InterGlobe Aviation Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 4,200 | ₹— | —% | — | -450 | 18K |
| 1K | +150 | — | —% | ₹— | 4,400 | ₹— | —% | — | -2K | 96K |
| 0 | 0 | — | —% | ₹— | 4,500 | ₹— | —% | — | +20K | 20K |
| 16K | +600 | — | —% | ₹— | 4,600 | ₹— | —% | — | -9K | 1.1 L |
| 13K | +150 | — | —% | ₹— | 4,700 | ₹— | —% | — | +19K | 70K |
| 41K | +1K | — | —% | ₹— | 4,800 | ₹— | —% | — | -4K | 2.0 L |
| 77K | +9K | — | —% | ₹— | 4,900 | ₹— | —% | — | -50K | 3.2 L |
| 2.9 L | +29K | — | —% | ₹— | 5,000 | ₹— | —% | — | -39K | 2.6 L |
| 3.9 L | -4K | — | —% | ₹— | 5,100 | ₹— | —% | — | -8K | 2.4 L |
| 6.0 L | +32K | — | —% | ₹— | 5,200ATM | ₹— | —% | — | -2K | 3.4 L |
| 4.6 L | +15K | — | —% | ₹— | 5,300 | ₹— | —% | — | -3K | 72K |
| 5.0 L | +8K | — | —% | ₹— | 5,400 | ₹— | —% | — | -600 | 1.2 L |
| 4.8 L | +32K | — | —% | ₹— | 5,500 | ₹— | —% | — | +300 | 46K |
| 34K | +2K | — | —% | ₹— | 5,600 | ₹— | —% | — | 0 | 2K |
| 1.2 L | +5K | — | —% | ₹— | 5,700 | ₹— | —% | — | 0 | 57K |
| 2K | 0 | — | —% | ₹— | 5,800 | ₹— | —% | — | 0 | 300 |
| 1.6 L | +1K | — | —% | ₹— | 6,000 | ₹— | —% | — | 0 | 4K |
| 24K | +3K | — | —% | ₹— | 6,200 | ₹— | —% | — | — | — |
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) map clusters around the ₹5,000–₹5,200 call band and the ₹4,500–₹4,700 put band, indicating a tight market consensus on the near‑term price corridor. The largest call OI sits at the ₹5,200 strike, while the biggest put OI rests at ₹4,700, together framing an implied range of roughly ₹4,700–₹5,200. Spot trading at ₹4,977 sits comfortably inside this corridor, suggesting that market participants view this interval as the most probable settlement window for the September expiry.
OI Buildup Activity
During the latest reporting window, fresh OI accrues heavily at the ₹5,500, ₹5,200 and ₹5,000 call strikes, with additions of 31,800, 31,650 and 30,600 contracts respectively, signaling aggressive positioning by call writers near resistance levels. On the put side, new OI concentrates at the ₹4,500, ₹4,700 and ₹5,500 strikes, adding 19,650, 19,200 and 150 contracts respectively, reflecting defensive positioning around support zones. The symmetric magnitude of OI inflows on both sides points to a balanced stance between bullish and bearish market makers, with the greatest emphasis on the ₹5,200 call and ₹4,700 put strikes.
Volatility Read
The at‑the‑money implied volatility stands at 22.43%, a moderate level that aligns with the current price action and the observed OI concentration. The volatility skew is bearish, indicating that out‑of‑the‑money puts carry slightly higher implied volatility than equivalent calls, a pattern typical when market participants anticipate downside pressure.
Key OI Levels
The highest call OI concentration is at the ₹5,200 strike, and the highest put OI concentration is at the ₹4,700 strike.