Infosys Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 880 | ₹— | —% | — | 0 | 56K |
| 37K | +5K | — | —% | ₹— | 920 | ₹— | —% | — | +8K | 1.5 L |
| 1.8 L | 0 | — | —% | ₹— | 960 | ₹— | —% | — | -8K | 7.5 L |
| 82K | -2K | — | —% | ₹— | 1,000 | ₹— | —% | — | +24K | 13.1 L |
| 84K | 0 | — | —% | ₹— | 1,020 | ₹— | —% | — | -18K | 4.2 L |
| 2.3 L | -8K | — | —% | ₹— | 1,040 | ₹— | —% | — | -39K | 5.9 L |
| 1.4 L | +3K | — | —% | ₹— | 1,060 | ₹— | —% | — | +1.6 L | 6.7 L |
| 2.4 L | +4K | — | —% | ₹— | 1,080 | ₹— | —% | — | +15K | 10.2 L |
| 12.5 L | +2K | — | —% | ₹— | 1,100 | ₹— | —% | — | +64K | 24.7 L |
| 12.0 L | +57K | — | —% | ₹— | 1,120 | ₹— | —% | — | +1.7 L | 17.3 L |
| 37.4 L | +2.6 L | — | —% | ₹— | 1,140 | ₹— | —% | — | +1.9 L | 17.9 L |
| 52.5 L | +33K | — | —% | ₹— | 1,160ATM | ₹— | —% | — | +20K | 10.7 L |
| 21.9 L | +71K | — | —% | ₹— | 1,180 | ₹— | —% | — | -10K | 3.6 L |
| 45.8 L | -87K | — | —% | ₹— | 1,200 | ₹— | —% | — | -17K | 8.6 L |
| 8.2 L | +69K | — | —% | ₹— | 1,220 | ₹— | —% | — | +8K | 1.2 L |
| 7.1 L | +38K | — | —% | ₹— | 1,240 | ₹— | —% | — | 0 | 1.0 L |
| 7.9 L | +22K | — | —% | ₹— | 1,260 | ₹— | —% | — | 0 | 44K |
| 5.5 L | -5K | — | —% | ₹— | 1,280 | ₹— | —% | — | 0 | 4.0 L |
| 7.5 L | +11K | — | —% | ₹— | 1,300 | ₹— | —% | — | 0 | 1.8 L |
| 2.0 L | -8K | — | —% | ₹— | 1,320 | ₹— | —% | — | +400 | 30K |
| 2.3 L | -6K | — | —% | ₹— | 1,360 | ₹— | —% | — | +800 | 5.4 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
The open‑interest (OI) cluster is centred around the ₹1,160 call (53.15 lakh contracts) and the ₹1,100 put (24.71 lakh contracts), forming a tight resistance‑support band that brackets the current spot of ₹1,130. The concentration of OI suggests that market participants view the ₹1,140‑₹1,180 zone as the primary upside battleground, while the ₹1,060‑₹1,120 corridor acts as the main downside cushion. Consequently, the implied price range for the September 29 expiry is roughly ₹1,090 → ₹1,170, with the bulk of liquidity reinforcing these bounds.
OI Buildup Activity
During the latest trading session, the call OI at the ₹1,140 strike expands by 2.59 lakh contracts, indicating fresh long‑call positioning near the lower edge of the resistance cluster. At the ₹1,160 and ₹1,180 strikes, incremental OI of 0.96 lakh and 0.76 lakh contracts respectively points to additional speculative buying above the existing ceiling. On the put side, the ₹1,140 strike accrues 1.94 lakh contracts, while the ₹1,120 and ₹1,060 strikes gain 1.74 lakh and 1.60 lakh contracts, reflecting renewed protective hedging and potential short‑call‑write activity around the support region.
Volatility Read
The at‑the‑money implied volatility stands at 23.47 %, situating the option premium in the mid‑range for the sector. The volatility skew is bearish, with out‑of‑the‑money puts priced higher than comparable calls, indicating a market bias toward downside risk.
Key OI Levels
The highest call OI resides at ₹1,160 (53.15 lakh contracts) and the highest put OI at ₹1,100 (24.71 lakh contracts).