LIC Housing Finance Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 420 | ₹— | —% | — | 0 | 2K |
| — | — | — | —% | ₹— | 430 | ₹— | —% | — | 0 | 2K |
| 3K | 0 | — | —% | ₹— | 440 | ₹— | —% | — | 0 | 29K |
| 5K | 0 | — | —% | ₹— | 450 | ₹— | —% | — | -4K | 1.3 L |
| 24K | 0 | — | —% | ₹— | 460 | ₹— | —% | — | -2K | 5.1 L |
| 43K | 0 | — | —% | ₹— | 470 | ₹— | —% | — | -3K | 2.6 L |
| 68K | -4K | — | —% | ₹— | 480 | ₹— | —% | — | -8K | 3.1 L |
| 3.0 L | 0 | — | —% | ₹— | 490 | ₹— | —% | — | -58K | 9.2 L |
| 5.9 L | -4K | — | —% | ₹— | 500 | ₹— | —% | — | -20K | 11.8 L |
| 6.2 L | -14K | — | —% | ₹— | 510 | ₹— | —% | — | -39K | 9.7 L |
| 8.7 L | -29K | — | —% | ₹— | 520ATM | ₹— | —% | — | -13K | 17.0 L |
| 6.0 L | -27K | — | —% | ₹— | 530 | ₹— | —% | — | -23K | 5.7 L |
| 7.0 L | -64K | — | —% | ₹— | 540 | ₹— | —% | — | +1K | 5.2 L |
| 10.3 L | -53K | — | —% | ₹— | 550 | ₹— | —% | — | -23K | 3.9 L |
| 8.7 L | -33K | — | —% | ₹— | 560 | ₹— | —% | — | -2K | 1.9 L |
| 4.6 L | -6K | — | —% | ₹— | 570 | ₹— | —% | — | +9K | 26K |
| 3.7 L | -5K | — | —% | ₹— | 580 | ₹— | —% | — | 0 | 49K |
| 2.3 L | +1K | — | —% | ₹— | 590 | ₹— | —% | — | 0 | 11K |
| 3.2 L | -9K | — | —% | ₹— | 600 | ₹— | —% | — | -3K | 1.6 L |
| 0 | 0 | — | —% | ₹— | 610 | ₹— | —% | — | 0 | 48K |
| 0 | 0 | — | —% | ₹— | 620 | ₹— | —% | — | 0 | 25K |
| 8K | 0 | — | —% | ₹— | 640 | ₹— | —% | — | 0 | 14K |
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 (OI) peaks at the ₹280 strike with 280 contracts, creating a short‑term resistance barrier just below the current spot of ₹562.05. On the put side, the same ₹280 strike also hosts the highest put OI of 280 contracts, acting as a primary support level. Together these concentrations suggest an implied trading range of roughly ₹260 to ₹300 for the near‑term expiry on 29 September 2026.
OI Buildup Activity
During the latest roll‑over, fresh OI accumulates at the ₹590 call (now 590 contracts, up +1,000) and the ₹620 call (now 620 contracts, up +1,000), indicating new writer interest above the spot price. On the downside, the ₹570 put sees a substantial addition of 8,000 contracts, reinforcing bearish hedging near the underlying level. The net effect is a balanced expansion of both call and put writers around the ₹560‑₹620 band.
Volatility Read
The at‑the‑money implied volatility stands at 21.11 %, reflecting moderate market uncertainty for the September expiry. The volatility skew is neutral, showing no pronounced preference for upside or downside premium across strikes.
Key OI Levels
The strikes with the highest open‑interest concentrations are ₹280 for both calls and puts.