Life Insurance Corporation Of India Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 1K | 0 | — | —% | ₹— | 320 | ₹— | —% | — | 0 | 0 |
| 42K | 0 | — | —% | ₹— | 330 | ₹— | —% | — | 0 | 1K |
| 0 | 0 | — | —% | ₹— | 340 | ₹— | —% | — | +2.1 L | 4.2 L |
| 0 | 0 | — | —% | ₹— | 345 | ₹— | —% | — | +15K | 15K |
| 22K | +1K | — | —% | ₹— | 350 | ₹— | —% | — | +77K | 4.5 L |
| 0 | 0 | — | —% | ₹— | 355 | ₹— | —% | — | +1.2 L | 1.6 L |
| 1K | +1K | — | —% | ₹— | 360 | ₹— | —% | — | +7K | 18.4 L |
| 0 | 0 | — | —% | ₹— | 365 | ₹— | —% | — | +67K | 15.5 L |
| 42K | -4K | — | —% | ₹— | 370 | ₹— | —% | — | -43K | 4.6 L |
| 3K | 0 | — | —% | ₹— | 375 | ₹— | —% | — | +84K | 1.0 L |
| 3.9 L | -28K | — | —% | ₹— | 380 | ₹— | —% | — | +1.6 L | 8.0 L |
| 1.4 L | +22K | — | —% | ₹— | 385 | ₹— | —% | — | +62K | 1.8 L |
| 20.2 L | 0 | — | —% | ₹— | 390 | ₹— | —% | — | +28K | 13.4 L |
| 63K | +63K | — | —% | ₹— | 395 | ₹— | —% | — | +34K | 69K |
| 28.7 L | +1.6 L | — | —% | ₹— | 400ATM | ₹— | —% | — | +1.5 L | 6.3 L |
| 3.1 L | +3.1 L | — | —% | ₹— | 405 | ₹— | —% | — | +6K | 35K |
| 4.8 L | +57K | — | —% | ₹— | 410 | ₹— | —% | — | +1K | 2.3 L |
| 92K | +3K | — | —% | ₹— | 415 | ₹— | —% | — | 0 | 1K |
| 7.4 L | +1.8 L | — | —% | ₹— | 420 | ₹— | —% | — | 0 | 1.8 L |
| 78K | +78K | — | —% | ₹— | 425 | ₹— | —% | — | 0 | 8K |
| 4.7 L | +45K | — | —% | ₹— | 430 | ₹— | —% | — | 0 | 1.4 L |
| 42K | +39K | — | —% | ₹— | 435 | ₹— | —% | — | 0 | 3K |
| 1.4 L | +7K | — | —% | ₹— | 440 | ₹— | —% | — | +1K | 10K |
| 3.4 L | +42K | — | —% | ₹— | 450 | ₹— | —% | — | +11K | 2.2 L |
| 42K | +3K | — | —% | ₹— | 460 | ₹— | —% | — | 0 | 14K |
| 53K | -1K | — | —% | ₹— | 480 | ₹— | —% | — | — | — |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Live Greeks Panel
Key Strike Levels
Open interest concentration remains significant at the 200 strike for both calls and puts, establishing a historical baseline boundary for the counter. Current trading action suggests a broader implied range extending towards the 400 to 420 zone where fresh positioning actively emerges during this session. Market participants closely monitor these specific levels to gauge potential breakout or breakdown scenarios within the current November expiry cycle.
OI Buildup Activity
Call writers actively accumulate positions at the 405 strike, adding over 3.13 lakh contracts to reinforce upside resistance near the spot price. Put writers show strong interest at the 340 level, contributing 2.08 lakh lots to support the downside against potential corrections. Additional buildup at the 400 strike for both options indicates a neutral stance among hedgers protecting positions near the current market price, signaling strong conviction from sellers.
Volatility Read
At-the-money implied volatility stands at 21.91%, reflecting moderate pricing expectations for the underlying asset movements until expiry. The volatility skew remains neutral, suggesting balanced demand between call and put options across the entire strike chain without significant fear premiums influencing traders.
Key OI Levels
The 200 strike currently holds the highest open interest concentration for both call and put contracts despite recent activity shifting higher.