Hindustan Aeronautics Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 2K | 0 | — | —% | ₹— | 4,000 | ₹— | —% | — | +1K | 10K |
| 600 | 0 | — | —% | ₹— | 4,100 | ₹— | —% | — | — | — |
| 600 | 0 | — | —% | ₹— | 4,200 | ₹— | —% | — | -900 | 26K |
| — | — | — | —% | ₹— | 4,250 | ₹— | —% | — | 0 | 3K |
| 11K | 0 | — | —% | ₹— | 4,300 | ₹— | —% | — | +300 | 41K |
| 150 | 0 | — | —% | ₹— | 4,350 | ₹— | —% | — | +150 | 3K |
| 4K | 0 | — | —% | ₹— | 4,400 | ₹— | —% | — | -7K | 70K |
| 1K | 0 | — | —% | ₹— | 4,450 | ₹— | —% | — | +150 | 12K |
| 15K | -1K | — | —% | ₹— | 4,500 | ₹— | —% | — | -750 | 1.7 L |
| 150 | 0 | — | —% | ₹— | 4,550 | ₹— | —% | — | 0 | 0 |
| 13K | +450 | — | —% | ₹— | 4,600 | ₹— | —% | — | -8K | 1.3 L |
| 450 | 0 | — | —% | ₹— | 4,650 | ₹— | —% | — | -300 | 15K |
| 62K | -11K | — | —% | ₹— | 4,700 | ₹— | —% | — | -22K | 1.9 L |
| 58K | -20K | — | —% | ₹— | 4,750 | ₹— | —% | — | +8K | 1.9 L |
| 1.8 L | -86K | — | —% | ₹— | 4,800 | ₹— | —% | — | -18K | 2.3 L |
| 83K | -42K | — | —% | ₹— | 4,850 | ₹— | —% | — | +9K | 1.9 L |
| 3.5 L | +4K | — | —% | ₹— | 4,900 | ₹— | —% | — | +30K | 2.6 L |
| 1.5 L | +33K | — | —% | ₹— | 4,950 | ₹— | —% | — | +2K | 86K |
| 6.3 L | +20K | — | —% | ₹— | 5,000ATM | ₹— | —% | — | +7K | 2.4 L |
| 90K | -4K | — | —% | ₹— | 5,050 | ₹— | —% | — | +2K | 21K |
| 3.6 L | -21K | — | —% | ₹— | 5,100 | ₹— | —% | — | -900 | 1.1 L |
| 61K | +15K | — | —% | ₹— | 5,150 | ₹— | —% | — | -450 | 4K |
| 2.3 L | -56K | — | —% | ₹— | 5,200 | ₹— | —% | — | +450 | 26K |
| 37K | +9K | — | —% | ₹— | 5,250 | ₹— | —% | — | 0 | 150 |
| 1.8 L | +2K | — | —% | ₹— | 5,300 | ₹— | —% | — | +300 | 5K |
| 11K | -5K | — | —% | ₹— | 5,350 | ₹— | —% | — | 0 | 150 |
| 1.3 L | +17K | — | —% | ₹— | 5,400 | ₹— | —% | — | 0 | 3K |
| — | — | — | —% | ₹— | 5,450 | ₹— | —% | — | 0 | 150 |
| 2.4 L | -3K | — | —% | ₹— | 5,500 | ₹— | —% | — | -300 | 25K |
| 61K | +12K | — | —% | ₹— | 5,600 | ₹— | —% | — | 0 | 3K |
| 71K | +11K | — | —% | ₹— | 5,700 | ₹— | —% | — | 0 | 3K |
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) landscape shows a sharp concentration around the 4,900–5,000 ₹ call zone and the 4,750–4,900 ₹ put zone. The highest call OI sits at 5,000 ₹ with 3,000 contracts, acting as a strong resistance level, while the highest put OI is also 3,000 contracts at 4,800 ₹, forming a solid support cushion. Together these clusters suggest an implied price range of roughly 4,850 ₹ to 5,050 ₹ for the September expiry.
OI Buildup Activity
During the latest session, fresh call OI accumulates at 4,950 ₹ (+34,200 contracts), 5,000 ₹ (+19,800 contracts) and 5,400 ₹ (+16,500 contracts), indicating sellers are adding exposure near resistance and beyond. On the put side, new OI appears at 4,900 ₹ (+30,150 contracts), 4,850 ₹ (+9,450 contracts) and 4,750 ₹ (+7,500 contracts), reflecting writers reinforcing support levels. The symmetric surge in both sides points to market participants positioning for a range‑bound outcome while hedging tail risk.
Volatility Read
The at‑the‑money implied volatility stands at 25.49 %, modestly above the month‑average, implying a balanced premium environment. The volatility skew is bearish, with out‑of‑the‑money calls priced higher than equivalent puts, suggesting a market bias toward downside protection.
Key OI Levels
The most concentrated open‑interest resides at the 5,000 ₹ call strike (3,000 contracts) and the 4,800 ₹ put strike (3,000 contracts).