Lodha Developers Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 1,020 | ₹— | —% | — | -2K | 69K |
| 0 | 0 | — | —% | ₹— | 1,040 | ₹— | —% | — | +4K | 15K |
| 0 | 0 | — | —% | ₹— | 1,060 | ₹— | —% | — | 0 | 30K |
| 27K | 0 | — | —% | ₹— | 1,080 | ₹— | —% | — | +40K | 2.3 L |
| 12K | 0 | — | —% | ₹— | 1,100 | ₹— | —% | — | -4K | 5.4 L |
| 15K | +1K | — | —% | ₹— | 1,120 | ₹— | —% | — | -43K | 1.0 L |
| 21K | 0 | — | —% | ₹— | 1,140 | ₹— | —% | — | -69K | 1.3 L |
| 39K | +3K | — | —% | ₹— | 1,160 | ₹— | —% | — | +1.0 L | 5.4 L |
| 1.8 L | -9K | — | —% | ₹— | 1,180 | ₹— | —% | — | +22K | 3.7 L |
| 2.6 L | -5K | — | —% | ₹— | 1,200 | ₹— | —% | — | +8K | 2.2 L |
| 1.4 L | +15K | — | —% | ₹— | 1,220 | ₹— | —% | — | +12K | 3.7 L |
| 3.4 L | +13K | — | —% | ₹— | 1,240 | ₹— | —% | — | +3K | 2.5 L |
| 2.3 L | -9K | — | —% | ₹— | 1,260 | ₹— | —% | — | +3K | 50K |
| 2.1 L | +6K | — | —% | ₹— | 1,280 | ₹— | —% | — | -3K | 20K |
| 9.7 L | +1.0 L | — | —% | ₹— | 1,300 | ₹— | —% | — | 0 | 63K |
| 1.6 L | -84K | — | —% | ₹— | 1,320 | ₹— | —% | — | 0 | 1K |
| 0 | 0 | — | —% | ₹— | 1,340 | ₹— | —% | — | 0 | 21K |
| 93K | +33K | — | —% | ₹— | 1,360 | ₹— | —% | — | 0 | 0 |
| 1.3 L | +40K | — | —% | ₹— | 1,380 | ₹— | —% | — | 0 | 0 |
| 5.5 L | +3.8 L | — | —% | ₹— | 1,400 | ₹— | —% | — | 0 | 6K |
| 14.1 L | +13.8 L | — | —% | ₹— | 1,420ATM | ₹— | —% | — | — | — |
| 2.6 L | +1.6 L | — | —% | ₹— | 1,440 | ₹— | —% | — | 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 open‑interest (OI) picture shows a tight band around the ₹1,220‑₹1,440 region. The strongest call concentration sits at ₹1,420, while the most pronounced put build‑up clusters at ₹1,160. This symmetric clustering suggests market participants view the near‑term price corridor as roughly ₹1,160 – ₹1,420, framing a relatively narrow implied range for the September expiry.
OI Buildup Activity
During the latest session, fresh OI accrues at the ₹1,420 call level, adding 13 contracts (≈ 76,250 lots), indicating that new sellers are posting additional premium at this resistance point. The ₹1,400 call also sees an uptick of three contracts (≈ 3,91,875 lots), reinforcing the ceiling. On the put side, the ₹1,160 strike absorbs a one‑contract increase (≈ 1,04,375 lots), while the ₹1,080 and ₹1,180 puts receive modest additions of 42,500 and 21,250 lots respectively, highlighting incremental defensive positioning near the support zone.
Volatility Read
The at‑the‑money implied volatility stands at 29.64 %, reflecting moderate pricing pressure ahead of the September 29 expiration. The volatility skew is bearish, with out‑of‑the‑money calls priced higher than comparable puts, signaling market bias toward downside moves.
Key OI Levels
The highest call OI resides at the ₹1,420 strike (1000 contracts) and the highest put OI at the ₹1,160 strike (1000 contracts).