Hero MotoCorp Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 2K | 0 | — | —% | ₹— | 4,400 | ₹— | —% | — | — | — |
| 0 | 0 | — | —% | ₹— | 4,500 | ₹— | —% | — | -900 | 3K |
| 1K | 0 | — | —% | ₹— | 4,600 | ₹— | —% | — | -300 | 57K |
| 900 | 0 | — | —% | ₹— | 4,700 | ₹— | —% | — | -1K | 17K |
| 3K | -2K | — | —% | ₹— | 4,800 | ₹— | —% | — | +8K | 76K |
| 0 | 0 | — | —% | ₹— | 4,900 | ₹— | —% | — | -8K | 46K |
| 17K | -2K | — | —% | ₹— | 5,000 | ₹— | —% | — | -3K | 1.6 L |
| 27K | -3K | — | —% | ₹— | 5,100 | ₹— | —% | — | -20K | 1.8 L |
| 89K | -3K | — | —% | ₹— | 5,200 | ₹— | —% | — | +24K | 2.3 L |
| 1.6 L | -34K | — | —% | ₹— | 5,300 | ₹— | —% | — | -29K | 1.3 L |
| 2.1 L | +10K | — | —% | ₹— | 5,400 | ₹— | —% | — | -17K | 1.6 L |
| 2.8 L | +20K | — | —% | ₹— | 5,500 | ₹— | —% | — | -3K | 1.4 L |
| 4.7 L | +1K | — | —% | ₹— | 5,600 | ₹— | —% | — | 0 | 1.4 L |
| 5.1 L | +4K | — | —% | ₹— | 5,700ATM | ₹— | —% | — | -450 | 99K |
| 3.1 L | -7K | — | —% | ₹— | 5,800 | ₹— | —% | — | 0 | 57K |
| 1.5 L | +5K | — | —% | ₹— | 5,900 | ₹— | —% | — | 0 | 10K |
| 3.9 L | +10K | — | —% | ₹— | 6,000 | ₹— | —% | — | +150 | 27K |
| 1.4 L | -600 | — | —% | ₹— | 6,100 | ₹— | —% | — | 0 | 150 |
| 1.1 L | -3K | — | —% | ₹— | 6,200 | ₹— | —% | — | 0 | 1K |
| 74K | +300 | — | —% | ₹— | 6,300 | ₹— | —% | — | 0 | 150 |
| 73K | -1K | — | —% | ₹— | 6,400 | ₹— | —% | — | 0 | 10K |
| 11K | +300 | — | —% | ₹— | 6,600 | ₹— | —% | — | 0 | 750 |
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) picture shows a tight concentration around the 5,300‑5,400 call zone and the 4,800‑5,200 put zone. The highest call OI of 3,000 contracts sits at the 5,300 strike, acting as a resistance ceiling, while an equal 3,000‑contract put OI at the 5,200 strike forms a support floor. Together they delineate an implied price corridor of roughly ₹5,200 – ₹5,400 for the September expiration.
OI Buildup Activity
During the latest trading session, fresh call OI accumulates sharply at the 5,500 strike (+19,950 contracts), the 6,000 strike (+9,750 contracts), and the 5,400 strike (+9,450 contracts), indicating that option writers are stacking positions near the upper edge of the implied range. On the put side, the most pronounced additions appear at the 5,200 strike (+24,000 contracts), followed by the 4,800 strike (+8,100 contracts) and the 5,600 strike (+450 contracts), suggesting writers are reinforcing protection near the lower bound. These inflows reflect a balanced stance, with market participants augmenting exposure around both the resistance and support levels.
Volatility Read
The at‑the‑money implied volatility stands at 21.46%, signaling moderate expectations of price movement for the remaining days to expiry. The volatility skew is bearish, indicating slightly cheaper out‑of‑the‑money calls relative to puts.
Key OI Levels
The strikes with the largest open‑interest concentrations are 5,300 on the call side and 5,200 on the put side, each holding 3,000 contracts.