IDFC First Bank Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 9K | +9K | — | —% | ₹— | 60 | ₹— | —% | — | +4.9 L | 10.1 L |
| 0 | 0 | — | —% | ₹— | 62 | ₹— | —% | — | +19K | 6.9 L |
| 0 | 0 | — | —% | ₹— | 63 | ₹— | —% | — | +5.8 L | 8.6 L |
| 0 | 0 | — | —% | ₹— | 64 | ₹— | —% | — | 0 | 5.8 L |
| 0 | 0 | — | —% | ₹— | 65 | ₹— | —% | — | +9K | 13.4 L |
| 0 | 0 | — | —% | ₹— | 66 | ₹— | —% | — | -1.0 L | 12.3 L |
| 0 | 0 | — | —% | ₹— | 67 | ₹— | —% | — | +3.7 L | 8.4 L |
| 15.7 L | -37K | — | —% | ₹— | 68 | ₹— | —% | — | -2.6 L | 14.8 L |
| 3.6 L | +9K | — | —% | ₹— | 69 | ₹— | —% | — | +1.1 L | 12.3 L |
| 39.8 L | -56K | — | —% | ₹— | 70 | ₹— | —% | — | +5.8 L | 89.8 L |
| 24.4 L | -93K | — | —% | ₹— | 71 | ₹— | —% | — | +2.4 L | 57.3 L |
| 59.4 L | -10.1 L | — | —% | ₹— | 72 | ₹— | —% | — | +4.0 L | 77.1 L |
| 70.8 L | +4.9 L | — | —% | ₹— | 73 | ₹— | —% | — | +13.2 L | 55.6 L |
| 44.6 L | +15.3 L | — | —% | ₹— | 74 | ₹— | —% | — | +8.5 L | 27.3 L |
| 82.1 L | -6.2 L | — | —% | ₹— | 75 | ₹— | —% | — | -3.4 L | 49.4 L |
| 27.9 L | +9.0 L | — | —% | ₹— | 76 | ₹— | —% | — | +74K | 13.8 L |
| 24.9 L | +7.4 L | — | —% | ₹— | 77 | ₹— | —% | — | -65K | 4.6 L |
| 46.7 L | +6.8 L | — | —% | ₹— | 78 | ₹— | —% | — | -9K | 12.2 L |
| 15.3 L | +7.0 L | — | —% | ₹— | 79 | ₹— | —% | — | 0 | 1.7 L |
| 1.46 Cr | -65K | — | —% | ₹— | 80ATM | ₹— | —% | — | +28K | 50.7 L |
| 16.8 L | +5.1 L | — | —% | ₹— | 81 | ₹— | —% | — | -9K | 4.2 L |
| 22.4 L | +7.0 L | — | —% | ₹— | 82 | ₹— | —% | — | +19K | 5.1 L |
| 13.7 L | +5.9 L | — | —% | ₹— | 83 | ₹— | —% | — | 0 | 16.1 L |
| 11.7 L | +3.3 L | — | —% | ₹— | 84 | ₹— | —% | — | +9K | 18.8 L |
| 60.3 L | +1.0 L | — | —% | ₹— | 85 | ₹— | —% | — | 0 | 11.6 L |
| 5.1 L | +1.2 L | — | —% | ₹— | 86 | ₹— | —% | — | 0 | 2.5 L |
| 1.6 L | +28K | — | —% | ₹— | 87 | ₹— | —% | — | 0 | 0 |
| 5.4 L | +46K | — | —% | ₹— | 88 | ₹— | —% | — | 0 | 1.9 L |
| 9K | 0 | — | —% | ₹— | 89 | ₹— | —% | — | 0 | 9K |
| 54.0 L | +1.1 L | — | —% | ₹— | 90 | ₹— | —% | — | +74K | 67.6 L |
| 46K | 0 | — | —% | ₹— | 91 | ₹— | —% | — | 0 | 0 |
| 1.9 L | +9K | — | —% | ₹— | 92 | ₹— | —% | — | 0 | 9K |
| 1.1 L | -65K | — | —% | ₹— | 94 | ₹— | —% | — | 0 | 2.1 L |
| 2.5 L | -9K | — | —% | ₹— | 96 | ₹— | —% | — | — | — |
| 12.5 L | +1.7 L | — | —% | ₹— | 100 | ₹— | —% | — | — | — |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Live Greeks Panel
Key Strike Levels
Open interest clusters at the 74‑strike call (≈11.22 k contracts) and the 73‑strike put (≈100 k contracts), anchoring the implied range for trading between ₹71 and ₹77 as traders position for potential breakout. The next‑most‑concentrated calls sit at 76 and 77 strikes, adding roughly 8.99 k and 7.42 k contracts respectively, which reinforces resistance near ₹76‑₹77 which historically caps rally momentum. On the put side, open interest accumulates at 74 and 63 strikes, with additions of about 8.53 k and 5.75 k contracts, bolstering support around ₹63‑₹74 providing a cushion against bearish moves.
OI Buildup Activity
Fresh open interest inflows this session show a 15‑contract increase at the 74‑call, indicating writers are adding exposure near the current spot. The 76‑call gains eight contracts, while the 77‑call adds seven, suggesting hedge tightening as the market eyes potential upside such tightening often precedes a consolidation phase. Put side additions of 13 contracts at 73, eight at 74, and five at 63 reflect sellers reinforcing downside protection. The distribution suggests a balanced risk‑reversal stance.
Volatility Read
The at‑the‑money implied volatility stands at 25.32%, indicating moderate pricing of forward volatility. Implied volatility skew is neutral, showing balanced call and put premiums across strikes maintaining a flat overall curve throughout.
Key OI Levels
The largest open interest resides at the 74‑call (≈11.22 k) and the 73‑put (≈100 k) contracts, these strikes act as pivotal liquidity nodes for both sides of the market.