KEI Industries Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 3,100 | ₹— | —% | — | +175 | 525 |
| 350 | 0 | — | —% | ₹— | 3,200 | ₹— | —% | — | -4K | 8K |
| 175 | 0 | — | —% | ₹— | 3,300 | ₹— | —% | — | +875 | 6K |
| 0 | 0 | — | —% | ₹— | 3,400 | ₹— | —% | — | +5K | 27K |
| 175 | 0 | — | —% | ₹— | 3,500 | ₹— | —% | — | +7K | 30K |
| 6K | +175 | — | —% | ₹— | 3,600 | ₹— | —% | — | +6K | 34K |
| 11K | +175 | — | —% | ₹— | 3,700 | ₹— | —% | — | +7K | 48K |
| 59K | +5K | — | —% | ₹— | 3,800 | ₹— | —% | — | +18K | 86K |
| 1.0 L | +47K | — | —% | ₹— | 3,900ATM | ₹— | —% | — | +43K | 84K |
| 1.3 L | +39K | — | —% | ₹— | 4,000 | ₹— | —% | — | +4K | 54K |
| 57K | +24K | — | —% | ₹— | 4,100 | ₹— | —% | — | 0 | 24K |
| 89K | +1K | — | —% | ₹— | 4,200 | ₹— | —% | — | 0 | 24K |
| 64K | +19K | — | —% | ₹— | 4,300 | ₹— | —% | — | 0 | 6K |
| 42K | +4K | — | —% | ₹— | 4,400 | ₹— | —% | — | 0 | 4K |
| 99K | +9K | — | —% | ₹— | 4,500 | ₹— | —% | — | 0 | 12K |
| 17K | +1K | — | —% | ₹— | 4,600 | ₹— | —% | — | 0 | 875 |
| 12K | +525 | — | —% | ₹— | 4,700 | ₹— | —% | — | 0 | 5K |
| 9K | +2K | — | —% | ₹— | 4,800 | ₹— | —% | — | +175 | 10K |
| 0 | 0 | — | —% | ₹— | 4,900 | ₹— | —% | — | 0 | 350 |
| 3K | 0 | — | —% | ₹— | 5,000 | ₹— | —% | — | 0 | 4K |
| 1K | 0 | — | —% | ₹— | 5,100 | ₹— | —% | — | 0 | 0 |
| 2K | +350 | — | —% | ₹— | 5,200 | ₹— | —% | — | 0 | 2K |
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 concentration of open interest clusters around the 3900, 4000 and 4100 strike levels for calls, while puts aggregate heavily at 3700, 3800 and 3900, suggesting an implied price corridor between ₹3,700 and ₹4,100 for the November expiry. The highest call open interest of 2,000 contracts sits precisely at the 0‑delta level, acting as a resistance point within this range. Conversely, the peak put open interest of 2,000 contracts at the same strike forms a support barrier, anchoring downside expectations.
OI Buildup Activity
Fresh call open interest adds of 47,775 at 3900, 38,850 at 4000 and 24,675 at 4100 indicate aggressive new writing near the upper band of the implied range. Put side buildup shows 43,925 contracts added at 3900, 17,500 at 3800 and 6,825 at 3700, reflecting defensive positioning close to the lower corridor. The symmetric inflow on both wings suggests market participants are setting a tight net delta, preparing for limited directional bias as expiration approaches.
Volatility Read
The at‑the‑money implied volatility stands at 32.45%, signalling moderate premium levels for the November series. A bearish skew is evident, with put options priced slightly higher than calls across the examined strikes.
Key OI Levels
The highest call and put open interest concentrations both reside at the 3900 strike, each with 2,000 contracts as of today the market.