Kfin Technologies Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 680 | ₹— | —% | — | 0 | 575 |
| 0 | 0 | — | —% | ₹— | 700 | ₹— | —% | — | -2K | 30K |
| 0 | 0 | — | —% | ₹— | 720 | ₹— | —% | — | -2K | 29K |
| 0 | 0 | — | —% | ₹— | 740 | ₹— | —% | — | +22K | 22K |
| 2K | 0 | — | —% | ₹— | 760 | ₹— | —% | — | +5K | 62K |
| 1K | 0 | — | —% | ₹— | 780 | ₹— | —% | — | +32K | 86K |
| 63K | -2K | — | —% | ₹— | 800 | ₹— | —% | — | -1K | 1.9 L |
| 51K | -2K | — | —% | ₹— | 820 | ₹— | —% | — | +575 | 76K |
| 52K | +9K | — | —% | ₹— | 840 | ₹— | —% | — | +37K | 1.0 L |
| 2.5 L | +29K | — | —% | ₹— | 860 | ₹— | —% | — | +9K | 1.2 L |
| 2.3 L | +28K | — | —% | ₹— | 880 | ₹— | —% | — | +575 | 76K |
| 3.5 L | +8K | — | —% | ₹— | 900ATM | ₹— | —% | — | +1K | 2.0 L |
| 52K | -4K | — | —% | ₹— | 920 | ₹— | —% | — | 0 | 16K |
| 79K | +9K | — | —% | ₹— | 940 | ₹— | —% | — | +575 | 11K |
| 1.2 L | -575 | — | —% | ₹— | 960 | ₹— | —% | — | +1K | 19K |
| 20K | +12K | — | —% | ₹— | 980 | ₹— | —% | — | 0 | 1K |
| 94K | +7K | — | —% | ₹— | 1,000 | ₹— | —% | — | 0 | 44K |
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 call open interest clusters heavily around the 860, 880 and 980 strikes, while put open interest concentrates noticeably near 740, 780 and 840. This distribution creates a relatively tight implied price corridor roughly between 740 and 980 rupees. The current spot of 855 sits comfortably inside that range, suggesting balanced support and resistance zones for traders.
OI Buildup Activity
New call contracts add 31,050 OI at the 860 strike, 27,600 at 880 and 12,075 at 980, indicating fresh bullish positioning by writers seeking premium income. On the put side, 37,950 OI accumulate at 840, 31,625 at 780 and 21,275 at 740, reflecting defensive hedging or bearish speculation by market participants. The simultaneous buildup on both sides points to a market actively preparing for potential directional volatility around the expiry date.
Volatility Read
The at‑the‑money implied volatility stands at 33.46%, a level modestly above the 30‑day historical average and suggests modest risk pricing. The skew measures bearish, with put premiums priced higher than equivalent calls, reinforcing the downside bias.
Key OI Levels
The highest call open interest sits at the 1000 strike (94,300 contracts) and the highest put open interest at the 1000 strike (44,275 contracts) as of today.