Hindustan Unilever Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 300 | +300 | — | —% | ₹— | 1,520 | ₹— | —% | — | +8K | 31K |
| 600 | 0 | — | —% | ₹— | 1,560 | ₹— | —% | — | +28K | 64K |
| 2K | +600 | — | —% | ₹— | 1,600 | ₹— | —% | — | +1.5 L | 3.5 L |
| 0 | 0 | — | —% | ₹— | 1,620 | ₹— | —% | — | +10K | 47K |
| 900 | 0 | — | —% | ₹— | 1,640 | ₹— | —% | — | +33K | 1.2 L |
| 19K | +5K | — | —% | ₹— | 1,660 | ₹— | —% | — | +1.5 L | 2.0 L |
| 30K | 0 | — | —% | ₹— | 1,680 | ₹— | —% | — | +29K | 1.0 L |
| 2.3 L | +20K | — | —% | ₹— | 1,700 | ₹— | —% | — | +3.3 L | 7.3 L |
| 72K | +12K | — | —% | ₹— | 1,720 | ₹— | —% | — | +23K | 1.5 L |
| 1.1 L | +38K | — | —% | ₹— | 1,740 | ₹— | —% | — | -30K | 2.7 L |
| 3.9 L | +1.4 L | — | —% | ₹— | 1,760 | ₹— | —% | — | +1.2 L | 5.0 L |
| 5.1 L | +1.3 L | — | —% | ₹— | 1,780 | ₹— | —% | — | +1.1 L | 4.7 L |
| 11.9 L | +3.8 L | — | —% | ₹— | 1,800 | ₹— | —% | — | +1.0 L | 8.8 L |
| 4.0 L | +1.9 L | — | —% | ₹— | 1,820 | ₹— | —% | — | +82K | 2.5 L |
| 5.0 L | +3.1 L | — | —% | ₹— | 1,840 | ₹— | —% | — | +39K | 2.2 L |
| 3.7 L | +1.2 L | — | —% | ₹— | 1,860 | ₹— | —% | — | +12K | 1.1 L |
| 2.5 L | +79K | — | —% | ₹— | 1,880 | ₹— | —% | — | -3K | 70K |
| 12.5 L | +4.3 L | — | —% | ₹— | 1,900 | ₹— | —% | — | -47K | 2.3 L |
| 2.8 L | +62K | — | —% | ₹— | 1,920 | ₹— | —% | — | 0 | 30K |
| 2.2 L | +1.3 L | — | —% | ₹— | 1,940 | ₹— | —% | — | 0 | 38K |
| 1.6 L | +55K | — | —% | ₹— | 1,960 | ₹— | —% | — | 0 | 45K |
| 1.3 L | +78K | — | —% | ₹— | 1,980 | ₹— | —% | — | 0 | 10K |
| 19.4 L | +8.6 L | — | —% | ₹— | 2,000ATM | ₹— | —% | — | -600 | 2.7 L |
| 1.2 L | +36K | — | —% | ₹— | 2,020 | ₹— | —% | — | 0 | 5K |
| 1.9 L | +1.0 L | — | —% | ₹— | 2,040 | ₹— | —% | — | 0 | 21K |
| 26K | -6K | — | —% | ₹— | 2,060 | ₹— | —% | — | 0 | 38K |
| 4K | -900 | — | —% | ₹— | 2,080 | ₹— | —% | — | 0 | 9K |
| 6.7 L | +3.7 L | — | —% | ₹— | 2,100 | ₹— | —% | — | +7K | 6.4 L |
| 13K | -21K | — | —% | ₹— | 2,120 | ₹— | —% | — | 0 | 11K |
| 31K | -300 | — | —% | ₹— | 2,160 | ₹— | —% | — | +300 | 2.8 L |
| 1.7 L | +13K | — | —% | ₹— | 2,200 | ₹— | —% | — | — | — |
| 5K | +2K | — | —% | ₹— | 2,240 | ₹— | —% | — | — | — |
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) profile clusters around the 1800‑1900 ₹ corridor, indicating that market participants view this band as the primary support‑resistance zone for the underlying. The highest call OI sits at the 2000 ₹ strike, while the strongest put OI accumulates at 1700 ₹, suggesting a tacitly priced range of roughly 1800 ₹ to 1900 ₹ for the next expiry. The ATM strike at 1815.8 ₹ sits comfortably within this band, reinforcing the notion of a relatively balanced bias as expiration approaches.
OI Buildup Activity
During the latest trading session, fresh call open interest surges into the 2000 ₹, 1900 ₹ and 1800 ₹ strikes, adding 8,58,600 contracts, 4,35,000 contracts and 3,84,900 contracts respectively. On the put side, notable additions appear at 1700 ₹ (+3,32,100 contracts), 1660 ₹ (+1,53,900 contracts) and 1600 ₹ (+1,48,800 contracts). This inflow reflects active writing of options near these levels, with market makers accumulating exposure to hedge potential directional moves while supplying liquidity.
Volatility Read
The at‑the‑money implied volatility (IV) stands at 16.1 %, a moderate level that mirrors recent equity volatility trends. The volatility skew leans bearish, indicating that out‑of‑the‑money calls are priced higher than equivalent puts, a pattern consistent with expectations of limited upside pressure.
Key OI Levels
The largest call OI concentration resides at the 2000 ₹ strike, whereas the most substantial put OI concentration is anchored at the 1700 ₹ strike.