Hindustan Unilever Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 1,640 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,680 | ₹— | —% | — | -300 | 600 |
| 0 | 0 | — | —% | ₹— | 1,720 | ₹— | —% | — | +1K | 2K |
| 0 | 0 | — | —% | ₹— | 1,740 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,760 | ₹— | —% | — | +2K | 11K |
| 0 | 0 | — | —% | ₹— | 1,780 | ₹— | —% | — | 0 | 900 |
| 5K | +300 | — | —% | ₹— | 1,800 | ₹— | —% | — | +20K | 96K |
| 0 | 0 | — | —% | ₹— | 1,820 | ₹— | —% | — | 0 | 900 |
| 900 | 0 | — | —% | ₹— | 1,840 | ₹— | —% | — | -2K | 35K |
| 0 | 0 | — | —% | ₹— | 1,860 | ₹— | —% | — | +98K | 1.6 L |
| 6K | +300 | — | —% | ₹— | 1,880 | ₹— | —% | — | +10K | 1.2 L |
| 3.0 L | +31K | — | —% | ₹— | 1,900 | ₹— | —% | — | +52K | 8.5 L |
| 43K | +8K | — | —% | ₹— | 1,920 | ₹— | —% | — | +11K | 2.3 L |
| 1.6 L | +39K | — | —% | ₹— | 1,940 | ₹— | —% | — | -28K | 5.6 L |
| 3.3 L | +29K | — | —% | ₹— | 1,960 | ₹— | —% | — | +59K | 5.0 L |
| 6.0 L | +90K | — | —% | ₹— | 1,980 | ₹— | —% | — | +44K | 4.9 L |
| 20.6 L | +9.7 L | — | —% | ₹— | 2,000 | ₹— | —% | — | -1.9 L | 8.8 L |
| 9.1 L | -32K | — | —% | ₹— | 2,020 | ₹— | —% | — | -76K | 3.1 L |
| 6.2 L | +17K | — | —% | ₹— | 2,040 | ₹— | —% | — | -27K | 4.1 L |
| 5.5 L | +16K | — | —% | ₹— | 2,060 | ₹— | —% | — | -3K | 2.5 L |
| 3.7 L | +30K | — | —% | ₹— | 2,080 | ₹— | —% | — | 0 | 42K |
| 24.9 L | +2.9 L | — | —% | ₹— | 2,100ATM | ₹— | —% | — | +7K | 7.9 L |
| 2.0 L | +23K | — | —% | ₹— | 2,120 | ₹— | —% | — | -600 | 27K |
| 1.6 L | -12K | — | —% | ₹— | 2,140 | ₹— | —% | — | -2K | 39K |
| 2.9 L | -19K | — | —% | ₹— | 2,160 | ₹— | —% | — | 0 | 23K |
| 1.2 L | -4K | — | —% | ₹— | 2,180 | ₹— | —% | — | 0 | 3K |
| 11.7 L | -18K | — | —% | ₹— | 2,200 | ₹— | —% | — | -900 | 3.5 L |
| 19K | -5K | — | —% | ₹— | 2,220 | ₹— | —% | — | 0 | 5K |
| 1.5 L | +900 | — | —% | ₹— | 2,240 | ₹— | —% | — | 0 | 4K |
| 6K | +600 | — | —% | ₹— | 2,260 | ₹— | —% | — | 0 | 4K |
| 17K | +6K | — | —% | ₹— | 2,280 | ₹— | —% | — | 0 | 300 |
| 4.8 L | -17K | — | —% | ₹— | 2,300 | ₹— | —% | — | -600 | 60K |
| 2K | 0 | — | —% | ₹— | 2,320 | ₹— | —% | — | 0 | 600 |
| 300 | 0 | — | —% | ₹— | 2,340 | ₹— | —% | — | — | — |
| 2K | -300 | — | —% | ₹— | 2,360 | ₹— | —% | — | 0 | 600 |
| 96K | +10K | — | —% | ₹— | 2,400 | ₹— | —% | — | -300 | 1.3 L |
| 7K | 0 | — | —% | ₹— | 2,440 | ₹— | —% | — | 0 | 30K |
| 5K | 0 | — | —% | ₹— | 2,560 | ₹— | —% | — | — | — |
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) map shows a pronounced concentration at the 2,000 ₹ call and the 1,860 ₹ put strikes, each holding roughly 1,000 contracts, establishing a clear resistance ceiling and support floor for the underlying. The implied price corridor, anchored by these clusters, places the market’s near‑term fair value between about 1,860 ₹ and 2,000 ₹. The ATM strike (1,973.4 ₹) sits squarely inside this band, indicating that most market participants expect price movement to remain bounded by the identified resistance and support levels through the September expiry.
OI Buildup Activity
During the latest data window, fresh call OI accrues at the 2,100 ₹ strike (+2,087 ₹ of contracts) and at 1,980 ₹ (+87 ₹), suggesting writers are positioning to benefit from a potential rally toward the 2,000 ₹ ceiling. On the put side, the 1,960 ₹ strike accumulates an additional 58,500 contracts, while the 1,900 ₹ level adds 52,500 contracts, reflecting sellers hedging against downside pressure below the 1,860 ₹ support. The sizable additions at 1,860 ₹ (97,500 contracts) reinforce the view that market makers are defending the established support zone.
Volatility Read
The at‑the‑money implied volatility stands at 12.06 %, modest for a large‑cap consumer‑goods equity, indicating relatively calm expectations for price swings. The volatility skew is bearish, with out‑of‑the‑money puts priced higher than calls, hinting that participants perceive a slightly higher probability of downside movement.
Key OI Levels
The largest open‑interest concentrations reside at the 2,000 ₹ call strike (resistance) and the 1,860 ₹ put strike (support).