IDFC First Bank Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 64 | ₹— | —% | — | 0 | 1.7 L |
| — | — | — | —% | ₹— | 70 | ₹— | —% | — | 0 | 1.4 L |
| 1.0 L | 0 | — | —% | ₹— | 72 | ₹— | —% | — | 0 | 1.5 L |
| 46K | -1.0 L | — | —% | ₹— | 74 | ₹— | —% | — | +9K | 4.9 L |
| 0 | 0 | — | —% | ₹— | 75 | ₹— | —% | — | 0 | 83K |
| 1.9 L | 0 | — | —% | ₹— | 76 | ₹— | —% | — | +9K | 16.2 L |
| 4.0 L | 0 | — | —% | ₹— | 77 | ₹— | —% | — | -37K | 16.8 L |
| 3.6 L | 0 | — | —% | ₹— | 78 | ₹— | —% | — | +9K | 17.2 L |
| 1.9 L | 0 | — | —% | ₹— | 79 | ₹— | —% | — | 0 | 32.9 L |
| 12.3 L | +28K | — | —% | ₹— | 80 | ₹— | —% | — | -3.3 L | 1.02 Cr |
| 13.9 L | -9K | — | —% | ₹— | 81 | ₹— | —% | — | -74K | 54.3 L |
| 15.4 L | +19K | — | —% | ₹— | 82 | ₹— | —% | — | +3.0 L | 47.5 L |
| 14.9 L | -83K | — | —% | ₹— | 83 | ₹— | —% | — | -74K | 72.2 L |
| 39.6 L | -4.5 L | — | —% | ₹— | 84 | ₹— | —% | — | +1.8 L | 98.6 L |
| 1.06 Cr | -56K | — | —% | ₹— | 85 | ₹— | —% | — | -15.4 L | 1.24 Cr |
| 69.8 L | -4.3 L | — | —% | ₹— | 86 | ₹— | —% | — | -24.0 L | 1.10 Cr |
| 63.3 L | +4.2 L | — | —% | ₹— | 87 | ₹— | —% | — | -6.7 L | 42.9 L |
| 1.66 Cr | +15.3 L | — | —% | ₹— | 88 | ₹— | —% | — | -1.5 L | 54.6 L |
| 60.8 L | -93K | — | —% | ₹— | 89 | ₹— | —% | — | +83K | 19.8 L |
| 3.19 Cr | +18.7 L | — | —% | ₹— | 90ATM | ₹— | —% | — | -1.5 L | 36.4 L |
| 1.05 Cr | +3.0 L | — | —% | ₹— | 91 | ₹— | —% | — | -19K | 6.0 L |
| 71.0 L | +2.4 L | — | —% | ₹— | 92 | ₹— | —% | — | +37K | 93K |
| 37.0 L | +93K | — | —% | ₹— | 93 | ₹— | —% | — | 0 | 65K |
| 40.3 L | -7.8 L | — | —% | ₹— | 94 | ₹— | —% | — | 0 | 0 |
| 43.2 L | +2.6 L | — | —% | ₹— | 95 | ₹— | —% | — | +9K | 27.0 L |
| 25.3 L | +1.1 L | — | —% | ₹— | 96 | ₹— | —% | — | 0 | 19K |
| 24.9 L | -3.4 L | — | —% | ₹— | 98 | ₹— | —% | — | 0 | 3.3 L |
| 37K | +37K | — | —% | ₹— | 100 | ₹— | —% | — | 0 | 0 |
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 pronounced concentration at the 100 ₹ strike, where call OI reaches 27,825 contracts, forming a strong resistance node. On the put side, the same 100 ₹ strike houses 0 ₹ of OI, acting as a solid support pillar for downside protection. Together, these levels bracket the underlying price of ₹86.71 within a roughly ₹86‑₹100 corridor, suggesting the market’s implied price range for the September expiry.
OI Buildup Activity
Recent data indicate fresh call OI accumulation at the 90 ₹ strike (+21 contracts, 61,075 contracts added), the 88 ₹ strike (+15 contracts, 21,100 contracts added), and a modest rise at 87 ₹ (+4 contracts, 35,925 contracts added). On the put side, new open interest appears at the 82 ₹ strike (+3 contracts, 33,900 contracts added), the 84 ₹ strike (+1 contract, 176,225 contracts added), and a smaller addition at 89 ₹ (+83 contracts, 475 contracts added). These inflows reflect writers positioning around the mid‑range strikes, bolstering liquidity and reinforcing the existing OI clusters.
Volatility Read
The at‑the‑money implied volatility stands at 19.84 %, indicating moderate pricing pressure for the underlying. The volatility skew is bearish, with out‑of‑the‑money calls priced higher than equivalent puts, signaling market bias toward downward moves.
Key OI Levels
The highest call OI resides at the 100 ₹ strike (27,825 contracts) and the highest put OI also concentrates at the 100 ₹ strike (0 contracts).