Indian Renewable Energy Development Agency Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 5K | 0 | — | —% | ₹— | 84 | ₹— | —% | — | +81K | 3.8 L |
| 0 | 0 | — | —% | ₹— | 86 | ₹— | —% | — | +91K | 91K |
| 5K | 0 | — | —% | ₹— | 88 | ₹— | —% | — | +1.9 L | 4.3 L |
| 0 | 0 | — | —% | ₹— | 89 | ₹— | —% | — | +2.2 L | 2.5 L |
| 5K | 0 | — | —% | ₹— | 90 | ₹— | —% | — | -45K | 12.4 L |
| 0 | 0 | — | —% | ₹— | 91 | ₹— | —% | — | +2.2 L | 2.2 L |
| 0 | 0 | — | —% | ₹— | 92 | ₹— | —% | — | +63K | 4.2 L |
| 0 | 0 | — | —% | ₹— | 93 | ₹— | —% | — | +9K | 1.1 L |
| 0 | 0 | — | —% | ₹— | 94 | ₹— | —% | — | +1.3 L | 1.8 L |
| 2.0 L | -18K | — | —% | ₹— | 95 | ₹— | —% | — | +18K | 28.3 L |
| 0 | 0 | — | —% | ₹— | 96 | ₹— | —% | — | +1.1 L | 1.6 L |
| 0 | 0 | — | —% | ₹— | 97 | ₹— | —% | — | 0 | 0 |
| 4.1 L | +1.7 L | — | —% | ₹— | 98 | ₹— | —% | — | +100K | 2.2 L |
| 27K | +27K | — | —% | ₹— | 99 | ₹— | —% | — | +1.6 L | 3.5 L |
| 23.8 L | -3.4 L | — | —% | ₹— | 100 | ₹— | —% | — | +2.3 L | 31.0 L |
| 4.2 L | +1.6 L | — | —% | ₹— | 101 | ₹— | —% | — | +50K | 3.4 L |
| 3.9 L | +86K | — | —% | ₹— | 102 | ₹— | —% | — | -9K | 2.5 L |
| 13.4 L | +11.4 L | — | —% | ₹— | 103 | ₹— | —% | — | +9K | 1.9 L |
| 4.3 L | +36K | — | —% | ₹— | 104 | ₹— | —% | — | -9K | 63K |
| 30.6 L | -45K | — | —% | ₹— | 105 | ₹— | —% | — | +81K | 16.8 L |
| 9K | 0 | — | —% | ₹— | 106 | ₹— | —% | — | 0 | 0 |
| 3.8 L | +77K | — | —% | ₹— | 107 | ₹— | —% | — | 0 | 36K |
| 4.0 L | -14K | — | —% | ₹— | 108 | ₹— | —% | — | 0 | 81K |
| 2.4 L | +1.5 L | — | —% | ₹— | 109 | ₹— | —% | — | 0 | 5K |
| 29.7 L | +72K | — | —% | ₹— | 110 | ₹— | —% | — | 0 | 11.4 L |
| 2.7 L | +1.9 L | — | —% | ₹— | 111 | ₹— | —% | — | 0 | 0 |
| 2.6 L | +1.4 L | — | —% | ₹— | 112 | ₹— | —% | — | 0 | 9K |
| 2.6 L | +1.8 L | — | —% | ₹— | 113 | ₹— | —% | — | 0 | 59K |
| 3.8 L | +3.5 L | — | —% | ₹— | 114 | ₹— | —% | — | 0 | 5K |
| 13.0 L | +2.0 L | — | —% | ₹— | 115 | ₹— | —% | — | 0 | 3.4 L |
| 27K | +27K | — | —% | ₹— | 116 | ₹— | —% | — | 0 | 0 |
| 14K | +14K | — | —% | ₹— | 117 | ₹— | —% | — | 0 | 0 |
| 32K | +27K | — | —% | ₹— | 118 | ₹— | —% | — | 0 | 91K |
| 5K | +5K | — | —% | ₹— | 119 | ₹— | —% | — | 0 | 0 |
| 16.0 L | +91K | — | —% | ₹— | 120 | ₹— | —% | — | 0 | 12.1 L |
| 0 | 0 | — | —% | ₹— | 121 | ₹— | —% | — | 0 | 0 |
| 9K | 0 | — | —% | ₹— | 122 | ₹— | —% | — | 0 | 14K |
| 18K | 0 | — | —% | ₹— | 123 | ₹— | —% | — | 0 | 14K |
| 5K | 0 | — | —% | ₹— | 124 | ₹— | —% | — | 0 | 5K |
| — | — | — | —% | ₹— | 125 | ₹— | —% | — | 0 | 2.0 L |
| 0 | 0 | — | —% | ₹— | 126 | ₹— | —% | — | 0 | 5K |
| 3.3 L | 0 | — | —% | ₹— | 128 | ₹— | —% | — | 0 | 4.0 L |
| 1.3 L | +14K | — | —% | ₹— | 130 | ₹— | —% | — | — | — |
| 34.4 L | -54K | — | —% | ₹— | 140ATM | ₹— | —% | — | -36K | 41.0 L |
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 concentration defines the immediate trading boundary for the underlying asset throughout this long-dated contract cycle. Significant call writing at the 140 strike establishes a strong resistance ceiling with over 34.4 lakh contracts, while put writers defend the 100 level as crucial support with 31 lakh lots. This distribution suggests a wide implied range between these markers until the November expiry, limiting immediate breakout probabilities around the current spot price.
OI Buildup Activity
Fresh long buildup appears near the money, with the 103 call strike witnessing the highest addition of 11,35,775 contracts during the session. On the put side, writers reinforce the 100 strike with 2,35,300 fresh lots, indicating hedging activity below the current spot price of ₹100.59. Additional call additions at 114 and 111 suggest traders are positioning for potential upside volatility, while put adds at 89 and 91 show deep OTM protection buying.
Volatility Read
At-the-money implied volatility stands at 29.9%, reflecting moderate pricing expectations for future price swings within this derivative series. The skew remains neutral, indicating balanced demand between call and put options across the entire chain without significant bias toward either direction.
Key OI Levels
The 140 call and 100 put strikes currently hold the highest open interest concentration for this expiry series, acting as primary pivot points for maximum pain calculation.