ITC Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 5K | +5K | — | —% | ₹— | 215 | ₹— | —% | — | +22K | 24K |
| 0 | 0 | — | —% | ₹— | 220 | ₹— | —% | — | +1.8 L | 3.1 L |
| 0 | 0 | — | —% | ₹— | 225 | ₹— | —% | — | +91K | 1.6 L |
| 0 | 0 | — | —% | ₹— | 230 | ₹— | —% | — | +14.5 L | 22.8 L |
| 0 | 0 | — | —% | ₹— | 232.5 | ₹— | —% | — | +3.2 L | 4.4 L |
| 0 | 0 | — | —% | ₹— | 235 | ₹— | —% | — | +52K | 3.4 L |
| 0 | 0 | — | —% | ₹— | 237.5 | ₹— | —% | — | +1.9 L | 3.5 L |
| 5.7 L | +2.6 L | — | —% | ₹— | 240 | ₹— | —% | — | -6.4 L | 20.3 L |
| 0 | 0 | — | —% | ₹— | 242.5 | ₹— | —% | — | +2.8 L | 4.4 L |
| 62K | +40K | — | —% | ₹— | 245 | ₹— | —% | — | +1.7 L | 13.9 L |
| 17K | +10K | — | —% | ₹— | 247.5 | ₹— | —% | — | +2.2 L | 4.7 L |
| 13.8 L | +1.1 L | — | —% | ₹— | 250 | ₹— | —% | — | +93K | 72.5 L |
| 4.9 L | +2.9 L | — | —% | ₹— | 252.5 | ₹— | —% | — | +6.5 L | 10.1 L |
| 20.3 L | +8.7 L | — | —% | ₹— | 255 | ₹— | —% | — | +6.1 L | 30.8 L |
| 19.5 L | +3.3 L | — | —% | ₹— | 257.5 | ₹— | —% | — | +5.1 L | 14.1 L |
| 1.17 Cr | +48.5 L | — | —% | ₹— | 260ATM | ₹— | —% | — | -5.0 L | 53.7 L |
| 9.4 L | +62K | — | —% | ₹— | 262.5 | ₹— | —% | — | +5K | 6.3 L |
| 28.6 L | +6.8 L | — | —% | ₹— | 265 | ₹— | —% | — | +28K | 13.1 L |
| 8.7 L | +5.4 L | — | —% | ₹— | 267.5 | ₹— | —% | — | +16K | 1.7 L |
| 1.17 Cr | +19.5 L | — | —% | ₹— | 270 | ₹— | —% | — | +7K | 15.8 L |
| 7.2 L | +2.3 L | — | —% | ₹— | 272.5 | ₹— | —% | — | 0 | 47K |
| 11.4 L | +2.7 L | — | —% | ₹— | 275 | ₹— | —% | — | +24K | 5.8 L |
| 3.5 L | +1.2 L | — | —% | ₹— | 277.5 | ₹— | —% | — | 0 | 9K |
| 34.2 L | +5.3 L | — | —% | ₹— | 280 | ₹— | —% | — | +36K | 16.1 L |
| 3.6 L | +59K | — | —% | ₹— | 282.5 | ₹— | —% | — | +9K | 24K |
| 17.9 L | +10.9 L | — | —% | ₹— | 285 | ₹— | —% | — | 0 | 2.4 L |
| 1.4 L | +66K | — | —% | ₹— | 287.5 | ₹— | —% | — | 0 | 45K |
| 17.5 L | +1.8 L | — | —% | ₹— | 290 | ₹— | —% | — | +5K | 9.6 L |
| 0 | 0 | — | —% | ₹— | 292.5 | ₹— | —% | — | 0 | 7K |
| 3.7 L | +21K | — | —% | ₹— | 295 | ₹— | —% | — | 0 | 50K |
| 0 | 0 | — | —% | ₹— | 297.5 | ₹— | —% | — | 0 | 9K |
| 26.4 L | +4.6 L | — | —% | ₹— | 300 | ₹— | —% | — | +59K | 19.4 L |
| 0 | 0 | — | —% | ₹— | 302.5 | ₹— | —% | — | 0 | 2K |
| 1.8 L | +71K | — | —% | ₹— | 305 | ₹— | —% | — | 0 | 1.4 L |
| 25.7 L | +19K | — | —% | ₹— | 310 | ₹— | —% | — | +21K | 30.1 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
Open interest clusters around the 260 ₹ call, 270 ₹ call and 285 ₹ call strikes, together accounting for roughly 35 % of total call OI in the market context. On the put side, the 230 ₹, 252.5 ₹ and 255 ₹ strikes concentrate about 30 % of put OI, defining a strong support corridor. These concentrations imply an anticipated trading range between roughly 230 ₹ and 285 ₹ ahead of the November 23 expiry and reflects trader positioning around these levels.
OI Buildup Activity
Fresh open interest adds show a 50‑contract increase at the 260 ₹ call, bringing its total to 21,475 contracts. The 270 ₹ call accumulates an additional 20 contracts, raising its OI to 94,150, while the 285 ₹ call gains 10 contracts to 88,475. On the downside, the 230 ₹ put sees a 14‑contract lift to 54,175, the 252.5 ₹ put adds 6 contracts to 50,325, and the 255 ₹ put also adds 6 contracts, reaching 8,925.
Volatility Read
The at‑the‑money implied volatility stands at 20.21 % for the November series today. Put‑call skew is bearish overall, indicating higher implied volatility clearly for puts relative to calls at comparable strikes.
Key OI Levels
The highest call open interest resides at the 260 ₹ strike (21,475 contracts) and the highest put open interest at the 230 ₹ strike (54,175 contracts).