LIC Housing Finance Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 410 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 420 | ₹— | —% | — | 0 | 11K |
| 0 | 0 | — | —% | ₹— | 425 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 430 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 435 | ₹— | —% | — | +13K | 14K |
| 0 | 0 | — | —% | ₹— | 440 | ₹— | —% | — | -16K | 61K |
| 0 | 0 | — | —% | ₹— | 445 | ₹— | —% | — | 0 | 0 |
| 5K | 0 | — | —% | ₹— | 450 | ₹— | —% | — | -6K | 1.2 L |
| 0 | 0 | — | —% | ₹— | 455 | ₹— | —% | — | 0 | 33K |
| 1K | 0 | — | —% | ₹— | 460 | ₹— | —% | — | -11K | 1.7 L |
| 0 | 0 | — | —% | ₹— | 465 | ₹— | —% | — | +91K | 91K |
| 21K | 0 | — | —% | ₹— | 470 | ₹— | —% | — | +8K | 2.4 L |
| 16K | 0 | — | —% | ₹— | 475 | ₹— | —% | — | +52K | 80K |
| 18K | +10K | — | —% | ₹— | 480 | ₹— | —% | — | +14K | 11.4 L |
| 3K | 0 | — | —% | ₹— | 485 | ₹— | —% | — | +10K | 20K |
| 45K | +3K | — | —% | ₹— | 490 | ₹— | —% | — | +35K | 1.5 L |
| 0 | 0 | — | —% | ₹— | 495 | ₹— | —% | — | +31K | 88K |
| 5.3 L | +1K | — | —% | ₹— | 500 | ₹— | —% | — | +1.7 L | 8.3 L |
| 79K | +22K | — | —% | ₹— | 505 | ₹— | —% | — | 0 | 0 |
| 4.5 L | +1.3 L | — | —% | ₹— | 510 | ₹— | —% | — | +19K | 2.2 L |
| 6K | +6K | — | —% | ₹— | 515 | ₹— | —% | — | 0 | 2K |
| 8.4 L | +87K | — | —% | ₹— | 520 | ₹— | —% | — | +22K | 1.7 L |
| 1.2 L | +28K | — | —% | ₹— | 525 | ₹— | —% | — | +23K | 55K |
| 28.8 L | +1.6 L | — | —% | ₹— | 530ATM | ₹— | —% | — | +8.3 L | 8.7 L |
| 1.1 L | +39K | — | —% | ₹— | 535 | ₹— | —% | — | 0 | 11K |
| 7.2 L | -1.1 L | — | —% | ₹— | 540 | ₹— | —% | — | 0 | 3.3 L |
| 78K | +62K | — | —% | ₹— | 545 | ₹— | —% | — | 0 | 1K |
| 8.4 L | +43K | — | —% | ₹— | 550 | ₹— | —% | — | +1K | 74K |
| 1.0 L | +92K | — | —% | ₹— | 555 | ₹— | —% | — | 0 | 1K |
| 6.6 L | +17K | — | —% | ₹— | 560 | ₹— | —% | — | 0 | 32K |
| 51K | +50K | — | —% | ₹— | 565 | ₹— | —% | — | 0 | 0 |
| 71K | +13K | — | —% | ₹— | 570 | ₹— | —% | — | 0 | 3K |
| 7K | 0 | — | —% | ₹— | 575 | ₹— | —% | — | 0 | 0 |
| 2.0 L | -14K | — | —% | ₹— | 580 | ₹— | —% | — | 0 | 4K |
| 0 | 0 | — | —% | ₹— | 585 | ₹— | —% | — | 0 | 0 |
| 2K | 0 | — | —% | ₹— | 590 | ₹— | —% | — | 0 | 9K |
| 0 | 0 | — | —% | ₹— | 595 | ₹— | —% | — | 0 | 0 |
| 1.4 L | -14K | — | —% | ₹— | 600 | ₹— | —% | — | 0 | 16K |
| 0 | 0 | — | —% | ₹— | 605 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 610 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 615 | ₹— | —% | — | 0 | 0 |
| 15K | 0 | — | —% | ₹— | 620 | ₹— | —% | — | 0 | 2K |
| 0 | 0 | — | —% | ₹— | 625 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 630 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 640 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 650 | ₹— | —% | — | 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 call open interest peaks at the 530 strike with 250 contracts, marking a strong resistance zone that has historically capped upside moves and draws significant attention from market participants anticipating a breakout. Put open interest mirrors this at the 530 strike with 250 contracts, indicating a solid support line that has repeatedly absorbed selling pressure and could act as a floor if prices test lower levels. The implied price corridor, bounded by the clustered call and put strikes, spans roughly ₹500‑₹555, suggesting the market’s consensus range is centered around the current spot and reflects the concentration of open interest.
OI Buildup Activity
Fresh open interest adds show a pronounced influx on the call side: 530 gains 1,61,000 contracts, 510 adds 1,27,000, and 555 picks up 96,000, and underscores speculative interest. On the put side, the 530 strike accumulates 8,29,000 contracts, while 500 and 465 collect 1,66,000 and 91,000 respectively, reflecting directional bets. This accumulation suggests writers are concentrating positions around the 530‑500 band, preparing for delta‑hedging activities expiry approaches.
Volatility Read
The at‑the‑money implied volatility stands at 27.83%, reflecting moderate option pricing and a slight elevation compared to the 30‑day historical average. The volatility skew is bearish, indicating higher implied volatility for out‑of‑the‑money puts than calls, which often signals market risk aversion and downside bias.
Key OI Levels
The highest open interest resides at the 530 strike for both calls (250 contracts) and puts (250 contracts).