Infosys Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 8K | +400 | — | —% | ₹— | 840 | ₹— | —% | — | +16K | 1.7 L |
| 3K | 0 | — | —% | ₹— | 880 | ₹— | —% | — | +10K | 1.0 L |
| 45K | +400 | — | —% | ₹— | 900 | ₹— | —% | — | +400 | 1.9 L |
| 3K | 0 | — | —% | ₹— | 920 | ₹— | —% | — | +21K | 85K |
| 400 | 0 | — | —% | ₹— | 940 | ₹— | —% | — | +80K | 1.6 L |
| 22K | +5K | — | —% | ₹— | 960 | ₹— | —% | — | +47K | 2.5 L |
| 47K | +11K | — | —% | ₹— | 980 | ₹— | —% | — | +75K | 2.6 L |
| 2.6 L | +3K | — | —% | ₹— | 1,000 | ₹— | —% | — | +1.6 L | 16.2 L |
| 21K | -400 | — | —% | ₹— | 1,020 | ₹— | —% | — | +90K | 2.7 L |
| 87K | +17K | — | —% | ₹— | 1,040 | ₹— | —% | — | +10.1 L | 15.9 L |
| 6.6 L | +42K | — | —% | ₹— | 1,060 | ₹— | —% | — | +15.3 L | 21.3 L |
| 2.9 L | +44K | — | —% | ₹— | 1,080 | ₹— | —% | — | -8K | 6.0 L |
| 10.9 L | +1.9 L | — | —% | ₹— | 1,100 | ₹— | —% | — | -22K | 17.3 L |
| 20.9 L | +16.3 L | — | —% | ₹— | 1,120 | ₹— | —% | — | +3.9 L | 11.5 L |
| 15.7 L | +3.3 L | — | —% | ₹— | 1,140 | ₹— | —% | — | -2.8 L | 14.8 L |
| 19.7 L | +5.3 L | — | —% | ₹— | 1,160 | ₹— | —% | — | +1.6 L | 10.9 L |
| 9.5 L | +2.8 L | — | —% | ₹— | 1,180 | ₹— | —% | — | +46K | 3.5 L |
| 23.5 L | +4.9 L | — | —% | ₹— | 1,200ATM | ₹— | —% | — | -67K | 9.7 L |
| 6.1 L | +59K | — | —% | ₹— | 1,220 | ₹— | —% | — | +10K | 1.5 L |
| 6.7 L | +1.5 L | — | —% | ₹— | 1,240 | ₹— | —% | — | +8K | 1.7 L |
| 3.6 L | -93K | — | —% | ₹— | 1,260 | ₹— | —% | — | -400 | 80K |
| 5.8 L | -4.1 L | — | —% | ₹— | 1,280 | ₹— | —% | — | +6K | 1.8 L |
| 10.2 L | +90K | — | —% | ₹— | 1,300 | ₹— | —% | — | -2K | 1.6 L |
| 9.1 L | +14K | — | —% | ₹— | 1,320 | ₹— | —% | — | +9K | 4.5 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 clustering shows a strong resistance at the 1200 strike where 23,39,200 contracts sit, while support is evident around the 1060 strike with 21,34,000 contracts, reflecting institutional conviction and a clear market bias. This creates an implied price corridor roughly between ₹1060 and ₹1200 for the November expiry, a band that has historically acted as a trading range. The spot at ₹1123 currently sits near the midpoint of this OI‑defined range, offering a balanced view for participants.
OI Buildup Activity
Fresh open interest adds concentrate on the 1120 call (+16,33,600), 1160 call (+5,28,800) and 1200 call (+4,82,400), indicating writers are stacking positions near the upper band as expiry approaches, suggesting they anticipate upward momentum. On the put side, additions are notable at 1060 put (+15,28,800), 1040 put (+11,67,600) and 1120 put (+3,94,400), suggesting defensive positioning around the lower band, which may cushion potential downside moves. The distribution of new OI reflects a balanced approach by market participants between bullish and bearish hedges, this balanced OI distribution underscores a cautious market stance.
Volatility Read
The at‑the‑money implied volatility stands at 28.9 %, which is in line with historical levels for this series, maintaining a stable risk premium across sectors. The volatility skew remains neutral, showing no pronounced bias toward calls or puts, without any skewed pressure.
Key OI Levels
The highest call open interest is at 1200 and the highest put open interest is at 1060.