Indian Energy Exchange Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 86 | ₹— | —% | — | +1.4 L | 1.5 L |
| 0 | 0 | — | —% | ₹— | 88 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 90 | ₹— | —% | — | +61K | 6.0 L |
| 0 | 0 | — | —% | ₹— | 91 | ₹— | —% | — | +1.4 L | 1.4 L |
| 0 | 0 | — | —% | ₹— | 92 | ₹— | —% | — | +96K | 1.1 L |
| 0 | 0 | — | —% | ₹— | 93 | ₹— | —% | — | -1.4 L | 2.6 L |
| 0 | 0 | — | —% | ₹— | 94 | ₹— | —% | — | +87K | 87K |
| 9K | +4K | — | —% | ₹— | 95 | ₹— | —% | — | +2.4 L | 4.6 L |
| 0 | 0 | — | —% | ₹— | 96 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 97 | ₹— | —% | — | +1.8 L | 1.8 L |
| 0 | 0 | — | —% | ₹— | 98 | ₹— | —% | — | +17K | 26K |
| 0 | 0 | — | —% | ₹— | 99 | ₹— | —% | — | 0 | 0 |
| 3.7 L | +1.1 L | — | —% | ₹— | 100 | ₹— | —% | — | +2.2 L | 16.8 L |
| 9K | 0 | — | —% | ₹— | 101 | ₹— | —% | — | +26K | 30K |
| 2.4 L | +1.2 L | — | —% | ₹— | 102 | ₹— | —% | — | +74K | 96K |
| 2.1 L | +1.0 L | — | —% | ₹— | 103 | ₹— | —% | — | +26K | 2.7 L |
| 1.7 L | +13K | — | —% | ₹— | 104 | ₹— | —% | — | 0 | 13K |
| 24.0 L | +3.9 L | — | —% | ₹— | 105ATM | ₹— | —% | — | +1.8 L | 17.4 L |
| 1.7 L | +1.3 L | — | —% | ₹— | 106 | ₹— | —% | — | 0 | 30K |
| 2.8 L | -30K | — | —% | ₹— | 107 | ₹— | —% | — | 0 | 0 |
| 1.1 L | +52K | — | —% | ₹— | 108 | ₹— | —% | — | 0 | 13K |
| 44K | +26K | — | —% | ₹— | 109 | ₹— | —% | — | 0 | 22K |
| 18.1 L | +7.5 L | — | —% | ₹— | 110 | ₹— | —% | — | +4K | 6.2 L |
| 0 | 0 | — | —% | ₹— | 111 | ₹— | —% | — | 0 | 0 |
| 52K | +22K | — | —% | ₹— | 112 | ₹— | —% | — | 0 | 61K |
| 61K | +17K | — | —% | ₹— | 113 | ₹— | —% | — | 0 | 0 |
| 61K | +44K | — | —% | ₹— | 114 | ₹— | —% | — | 0 | 4K |
| 13.1 L | -87K | — | —% | ₹— | 115 | ₹— | —% | — | +4K | 3.6 L |
| 1.2 L | +1.2 L | — | —% | ₹— | 116 | ₹— | —% | — | 0 | 0 |
| 1.1 L | +1.1 L | — | —% | ₹— | 117 | ₹— | —% | — | 0 | 26K |
| 26K | +22K | — | —% | ₹— | 118 | ₹— | —% | — | 0 | 17K |
| 22K | +22K | — | —% | ₹— | 119 | ₹— | —% | — | 0 | 0 |
| 12.0 L | +91K | — | —% | ₹— | 120 | ₹— | —% | — | +30K | 6.5 L |
| 0 | 0 | — | —% | ₹— | 122 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 124 | ₹— | —% | — | 0 | 44K |
| 17K | +13K | — | —% | ₹— | 125 | ₹— | —% | — | — | — |
| 9.3 L | 0 | — | —% | ₹— | 130 | ₹— | —% | — | -4K | 13.3 L |
| 70K | +4K | — | —% | ₹— | 140 | ₹— | —% | — | — | — |
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 call open interest peaks at the 105 strike with 24,01,200 contracts, forming a strong resistance zone just above the current price of ₹102.71. On the put side the 105 strike also leads with 17,31,300 contracts, establishing a robust support level at roughly the same price. The concentration of OI around the 100‑110 band suggests the market’s implied price range for the November expiry is tightly bound between ₹100 and ₹110 and suggests limited upside potential unless a catalyst emerges.
OI Buildup Activity
New call open interest adds are noted at 110 with an increase of 7,48,200 contracts, at 105 with 3,95,850 contracts, and at 107 with 1,47,900 contracts, indicating writers are reinforcing the upper resistance zone. On the put side, fresh additions appear at 95 (+2,21,850), 100 (+2,17,500) and again at 105 (+1,78,350), reflecting defensive positioning near the lower boundary of the implied range during the current trading session. The distribution of fresh OI implies that market participants are hedging around both sides of the ATM level while maintaining a balanced exposure.
Volatility Read
The at‑the‑money implied volatility stands at 36.26%, denoting moderate premium levels for November options across the board. The volatility skew is neutral, indicating comparable pricing pressure for calls and puts across strikes.
Key OI Levels
The highest concentration of open interest is at the 105 strike for both calls (24,01,200) and puts (17,31,300).