InterGlobe Aviation Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 3,800 | ₹— | —% | — | +26K | 29K |
| 0 | 0 | — | —% | ₹— | 3,900 | ₹— | —% | — | +10K | 16K |
| 300 | 0 | — | —% | ₹— | 4,000 | ₹— | —% | — | +6K | 45K |
| 0 | 0 | — | —% | ₹— | 4,050 | ₹— | —% | — | +12K | 12K |
| 2K | +300 | — | —% | ₹— | 4,100 | ₹— | —% | — | +1.3 L | 1.4 L |
| 0 | 0 | — | —% | ₹— | 4,150 | ₹— | —% | — | +5K | 13K |
| 8K | +750 | — | —% | ₹— | 4,200 | ₹— | —% | — | +7K | 40K |
| 0 | 0 | — | —% | ₹— | 4,250 | ₹— | —% | — | -2K | 6K |
| 750 | 0 | — | —% | ₹— | 4,300 | ₹— | —% | — | +3K | 43K |
| 300 | 0 | — | —% | ₹— | 4,350 | ₹— | —% | — | +900 | 10K |
| 10K | -150 | — | —% | ₹— | 4,400 | ₹— | —% | — | +9K | 95K |
| 4K | +150 | — | —% | ₹— | 4,450 | ₹— | —% | — | +8K | 18K |
| 42K | -5K | — | —% | ₹— | 4,500 | ₹— | —% | — | +22K | 1.1 L |
| 11K | +300 | — | —% | ₹— | 4,550 | ₹— | —% | — | +6K | 26K |
| 1.5 L | +18K | — | —% | ₹— | 4,600 | ₹— | —% | — | +60K | 1.6 L |
| 26K | +7K | — | —% | ₹— | 4,650 | ₹— | —% | — | +12K | 32K |
| 2.0 L | +53K | — | —% | ₹— | 4,700ATM | ₹— | —% | — | +69K | 1.2 L |
| 33K | +22K | — | —% | ₹— | 4,750 | ₹— | —% | — | +32K | 41K |
| 81K | +20K | — | —% | ₹— | 4,800 | ₹— | —% | — | +7K | 60K |
| 19K | +15K | — | —% | ₹— | 4,850 | ₹— | —% | — | +8K | 10K |
| 73K | +7K | — | —% | ₹— | 4,900 | ₹— | —% | — | -450 | 9K |
| 11K | +5K | — | —% | ₹— | 4,950 | ₹— | —% | — | +750 | 2K |
| 1.0 L | +12K | — | —% | ₹— | 5,000 | ₹— | —% | — | -900 | 42K |
| 23K | +14K | — | —% | ₹— | 5,050 | ₹— | —% | — | 0 | 0 |
| 30K | -6K | — | —% | ₹— | 5,100 | ₹— | —% | — | -150 | 11K |
| 15K | +5K | — | —% | ₹— | 5,150 | ₹— | —% | — | 0 | 0 |
| 32K | +11K | — | —% | ₹— | 5,200 | ₹— | —% | — | 0 | 29K |
| 17K | +8K | — | —% | ₹— | 5,250 | ₹— | —% | — | 0 | 0 |
| 47K | -5K | — | —% | ₹— | 5,300 | ₹— | —% | — | 0 | 6K |
| 11K | +11K | — | —% | ₹— | 5,350 | ₹— | —% | — | 0 | 0 |
| 23K | +3K | — | —% | ₹— | 5,400 | ₹— | —% | — | 0 | 6K |
| 450 | 0 | — | —% | ₹— | 5,450 | ₹— | —% | — | 0 | 0 |
| 42K | +17K | — | —% | ₹— | 5,500 | ₹— | —% | — | 0 | 11K |
| 0 | 0 | — | —% | ₹— | 5,550 | ₹— | —% | — | 0 | 0 |
| 2K | 0 | — | —% | ₹— | 5,600 | ₹— | —% | — | +150 | 4K |
| 44K | +9K | — | —% | ₹— | 5,700 | ₹— | —% | — | 0 | 30K |
| 9K | +5K | — | —% | ₹— | 5,800 | ₹— | —% | — | 0 | 7K |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Live Greeks Panel
Key Strike Levels
Open interest concentration remains heavily skewed at the 2400 strike for both calls and puts, indicating significant long-term positioning legacy within the series. However, current trading activity clusters tightly around the 4600 to 4800 range relative to the underlying spot price of ₹4690. This divergence suggests market participants are hedging existing deep ITM positions while establishing fresh tactical lines near current market levels for the November expiry.
OI Buildup Activity
Fresh call writing emerges prominently at the 4700 strike, adding 52,350 contracts alongside substantial buildup at 4750 and 4800 levels. Put writers defend lower levels aggressively, evidenced by 1,27,650 contracts added at 4100 and significant accumulation at 4600. This positioning reflects a broader expectation of range-bound movement with writers capping upside potential above 4700 while securing downside protection near 4600.
Volatility Read
Implied volatility at the at-the-money strike currently stands at 34.5%, reflecting elevated premium pricing across the entire derivatives series. The skew remains neutral, indicating balanced demand between bearish and bullish hedging instruments within the current options complex.
Key OI Levels
The highest open interest concentration resides at the 2400 strike for both call and put options, marking critical historical support and resistance zones for the expiry.