Indian Energy Exchange Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 100 | ₹— | —% | — | +26K | 52K |
| 22K | -4K | — | —% | ₹— | 105 | ₹— | —% | — | -26K | 3.8 L |
| 0 | 0 | — | —% | ₹— | 107.5 | ₹— | —% | — | +4K | 4K |
| 1.1 L | -13K | — | —% | ₹— | 110 | ₹— | —% | — | +35K | 9.2 L |
| 13K | +13K | — | —% | ₹— | 112.5 | ₹— | —% | — | +35K | 39K |
| 3.2 L | +1.9 L | — | —% | ₹— | 115 | ₹— | —% | — | +4.0 L | 19.3 L |
| 3.3 L | +1.6 L | — | —% | ₹— | 117.5 | ₹— | —% | — | +5.7 L | 17.1 L |
| 52.9 L | +27.2 L | — | —% | ₹— | 120ATM | ₹— | —% | — | +11.5 L | 40.3 L |
| 26.6 L | +9.8 L | — | —% | ₹— | 122.5 | ₹— | —% | — | +2.2 L | 11.0 L |
| 71.2 L | +4.9 L | — | —% | ₹— | 125 | ₹— | —% | — | -13K | 19.4 L |
| 15.6 L | +2.7 L | — | —% | ₹— | 127.5 | ₹— | —% | — | 0 | 4.9 L |
| 58.5 L | +9.7 L | — | —% | ₹— | 130 | ₹— | —% | — | +4K | 18.1 L |
| 9.5 L | +1.9 L | — | —% | ₹— | 132.5 | ₹— | —% | — | 0 | 35K |
| 15.7 L | +1.5 L | — | —% | ₹— | 135 | ₹— | —% | — | 0 | 3.7 L |
| 14.4 L | +87K | — | —% | ₹— | 140 | ₹— | —% | — | 0 | 6.1 L |
| — | — | — | —% | ₹— | 142.5 | ₹— | —% | — | 0 | 22K |
| — | — | — | —% | ₹— | 145 | ₹— | —% | — | 0 | 9.6 L |
| — | — | — | —% | ₹— | 147.5 | ₹— | —% | — | 0 | 1.3 L |
| 2.0 L | +9K | — | —% | ₹— | 150 | ₹— | —% | — | 0 | 1.9 L |
| — | — | — | —% | ₹— | 155 | ₹— | —% | — | 0 | 22K |
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) picture shows a tight concentration around the ₹120 strike for calls and the ₹115‑₹117.5 band for puts. The highest call OI sits at ₹120 (100 contracts), forming a short‑term resistance, while the peak put OI is at ₹120 (30,450 contracts), acting as a strong support zone. Together these levels define an implied price corridor roughly between ₹118 and ₹122, aligning closely with the current spot of ₹118.91.
OI Buildup Activity
During the latest session, fresh OI is added to the ₹120 call series (+27,23,100 contracts), indicating that market makers are increasing exposure on the upside side at that strike. The ₹130 call also sees a modest addition (+9,74,400 contracts), expanding the call side of the book beyond the immediate resistance. On the put side, the ₹120 put accumulates (+11,48,400 contracts) and the ₹117.5 put gains (+5,74,200 contracts), reinforcing the support structure and suggesting that writers are layering protection near the current spot. Additionally, the ₹115 put receives a modest boost (+4,13,250 contracts), further anchoring the downside bias.
Volatility Read
The at‑the‑money implied volatility stands at 24.43%, reflecting moderate premium pricing in the current market environment. The volatility skew is bearish, with out‑of‑the‑money puts priced higher than calls, indicating greater demand for downside protection.
Key OI Levels
The most concentrated OI resides at the ₹120 call (100 contracts) and the ₹120 put (30,450 contracts).