IndusInd Bank Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 840 | ₹— | —% | — | 0 | 0 |
| 1K | 0 | — | —% | ₹— | 860 | ₹— | —% | — | 0 | 11K |
| 1K | 0 | — | —% | ₹— | 880 | ₹— | —% | — | -8K | 76K |
| 0 | 0 | — | —% | ₹— | 890 | ₹— | —% | — | 0 | 0 |
| 13K | 0 | — | —% | ₹— | 900 | ₹— | —% | — | 0 | 1.9 L |
| 700 | 0 | — | —% | ₹— | 910 | ₹— | —% | — | -700 | 34K |
| 11K | 0 | — | —% | ₹— | 920 | ₹— | —% | — | +8K | 71K |
| 2K | 0 | — | —% | ₹— | 930 | ₹— | —% | — | +8K | 55K |
| 4K | 0 | — | —% | ₹— | 940 | ₹— | —% | — | +6K | 2.3 L |
| 47K | -1K | — | —% | ₹— | 950 | ₹— | —% | — | -11K | 5.0 L |
| 75K | +2K | — | —% | ₹— | 960 | ₹— | —% | — | -1.0 L | 1.9 L |
| 95K | -3K | — | —% | ₹— | 970 | ₹— | —% | — | +12K | 2.6 L |
| 1.8 L | -23K | — | —% | ₹— | 980 | ₹— | —% | — | -52K | 3.7 L |
| 1.3 L | -24K | — | —% | ₹— | 990 | ₹— | —% | — | +68K | 2.9 L |
| 6.2 L | -1.8 L | — | —% | ₹— | 1,000ATM | ₹— | —% | — | +8K | 10.9 L |
| 3.8 L | -20K | — | —% | ₹— | 1,010 | ₹— | —% | — | +42K | 2.4 L |
| 5.3 L | +28K | — | —% | ₹— | 1,020 | ₹— | —% | — | +25K | 4.3 L |
| 3.6 L | +39K | — | —% | ₹— | 1,030 | ₹— | —% | — | +12K | 55K |
| 4.1 L | +2.1 L | — | —% | ₹— | 1,040 | ₹— | —% | — | -1K | 43K |
| 2.4 L | +700 | — | —% | ₹— | 1,050 | ₹— | —% | — | 0 | 81K |
| 77K | +15K | — | —% | ₹— | 1,060 | ₹— | —% | — | 0 | 18K |
| 1.5 L | +85K | — | —% | ₹— | 1,070 | ₹— | —% | — | +700 | 15K |
| 64K | +15K | — | —% | ₹— | 1,080 | ₹— | —% | — | +3K | 6K |
| 32K | -6K | — | —% | ₹— | 1,090 | ₹— | —% | — | 0 | 5K |
| 4.5 L | +18K | — | —% | ₹— | 1,100 | ₹— | —% | — | 0 | 18K |
| 19K | -700 | — | —% | ₹— | 1,110 | ₹— | —% | — | 0 | 0 |
| 89K | -700 | — | —% | ₹— | 1,120 | ₹— | —% | — | 0 | 4K |
| 7K | -700 | — | —% | ₹— | 1,140 | ₹— | —% | — | 0 | 700 |
| 55K | 0 | — | —% | ₹— | 1,160 | ₹— | —% | — | 0 | 2K |
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 concentrates heavily around the ₹1,000 strike, where call OI peaks at 6.18 million contracts, forming a near‑term resistance zone. Opposite‑side put OI also clusters at ₹1,000 with a peak of 10.86 million contracts, acting as a strong support level. This symmetry places the market’s implied range roughly between ₹990 and ₹1,040, with the 19.58 % at‑the‑money implied volatility suggesting moderate price expectations for the coming weeks.
OI Buildup Activity
During the latest data‑capture window, fresh call OI adds emerge at ₹1,040 (+2.13 million), ₹1,070 (+0.85 million) and ₹1,030 (+0.38 million), indicating that option writers are stacking positions just above the current spot of ₹1,008.5. On the put side, notable OI additions appear at ₹990 (+0.67 million), ₹1,010 (+0.44 million) and ₹1,020 (+0.25 million), reflecting writer accumulation just below the spot level. The distribution of these builds suggests a balanced stance among market makers, with exposure spread across the immediate upper and lower bands of the implied range.
Volatility Read
The at‑the‑money implied volatility sits at 19.58 %, a level typical for a large‑cap financial stock in a stable macro environment. The volatility skew remains neutral, indicating no pronounced bias toward either call or put premiums across the strike spectrum.
Key OI Levels
The highest open‑interest concentrations are at the ₹1,000 strike for both calls (6.18 million) and puts (10.86 million).