new call OI accumulates at 3,360 ₹ (+12,750), 3,320 ₹ (+3,750) and 3,380 ₹ (+3,750), reflecting fresh bullish positioning near the current spot. On the put side, significant additions appear at 3,380 ₹ (+52,750), 3,400 ₹ (+37,750) and 3,340 ₹ (+8,500), indicating aggressive downside hedging. The pattern of large OI inflows at strikes slightly above and below the spot price points to market participants preparing for potential directional moves while preserving margin.
Volatility Read
The at‑the‑money implied volatility stands at 12.74 %, a modest level consistent with recent price stability. The volatility skew is bearish, with out‑of‑the‑money calls priced lower relative to puts, implying a mild preference for downside protection.
Key OI Levels
The highest open interest concentrations are observed at the 1800 ₹ strike for both calls and puts.