JSW Energy Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 440 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 460 | ₹— | —% | — | 0 | 3K |
| 0 | 0 | — | —% | ₹— | 470 | ₹— | —% | — | 0 | 26K |
| 12K | 0 | — | —% | ₹— | 480 | ₹— | —% | — | -9K | 1.4 L |
| 3K | 0 | — | —% | ₹— | 490 | ₹— | —% | — | -2K | 1.0 L |
| 15K | 0 | — | —% | ₹— | 500 | ₹— | —% | — | 0 | 2.0 L |
| 20K | 0 | — | —% | ₹— | 510 | ₹— | —% | — | -2K | 2.4 L |
| 2.6 L | -1K | — | —% | ₹— | 520 | ₹— | —% | — | -47K | 3.3 L |
| 5.0 L | -1K | — | —% | ₹— | 530 | ₹— | —% | — | +42K | 6.8 L |
| 6.0 L | -52K | — | —% | ₹— | 540ATM | ₹— | —% | — | +4K | 8.8 L |
| 9.4 L | -27K | — | —% | ₹— | 550 | ₹— | —% | — | +10K | 4.0 L |
| 12.3 L | +87K | — | —% | ₹— | 560 | ₹— | —% | — | -1K | 2.2 L |
| 6.5 L | +1.2 L | — | —% | ₹— | 570 | ₹— | —% | — | -2K | 53K |
| 3.1 L | -83K | — | —% | ₹— | 580 | ₹— | —% | — | 0 | 46K |
| 85K | -9K | — | —% | ₹— | 590 | ₹— | —% | — | 0 | 5K |
| 8.2 L | +1.1 L | — | —% | ₹— | 600 | ₹— | —% | — | 0 | 6.4 L |
| 68K | -19K | — | —% | ₹— | 610 | ₹— | —% | — | 0 | 9K |
| 0 | 0 | — | —% | ₹— | 620 | ₹— | —% | — | 0 | 1K |
| — | — | — | —% | ₹— | 630 | ₹— | —% | — | 0 | 3K |
| 51K | 0 | — | —% | ₹— | 640 | ₹— | —% | — | — | — |
| — | — | — | —% | ₹— | 660 | ₹— | —% | — | 0 | 20K |
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) profile shows a pronounced concentration around the ₹560 and ₹560‑₹570 call region, while the put side clusters near ₹530‑₹540. This dual‑sided buildup delineates a practical trading range of roughly ₹530 to ₹570 for the underlying, with the spot price of ₹539.85 sitting near the midpoint. The highest single‑strike OI on the call side sits at ₹560 (280 contracts) and on the put side at ₹530 (280 contracts), acting as the primary resistance and support nodes respectively.
OI Buildup Activity
During the latest reporting window, fresh call OI accumulates heavily at ₹570 (+1,15,025 contracts), ₹600 (+1,07,500 contracts) and ₹560 (+84,925 contracts), indicating that market makers are adding liquidity to these strikes. On the put side, the strongest additions appear at ₹530 (+40,850 contracts), ₹550 (+9,675 contracts) and ₹540 (+4,300 contracts), reflecting a moderate reinforcement of downside protection. The pattern of OI inflows suggests that option writers are positioning to manage risk across a band that spans the current spot level, with a bias toward higher strike calls.
Volatility Read
Implied volatility (IV) for the at‑the‑money (ATM) strike sits at 22.12 %, providing a moderate premium environment. The volatility skew is bearish, indicating that out‑of‑the‑money (OTM) calls carry relatively higher IV than comparable puts, a typical sign of reduced demand for upside protection.
Key OI Levels
The strikes with the most concentrated open interest are ₹560 on the call side and ₹530 on the put side, each holding 280 contracts.