Indian Bank Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 1K | 0 | — | —% | ₹— | 760 | ₹— | —% | — | 0 | 0 |
| 1K | 0 | — | —% | ₹— | 780 | ₹— | —% | — | +1K | 68K |
| 0 | 0 | — | —% | ₹— | 790 | ₹— | —% | — | 0 | 3K |
| 15K | 0 | — | —% | ₹— | 800 | ₹— | —% | — | -40K | 1.9 L |
| 2K | 0 | — | —% | ₹— | 810 | ₹— | —% | — | 0 | 14K |
| 7K | -3K | — | —% | ₹— | 820 | ₹— | —% | — | +34K | 1.5 L |
| 1K | 0 | — | —% | ₹— | 830 | ₹— | —% | — | +1.1 L | 2.7 L |
| 2.5 L | 0 | — | —% | ₹— | 840 | ₹— | —% | — | +79K | 3.6 L |
| 1.9 L | +64K | — | —% | ₹— | 850 | ₹— | —% | — | +2.3 L | 6.1 L |
| 2.1 L | +26K | — | —% | ₹— | 860 | ₹— | —% | — | +36K | 3.7 L |
| 1.0 L | +2K | — | —% | ₹— | 870 | ₹— | —% | — | -34K | 4.4 L |
| 4.5 L | +39K | — | —% | ₹— | 880 | ₹— | —% | — | +71K | 6.6 L |
| 3.5 L | +48K | — | —% | ₹— | 890 | ₹— | —% | — | +21K | 3.6 L |
| 14.7 L | +88K | — | —% | ₹— | 900ATM | ₹— | —% | — | -22K | 3.7 L |
| 6.7 L | +2.0 L | — | —% | ₹— | 910 | ₹— | —% | — | +11K | 47K |
| 3.6 L | -6K | — | —% | ₹— | 920 | ₹— | —% | — | +16K | 37K |
| 9.3 L | +6.0 L | — | —% | ₹— | 930 | ₹— | —% | — | -18K | 67K |
| 6.0 L | +12K | — | —% | ₹— | 940 | ₹— | —% | — | 0 | 2.0 L |
| 2.5 L | -35K | — | —% | ₹— | 950 | ₹— | —% | — | 0 | 28K |
| 4.7 L | -68K | — | —% | ₹— | 960 | ₹— | —% | — | 0 | 0 |
| 1.3 L | +4K | — | —% | ₹— | 970 | ₹— | —% | — | 0 | 0 |
| 68K | +8K | — | —% | ₹— | 980 | ₹— | —% | — | 0 | 2K |
| 20K | +1K | — | —% | ₹— | 990 | ₹— | —% | — | 0 | 0 |
| 2.4 L | -21K | — | —% | ₹— | 1,000 | ₹— | —% | — | +2K | 23K |
| 82K | +7K | — | —% | ₹— | 1,020 | ₹— | —% | — | 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) profile shows a pronounced ceiling at the 1000 CE strike, where roughly 2.42 L contracts sit, suggesting a near‑term resistance zone. Conversely, the 1000 PE strike accumulates about 24 k contracts, marking a support slab for the underlying. Together these concentrations delineate an implied trading corridor roughly between 950 and 1050 for the next expiry.
OI Buildup Activity
Fresh OI builds at the 930 CE level add 5.98 L contracts, indicating new seller interest just below resistance. The 910 CE and 900 CE strikes accumulate an additional 2.01 L and 92 k contracts respectively, reinforcing the short‑call side of the market. On the put side, the 830 PE strike gains 1.10 L contracts, while the 840 PE and 880 PE strikes receive 80 k and 69 k contracts, reflecting fresh long‑put positioning near the support zone.
Volatility Read
The at‑the‑money implied volatility stands at 23.93 %, a moderate level for this equity. The volatility skew is bearish, indicating higher implied volatilities for out‑of‑the‑money puts relative to calls.
Key OI Levels
The highest OI concentrations are at the 1000 CE strike (≈2.42 L) and the 1000 PE strike (≈24 k).