IndusInd Bank Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 700 | ₹— | —% | — | 0 | 11K |
| 0 | 0 | — | —% | ₹— | 720 | ₹— | —% | — | +22K | 39K |
| 0 | 0 | — | —% | ₹— | 730 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 740 | ₹— | —% | — | +4K | 43K |
| 0 | 0 | — | —% | ₹— | 750 | ₹— | —% | — | +24K | 81K |
| 0 | 0 | — | —% | ₹— | 760 | ₹— | —% | — | +5K | 30K |
| 0 | 0 | — | —% | ₹— | 770 | ₹— | —% | — | +700 | 1.2 L |
| 0 | 0 | — | —% | ₹— | 780 | ₹— | —% | — | +7K | 50K |
| 0 | 0 | — | —% | ₹— | 790 | ₹— | —% | — | +3K | 22K |
| 29K | +2K | — | —% | ₹— | 800 | ₹— | —% | — | +49K | 2.9 L |
| 3K | 0 | — | —% | ₹— | 810 | ₹— | —% | — | +26K | 64K |
| 1.3 L | +6K | — | —% | ₹— | 820 | ₹— | —% | — | -81K | 3.6 L |
| 81K | +1K | — | —% | ₹— | 830 | ₹— | —% | — | +31K | 1.4 L |
| 5.7 L | +47K | — | —% | ₹— | 840 | ₹— | —% | — | +1.0 L | 7.7 L |
| 8.6 L | +40K | — | —% | ₹— | 850ATM | ₹— | —% | — | +97K | 9.3 L |
| 5.0 L | +22K | — | —% | ₹— | 860 | ₹— | —% | — | +4K | 4.2 L |
| 74K | -13K | — | —% | ₹— | 870 | ₹— | —% | — | 0 | 1.0 L |
| 1.5 L | +15K | — | —% | ₹— | 880 | ₹— | —% | — | -6K | 53K |
| 81K | +6K | — | —% | ₹— | 890 | ₹— | —% | — | 0 | 5K |
| 7.7 L | +46K | — | —% | ₹— | 900 | ₹— | —% | — | -700 | 2.9 L |
| 63K | +5K | — | —% | ₹— | 910 | ₹— | —% | — | 0 | 2K |
| 92K | 0 | — | —% | ₹— | 920 | ₹— | —% | — | 0 | 55K |
| 59K | 0 | — | —% | ₹— | 930 | ₹— | —% | — | 0 | 3K |
| 53K | -11K | — | —% | ₹— | 940 | ₹— | —% | — | 0 | 45K |
| 83K | +13K | — | —% | ₹— | 950 | ₹— | —% | — | 0 | 67K |
| 1.8 L | +3K | — | —% | ₹— | 960 | ₹— | —% | — | 0 | 13K |
| 17K | +1K | — | —% | ₹— | 970 | ₹— | —% | — | 0 | 1K |
| 28K | 0 | — | —% | ₹— | 980 | ₹— | —% | — | 0 | 6K |
| 0 | 0 | — | —% | ₹— | 990 | ₹— | —% | — | 0 | 0 |
| 2.4 L | +9K | — | —% | ₹— | 1,000 | ₹— | —% | — | 0 | 2.4 L |
| 34K | -1K | — | —% | ₹— | 1,010 | ₹— | —% | — | 0 | 4K |
| 8K | 0 | — | —% | ₹— | 1,020 | ₹— | —% | — | +1K | 5K |
| 30K | 0 | — | —% | ₹— | 1,040 | ₹— | —% | — | +700 | 66K |
| 24K | 0 | — | —% | ₹— | 1,100 | ₹— | —% | — | — | — |
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 chain shows a tight open‑interest (OI) cluster around the 850‑₹900 CE band, indicating a strong resistance zone near the 850 strike and is closely watched by institutional traders today. Put‑call OI on the 840, 850 and 900 calls adds up to roughly 2.86 million contracts, suggesting traders expect the underlying to test the upper end of the implied range. On the put side, OI concentrates between 800 and 850, with the 840 put alone holding over 1.03 million contracts, reinforcing a support corridor around the 840‑850 region.
OI Buildup Activity
The latest data reveal fresh OI accumulation on the 900 call (+47,600), 840 call (+46,200) and 850 call (+37,800), pointing to writers adding protective short positions near the resistance band. Simultaneously, the 840 put sees a sizable increase of 1.03 million contracts, while the 850 and 800 puts gain 97,300 and 49,000 respectively, indicating net‑short exposure being reinforced at nearby support levels as they brace for potential volatility spikes ahead. Overall, the net OI flow suggests market participants are hedging around the 850‑840 strike window as expiry approaches.
Volatility Read
The at‑the‑money implied volatility stands at 23.58%, reflecting moderate option pricing relative to historical levels. The skew remains neutral, with call and put IV curves mirroring each other across strikes.
Key OI Levels
The highest CE OI resides at the 850 strike (2,42,200 contracts) and the highest PE OI at the 840 strike (2,37,300 contracts).