Grasim Industries Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 2,360 | ₹— | —% | — | +1K | 1K |
| 500 | 0 | — | —% | ₹— | 2,400 | ₹— | —% | — | +500 | 500 |
| 0 | 0 | — | —% | ₹— | 2,440 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 2,480 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 2,520 | ₹— | —% | — | +28K | 29K |
| 0 | 0 | — | —% | ₹— | 2,560 | ₹— | —% | — | +22K | 22K |
| 0 | 0 | — | —% | ₹— | 2,600 | ₹— | —% | — | +10K | 27K |
| 0 | 0 | — | —% | ₹— | 2,620 | ₹— | —% | — | +500 | 29K |
| 0 | 0 | — | —% | ₹— | 2,640 | ₹— | —% | — | -250 | 31K |
| 0 | 0 | — | —% | ₹— | 2,660 | ₹— | —% | — | +15K | 15K |
| 0 | 0 | — | —% | ₹— | 2,680 | ₹— | —% | — | -5K | 18K |
| 0 | 0 | — | —% | ₹— | 2,700 | ₹— | —% | — | +1K | 2.6 L |
| 250 | 0 | — | —% | ₹— | 2,720 | ₹— | —% | — | +2K | 25K |
| 500 | 0 | — | —% | ₹— | 2,740 | ₹— | —% | — | +13K | 19K |
| 0 | 0 | — | —% | ₹— | 2,760 | ₹— | —% | — | -250 | 23K |
| 0 | 0 | — | —% | ₹— | 2,780 | ₹— | —% | — | +2K | 10K |
| 14K | +1K | — | —% | ₹— | 2,800 | ₹— | —% | — | +6K | 62K |
| 0 | 0 | — | —% | ₹— | 2,820 | ₹— | —% | — | +4K | 5K |
| 0 | 0 | — | —% | ₹— | 2,840 | ₹— | —% | — | +3K | 10K |
| 500 | 0 | — | —% | ₹— | 2,860 | ₹— | —% | — | +4K | 6K |
| 9K | +2K | — | —% | ₹— | 2,880 | ₹— | —% | — | +8K | 17K |
| 2.1 L | +34K | — | —% | ₹— | 2,900ATM | ₹— | —% | — | +46K | 1.2 L |
| 33K | +12K | — | —% | ₹— | 2,920 | ₹— | —% | — | 0 | 10K |
| 20K | 0 | — | —% | ₹— | 2,940 | ₹— | —% | — | -500 | 10K |
| 92K | +89K | — | —% | ₹— | 2,960 | ₹— | —% | — | +4K | 10K |
| 0 | 0 | — | —% | ₹— | 2,980 | ₹— | —% | — | 0 | 250 |
| 2.9 L | +18K | — | —% | ₹— | 3,000 | ₹— | —% | — | 0 | 31K |
| 4K | +1K | — | —% | ₹— | 3,020 | ₹— | —% | — | 0 | 500 |
| 3K | 0 | — | —% | ₹— | 3,040 | ₹— | —% | — | 0 | 1K |
| 23K | +750 | — | —% | ₹— | 3,060 | ₹— | —% | — | 0 | 14K |
| 13K | +13K | — | —% | ₹— | 3,080 | ₹— | —% | — | 0 | 0 |
| 61K | +11K | — | —% | ₹— | 3,100 | ₹— | —% | — | +2K | 37K |
| 18K | +5K | — | —% | ₹— | 3,120 | ₹— | —% | — | 0 | 500 |
| 9K | +6K | — | —% | ₹— | 3,140 | ₹— | —% | — | 0 | 750 |
| 8K | +3K | — | —% | ₹— | 3,160 | ₹— | —% | — | 0 | 0 |
| 10K | -1K | — | —% | ₹— | 3,180 | ₹— | —% | — | 0 | 0 |
| 60K | +5K | — | —% | ₹— | 3,200 | ₹— | —% | — | 0 | 19K |
| 23K | +21K | — | —% | ₹— | 3,220 | ₹— | —% | — | 0 | 0 |
| 500 | 0 | — | —% | ₹— | 3,240 | ₹— | —% | — | 0 | 0 |
| 1K | 0 | — | —% | ₹— | 3,260 | ₹— | —% | — | 0 | 250 |
| 3K | 0 | — | —% | ₹— | 3,280 | ₹— | —% | — | 0 | 0 |
| 4K | 0 | — | —% | ₹— | 3,300 | ₹— | —% | — | 0 | 2K |
| 2K | 0 | — | —% | ₹— | 3,320 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 3,360 | ₹— | —% | — | 0 | 9K |
| 7K | +250 | — | —% | ₹— | 3,400 | ₹— | —% | — | 0 | 6K |
| 0 | 0 | — | —% | ₹— | 3,440 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 3,480 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 3,520 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 3,560 | ₹— | —% | — | 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 profile clusters tightly around the 2,900‑rupee ATM strike, with the highest call OI of 1,400 contracts and an equal‑sized put OI anchoring support at the same level, delineating a roughly 200‑point implied range. Resistance materialises near the 3,020‑rupee call corridor, where fresh OI of 88,500 contracts accumulates at the 2,960 strike, while additional call interest builds at 2,900 and 3,220, reinforcing the upper band. Conversely, support is bolstered by a 46,500‑contract surge at the 2,900 put strike and sizeable builds at 2,520 and 2,560, sketching a resilient lower boundary.
OI Buildup Activity
The recent addition of 88,500 call contracts at 2,960 reflects aggressive writer positioning ahead of the November expiry, suggesting anticipation of limited upside beyond the 3,200 region. Simultaneously, a 46,500 put inflow at the 2,900 level indicates defensive hedging, while the 27,750 and 22,000 increases at 2,520 and 2,560 respectively highlight reinforced downside protection. Overall, the concentrated OI build‑up on both sides of the ATM suggests market participants are staking significant capital to shape the forthcoming price corridor.
Volatility Read
The at‑the‑money implied volatility stands at 22.52%, reflecting moderate premium levels consistent with the current ten‑day window. The volatility skew remains neutral, indicating balanced demand for calls and puts across the examined strikes.
Key OI Levels
The highest call OI of 1,400 contracts resides at the 2,900 strike, while the matching put OI of 1,400 contracts also concentrates at the 2,900 level today.