HDFC Asset Management Company Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 1,880 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,920 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,960 | ₹— | —% | — | 0 | 0 |
| 2K | 0 | — | —% | ₹— | 2,000 | ₹— | —% | — | +600 | 13K |
| 0 | 0 | — | —% | ₹— | 2,020 | ₹— | —% | — | -300 | 14K |
| 0 | 0 | — | —% | ₹— | 2,040 | ₹— | —% | — | 0 | 12K |
| 0 | 0 | — | —% | ₹— | 2,060 | ₹— | —% | — | +4K | 20K |
| 0 | 0 | — | —% | ₹— | 2,080 | ₹— | —% | — | +19K | 26K |
| 0 | 0 | — | —% | ₹— | 2,100 | ₹— | —% | — | +2K | 36K |
| 0 | 0 | — | —% | ₹— | 2,120 | ₹— | —% | — | +600 | 8K |
| 0 | 0 | — | —% | ₹— | 2,140 | ₹— | —% | — | 0 | 25K |
| 600 | 0 | — | —% | ₹— | 2,160 | ₹— | —% | — | -4K | 17K |
| 300 | 0 | — | —% | ₹— | 2,180 | ₹— | —% | — | +6K | 14K |
| 15K | 0 | — | —% | ₹— | 2,200 | ₹— | —% | — | +12K | 1.7 L |
| 4K | 0 | — | —% | ₹— | 2,220 | ₹— | —% | — | +4K | 24K |
| 4K | -300 | — | —% | ₹— | 2,240 | ₹— | —% | — | +300 | 15K |
| 18K | 0 | — | —% | ₹— | 2,260 | ₹— | —% | — | -600 | 70K |
| 47K | +4K | — | —% | ₹— | 2,280 | ₹— | —% | — | -300 | 28K |
| 1.8 L | -19K | — | —% | ₹— | 2,300ATM | ₹— | —% | — | +17K | 1.5 L |
| 14K | +13K | — | —% | ₹— | 2,320 | ₹— | —% | — | +1K | 6K |
| 25K | +6K | — | —% | ₹— | 2,340 | ₹— | —% | — | 0 | 8K |
| 22K | -8K | — | —% | ₹— | 2,360 | ₹— | —% | — | 0 | 2K |
| 9K | +2K | — | —% | ₹— | 2,380 | ₹— | —% | — | 0 | 2K |
| 1.1 L | +12K | — | —% | ₹— | 2,400 | ₹— | —% | — | +2K | 1.4 L |
| 10K | +4K | — | —% | ₹— | 2,420 | ₹— | —% | — | 0 | 900 |
| 22K | +7K | — | —% | ₹— | 2,440 | ₹— | —% | — | +300 | 3K |
| 26K | +9K | — | —% | ₹— | 2,460 | ₹— | —% | — | 0 | 3K |
| 7K | 0 | — | —% | ₹— | 2,480 | ₹— | —% | — | 0 | 0 |
| 87K | +3K | — | —% | ₹— | 2,500 | ₹— | —% | — | 0 | 75K |
| 4K | +1K | — | —% | ₹— | 2,520 | ₹— | —% | — | 0 | 0 |
| 23K | +8K | — | —% | ₹— | 2,540 | ₹— | —% | — | 0 | 2K |
| 11K | +7K | — | —% | ₹— | 2,560 | ₹— | —% | — | 0 | 900 |
| 600 | 0 | — | —% | ₹— | 2,580 | ₹— | —% | — | 0 | 0 |
| 59K | +16K | — | —% | ₹— | 2,600 | ₹— | —% | — | +5K | 28K |
| 22K | 0 | — | —% | ₹— | 2,620 | ₹— | —% | — | 0 | 0 |
| 26K | -600 | — | —% | ₹— | 2,640 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 2,660 | ₹— | —% | — | 0 | 0 |
| 900 | +300 | — | —% | ₹— | 2,680 | ₹— | —% | — | 0 | 0 |
| 18K | +900 | — | —% | ₹— | 2,700 | ₹— | —% | — | +2K | 10K |
| 10K | +300 | — | —% | ₹— | 2,720 | ₹— | —% | — | 0 | 0 |
| 300 | 0 | — | —% | ₹— | 2,740 | ₹— | —% | — | 0 | 0 |
| 14K | 0 | — | —% | ₹— | 2,760 | ₹— | —% | — | -300 | 6K |
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 landscape clusters around the 2080–2400 band, anchoring the market’s perceived support‑resistance corridor and highlighting key liquidity pools. Call contracts dominate the upper half of this interval, with the 2320 and 2400 strikes showing the largest fresh builds, while put contracts concentrate below the at‑the‑money level, notably at 2080 and 2200. This distribution suggests an implied price window roughly between ₹2200 and ₹2350, framing the likely range for the upcoming expiry.
OI Buildup Activity
Fresh open interest adds of 15,900 contracts at the 2600 call, 12,600 at 2320 call and 12,000 at 2400 call indicate aggressive long‑call positioning by market makers with implied bullish sentiment. On the put side, accumulations of 18,900 contracts at 2080, 17,400 at 2300 and 12,000 at 2200 reflect defensive hedging and potential short‑put writing activity as protective layers. Both sides exhibit a balanced OI profile, with the highest concentration at 1160 contracts for calls and puts, reinforcing the identified support and resistance zones and may price in upcoming earnings.
Volatility Read
The at‑the‑money implied volatility stands at 27.05%, indicating moderate pricing of forward uncertainty for the next month. The skew is neutral, suggesting no pronounced bias toward either call or put premiums or macro surprise.
Key OI Levels
The strike with the maximum call OI is 1160 contracts at the 2320 level, while the peak put OI of 1160 contracts clearly resides at the 2080 strike.