ITC Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 210 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 215 | ₹— | —% | — | 0 | 0 |
| 2K | 0 | — | —% | ₹— | 220 | ₹— | —% | — | 0 | 7K |
| 0 | 0 | — | —% | ₹— | 225 | ₹— | —% | — | 0 | 3K |
| 0 | 0 | — | —% | ₹— | 227.5 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 230 | ₹— | —% | — | -2K | 2.2 L |
| 0 | 0 | — | —% | ₹— | 232.5 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 235 | ₹— | —% | — | 0 | 19K |
| 0 | 0 | — | —% | ₹— | 237.5 | ₹— | —% | — | 0 | 0 |
| 12K | 0 | — | —% | ₹— | 240 | ₹— | —% | — | +26K | 4.9 L |
| 0 | 0 | — | —% | ₹— | 242.5 | ₹— | —% | — | 0 | 0 |
| 31K | 0 | — | —% | ₹— | 245 | ₹— | —% | — | -19K | 7.3 L |
| 10K | 0 | — | —% | ₹— | 247.5 | ₹— | —% | — | +12K | 31K |
| 6.6 L | -4.7 L | — | —% | ₹— | 250 | ₹— | —% | — | -9K | 73.7 L |
| 79K | +7K | — | —% | ₹— | 252.5 | ₹— | —% | — | -33K | 5.8 L |
| 4.9 L | +19K | — | —% | ₹— | 255 | ₹— | —% | — | +95K | 58.4 L |
| 2.3 L | -3K | — | —% | ₹— | 257.5 | ₹— | —% | — | +1.2 L | 12.3 L |
| 26.2 L | +72K | — | —% | ₹— | 260 | ₹— | —% | — | -3.5 L | 59.1 L |
| 15.8 L | +35K | — | —% | ₹— | 262.5 | ₹— | —% | — | -45K | 9.6 L |
| 66.7 L | +21K | — | —% | ₹— | 265 | ₹— | —% | — | -72K | 43.3 L |
| 33.1 L | -88K | — | —% | ₹— | 267.5 | ₹— | —% | — | -53K | 14.5 L |
| 1.74 Cr | -9.0 L | — | —% | ₹— | 270ATM | ₹— | —% | — | -2.7 L | 79.7 L |
| 54.0 L | -1.2 L | — | —% | ₹— | 272.5 | ₹— | —% | — | -64K | 9.6 L |
| 1.41 Cr | -19K | — | —% | ₹— | 275 | ₹— | —% | — | -1.7 L | 27.1 L |
| 12.3 L | -57K | — | —% | ₹— | 277.5 | ₹— | —% | — | -22K | 3.1 L |
| 1.51 Cr | -2.6 L | — | —% | ₹— | 280 | ₹— | —% | — | +14K | 40.3 L |
| 14.0 L | +50K | — | —% | ₹— | 282.5 | ₹— | —% | — | 0 | 71K |
| 31.4 L | -2.4 L | — | —% | ₹— | 285 | ₹— | —% | — | -5K | 7.4 L |
| 5.0 L | -24K | — | —% | ₹— | 287.5 | ₹— | —% | — | 0 | 36K |
| 1.13 Cr | -1.8 L | — | —% | ₹— | 290 | ₹— | —% | — | -9K | 21.1 L |
| 2.6 L | +22K | — | —% | ₹— | 292.5 | ₹— | —% | — | 0 | 1.9 L |
| 24.7 L | -7K | — | —% | ₹— | 295 | ₹— | —% | — | +2K | 1.9 L |
| 14K | 0 | — | —% | ₹— | 297.5 | ₹— | —% | — | 0 | 12K |
| 68.2 L | -10K | — | —% | ₹— | 300 | ₹— | —% | — | -2K | 19.4 L |
| 1.2 L | -2K | — | —% | ₹— | 302.5 | ₹— | —% | — | 0 | 48K |
| 4.5 L | -3K | — | —% | ₹— | 305 | ₹— | —% | — | 0 | 5.1 L |
| 21K | +12K | — | —% | ₹— | 307.5 | ₹— | —% | — | 0 | 36K |
| 13.9 L | -24K | — | —% | ₹— | 310 | ₹— | —% | — | 0 | 4.5 L |
| — | — | — | —% | ₹— | 312.5 | ₹— | —% | — | 0 | 5K |
| 76K | -3K | — | —% | ₹— | 315 | ₹— | —% | — | 0 | 76K |
| 21.2 L | +21K | — | —% | ₹— | 320 | ₹— | —% | — | 0 | 4.8 L |
| 29K | 0 | — | —% | ₹— | 325 | ₹— | —% | — | 0 | 1.0 L |
| 9.6 L | 0 | — | —% | ₹— | 330 | ₹— | —% | — | 0 | 11.3 L |
| 15.8 L | 0 | — | —% | ₹— | 335 | ₹— | —% | — | 0 | 28.4 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) pool clusters around the 260‑₹ and 257.5‑₹ strikes, establishing a tight resistance‑support corridor that frames the market’s implied price band. With 260 ₹ boasting 120 contracts of call OI and 257.5 ₹ holding an equal 120 contracts of put OI, the range from 255 ₹ to 262.5 ₹ becomes the focal zone for next‑week expiry. Traders are therefore likely to watch price action within this narrow band as any breakout would test the concentration of contracts situated at the outer edges of the band.
OI Buildup Activity
During the latest session, fresh call OI materialises at 260 ₹ (+75,900 contracts), 282.5 ₹ (+50,025 contracts) and 262.5 ₹ (+32,775 contracts), signalling that writers are stacking short positions near the upper resistance tier. On the put side, new OI accumulates at 257.5 ₹ (+1,19,025 contracts), 255 ₹ (+93,150 contracts) and 240 ₹ (+22,425 contracts), indicating that sellers are fortifying the lower‑side protection belt. The asymmetric influx of OI suggests a market bias toward defending the established support while allowing limited upside pressure.
Volatility Read
The at‑the‑money implied volatility rests at 13.63 %, reflecting relatively modest premium demand given the confined price corridor. The volatility skew tilts bearish, implying that out‑of‑the‑money calls are priced lower relative to puts, which is consistent with the heavier put OI accumulation around the support level.
Key OI Levels
The highest concentrations reside at 260 ₹ for call OI (120 contracts) and 257.5 ₹ for put OI (120 contracts).