Kaynes Technology India Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 1K | 0 | — | —% | ₹— | 3,000 | ₹— | —% | — | -13K | 1.1 L |
| 900 | 0 | — | —% | ₹— | 3,050 | ₹— | —% | — | 0 | 5K |
| 0 | 0 | — | —% | ₹— | 3,100 | ₹— | —% | — | -6K | 38K |
| 600 | 0 | — | —% | ₹— | 3,200 | ₹— | —% | — | -11K | 1.0 L |
| 150 | 0 | — | —% | ₹— | 3,250 | ₹— | —% | — | 0 | 21K |
| 2K | 0 | — | —% | ₹— | 3,300 | ₹— | —% | — | -15K | 1.2 L |
| 0 | 0 | — | —% | ₹— | 3,350 | ₹— | —% | — | 0 | 600 |
| 34K | -150 | — | —% | ₹— | 3,400 | ₹— | —% | — | -7K | 1.6 L |
| 11K | -1K | — | —% | ₹— | 3,450 | ₹— | —% | — | -4K | 25K |
| 95K | -22K | — | —% | ₹— | 3,500 | ₹— | —% | — | -10K | 1.5 L |
| 47K | -4K | — | —% | ₹— | 3,550 | ₹— | —% | — | -300 | 11K |
| 1.9 L | -28K | — | —% | ₹— | 3,600 | ₹— | —% | — | -3K | 1.6 L |
| 38K | -2K | — | —% | ₹— | 3,650 | ₹— | —% | — | -450 | 50K |
| 2.0 L | -25K | — | —% | ₹— | 3,700 | ₹— | —% | — | -900 | 1.5 L |
| 76K | -3K | — | —% | ₹— | 3,750 | ₹— | —% | — | 0 | 16K |
| 2.8 L | -31K | — | —% | ₹— | 3,800 | ₹— | —% | — | -450 | 1.6 L |
| 57K | +1K | — | —% | ₹— | 3,850 | ₹— | —% | — | 0 | 47K |
| 1.6 L | -12K | — | —% | ₹— | 3,900 | ₹— | —% | — | -750 | 87K |
| 48K | -900 | — | —% | ₹— | 3,950 | ₹— | —% | — | -150 | 36K |
| 4.9 L | -53K | — | —% | ₹— | 4,000ATM | ₹— | —% | — | -2K | 1.0 L |
| 82K | -2K | — | —% | ₹— | 4,050 | ₹— | —% | — | 0 | 28K |
| 2.4 L | -15K | — | —% | ₹— | 4,100 | ₹— | —% | — | 0 | 51K |
| 62K | -300 | — | —% | ₹— | 4,150 | ₹— | —% | — | 0 | 7K |
| 2.7 L | -12K | — | —% | ₹— | 4,200 | ₹— | —% | — | 0 | 11K |
| 36K | 0 | — | —% | ₹— | 4,250 | ₹— | —% | — | 0 | 900 |
| 80K | -5K | — | —% | ₹— | 4,300 | ₹— | —% | — | 0 | 2K |
| 16K | 0 | — | —% | ₹— | 4,350 | ₹— | —% | — | 0 | 300 |
| 1.2 L | -13K | — | —% | ₹— | 4,400 | ₹— | —% | — | 0 | 2K |
| 900 | 0 | — | —% | ₹— | 4,500 | ₹— | —% | — | 0 | 0 |
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 tight concentration around the ₹3,600–₹3,900 band. The largest call OI sits at the ₹3,850 strike (1,200 contracts added today), acting as a short‑term resistance. On the put side, the most substantial OI clusters at the ₹3,600 strike, reinforcing a near‑term support level. The implied range, derived from the ATM IV of 16.71 %, spans roughly ₹3,300 to ₹4,100, framing the most actively watched price corridor for the next week.
OI Buildup Activity
Today's market activity adds 1,200 contracts to the call OI at the ₹3,850 strike, indicating that option writers are accumulating protection near the identified resistance. No fresh put OI was recorded, implying that the existing put writers remain positioned at the support zone without additional reinforcement. Overall, the OI buildup reflects a balanced stance, with writers on the call side bolstering the ceiling while put writers hold steady at the floor.
Volatility Read
The at‑the‑money implied volatility stands at 16.71 %, a moderate level that suggests limited price turbulence ahead of the September 29 expiry. The volatility skew is bearish, meaning out‑of‑the‑money calls are priced lower relative to puts, which points to market participants pricing more downside risk than upside potential.
Key OI Levels
The highest call OI concentration sits at the ₹3,850 strike, while the highest put OI concentration is at the ₹3,600 strike.