Kalyan Jewellers India Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 4K | 0 | — | —% | ₹— | 400 | ₹— | —% | — | +16K | 62K |
| 5K | 0 | — | —% | ₹— | 420 | ₹— | —% | — | +4K | 99K |
| 0 | 0 | — | —% | ₹— | 430 | ₹— | —% | — | +18K | 47K |
| 5K | 0 | — | —% | ₹— | 440 | ₹— | —% | — | +18K | 76K |
| 22K | +14K | — | —% | ₹— | 450 | ₹— | —% | — | -9K | 2.3 L |
| 7K | 0 | — | —% | ₹— | 460 | ₹— | —% | — | +65K | 1.0 L |
| 0 | 0 | — | —% | ₹— | 470 | ₹— | —% | — | +50K | 1.6 L |
| 22K | 0 | — | —% | ₹— | 480 | ₹— | —% | — | -34K | 2.6 L |
| 35K | +4K | — | —% | ₹— | 490 | ₹— | —% | — | +24K | 2.8 L |
| 8.0 L | -16K | — | —% | ₹— | 500ATM | ₹— | —% | — | -76K | 12.7 L |
| 2.8 L | +31K | — | —% | ₹— | 510 | ₹— | —% | — | +18K | 2.1 L |
| 5.7 L | +3.0 L | — | —% | ₹— | 520 | ₹— | —% | — | +57K | 3.8 L |
| 3.4 L | +90K | — | —% | ₹— | 530 | ₹— | —% | — | +31K | 2.8 L |
| 4.8 L | +1.0 L | — | —% | ₹— | 540 | ₹— | —% | — | +14K | 1.7 L |
| 6.3 L | +1.9 L | — | —% | ₹— | 550 | ₹— | —% | — | +5K | 1.3 L |
| 4.6 L | +1.4 L | — | —% | ₹— | 560 | ₹— | —% | — | -12K | 1.0 L |
| 2.6 L | -9K | — | —% | ₹— | 570 | ₹— | —% | — | 0 | 65K |
| 3.5 L | +53K | — | —% | ₹— | 580 | ₹— | —% | — | +7K | 97K |
| 95K | +42K | — | —% | ₹— | 590 | ₹— | —% | — | 0 | 4K |
| 9.6 L | -24K | — | —% | ₹— | 600 | ₹— | —% | — | -1K | 6.7 L |
| 70K | +9K | — | —% | ₹— | 610 | ₹— | —% | — | 0 | 1K |
| 1.1 L | +24K | — | —% | ₹— | 620 | ₹— | —% | — | 0 | 19K |
| 45K | +7K | — | —% | ₹— | 630 | ₹— | —% | — | 0 | 12K |
| 2.2 L | +30K | — | —% | ₹— | 640 | ₹— | —% | — | 0 | 14K |
| 1.3 L | +27K | — | —% | ₹— | 650 | ₹— | —% | — | 0 | 0 |
| 3.2 L | -9K | — | —% | ₹— | 660 | ₹— | —% | — | 0 | 4K |
| 1.5 L | +66K | — | —% | ₹— | 680 | ₹— | —% | — | 0 | 14K |
| 2.6 L | +5K | — | —% | ₹— | 720 | ₹— | —% | — | — | — |
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 profile clusters around the ₹520‑₹560 call corridor and the ₹460‑₹520 put corridor, suggesting a market‑defined price band of roughly ₹460 to ₹560 for the underlying. The highest call open interest at the ₹520 strike (200 contracts) acts as a near‑term resistance level, while the equal‑sized put open interest at the ₹520 strike provides a corresponding support pillar. Together, these concentrations bracket the current spot of ₹510, indicating that participants anticipate limited directional bias within this range.
OI Buildup Activity
The call side shows a fresh addition of 1,01,050 contracts across the ₹520, ₹550 and ₹560 strikes, reflecting aggressive positioning by option writers at higher strikes. On the put side, 1,68,700 new contracts accrue at the ₹460, ₹520 and ₹470 strikes, indicating increased hedging activity near the lower‑bound of the implied range. The magnitude of these builds suggests that market makers are reinforcing their exposure around the identified resistance and support zones.
Volatility Read
The at‑the‑money implied volatility stands at 44.52 %, positioning the option premium environment in the mid‑high tier for this equity. The volatility skew is bearish, with out‑of‑the‑money calls priced relatively cheaper than equivalent puts, hinting at a market‑wide expectation of modest downside pressure.
Key OI Levels
The strikes with the largest open‑interest concentrations are the ₹520 call (200 contracts) and the ₹520 put (200 contracts).