KEI Industries Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 4,000 | ₹— | —% | — | +30K | 45K |
| — | — | — | —% | ₹— | 4,200 | ₹— | —% | — | +47K | 51K |
| 0 | 0 | — | —% | ₹— | 4,300 | ₹— | —% | — | +37K | 44K |
| 0 | 0 | — | —% | ₹— | 4,400 | ₹— | —% | — | +76K | 76K |
| 4K | +4K | — | —% | ₹— | 4,500 | ₹— | —% | — | +2.6 L | 2.8 L |
| 37K | 0 | — | —% | ₹— | 4,600 | ₹— | —% | — | +65K | 65K |
| 9K | +7K | — | —% | ₹— | 4,700 | ₹— | —% | — | +81K | 1.1 L |
| 77K | +77K | — | —% | ₹— | 4,800 | ₹— | —% | — | +61K | 88K |
| 2.2 L | +2.2 L | — | —% | ₹— | 4,900 | ₹— | —% | — | +84K | 1.3 L |
| 5.4 L | +5.3 L | — | —% | ₹— | 5,000ATM | ₹— | —% | — | +18K | 1.6 L |
| 1.5 L | +1.4 L | — | —% | ₹— | 5,100 | ₹— | —% | — | +5K | 52K |
| 2.7 L | +2.3 L | — | —% | ₹— | 5,200 | ₹— | —% | — | -2K | 1.8 L |
| 2.4 L | +1.7 L | — | —% | ₹— | 5,300 | ₹— | —% | — | -5K | 62K |
| 2.1 L | +1.3 L | — | —% | ₹— | 5,400 | ₹— | —% | — | -2K | 2.3 L |
| 4.8 L | +3.0 L | — | —% | ₹— | 5,500 | ₹— | —% | — | -5K | 1.4 L |
| 3.1 L | +1.5 L | — | —% | ₹— | 5,600 | ₹— | —% | — | -350 | 34K |
| 1.6 L | +57K | — | —% | ₹— | 5,700 | ₹— | —% | — | 0 | 15K |
| 1.3 L | +39K | — | —% | ₹— | 5,800 | ₹— | —% | — | -700 | 9K |
| 25K | -5K | — | —% | ₹— | 5,900 | ₹— | —% | — | 0 | 875 |
| 1.3 L | +22K | — | —% | ₹— | 6,000 | ₹— | —% | — | 0 | 2K |
| 0 | 0 | — | —% | ₹— | 6,100 | ₹— | —% | — | 0 | 175 |
| 175 | 0 | — | —% | ₹— | 6,200 | ₹— | —% | — | 0 | 175 |
| 15K | -2K | — | —% | ₹— | 6,300 | ₹— | —% | — | 0 | 525 |
| 5K | -2K | — | —% | ₹— | 6,400 | ₹— | —% | — | 0 | 350 |
| 2K | -350 | — | —% | ₹— | 6,500 | ₹— | —% | — | — | — |
| 13K | +4K | — | —% | ₹— | 6,600 | ₹— | —% | — | 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 pronounced concentration at the 2,800 ₹ strike for both calls and puts, marking the primary resistance and support zones respectively. The bulk of OI clusters between 2,500 ₹ and 3,200 ₹, suggesting that market participants expect the underlying to trade within this band through the September expiry. The ATM strike (4,850 ₹) sits well above the dominant OI zones, indicating limited hedging activity near the current spot.
OI Buildup Activity
During the latest reporting window, fresh call OI accumulates significantly at 5,200 ₹ (+2,30,125), 5,500 ₹ (+3,02,925) and 2,800 ₹ (+5,27,450), reflecting new positions by option writers at those levels. On the put side, notable additions appear at 4,700 ₹ (+81,375), 4,900 ₹ (+84,525) and 4,500 ₹ (+2,60,575), pointing to increased protective or speculative demand. The distribution of these inflows indicates that writers are stacking exposure near the identified resistance (2,800 ₹) and support (2,800 ₹) points while also extending interest toward higher strikes, where upside exposure is being priced in.
Volatility Read
The at‑the‑money implied volatility stands at 28.26 %, a moderate level that aligns with the observed OI concentration. The volatility skew is bearish, with out‑of‑the‑money calls priced higher than equivalent puts, implying market bias toward downside risk.
Key OI Levels
The strikes with the highest open‑interest are 2,800 ₹ for calls (resistance) and 2,800 ₹ for puts (support).