Lodha Developers Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 800 | ₹— | —% | — | +3K | 3K |
| 0 | 0 | — | —% | ₹— | 820 | ₹— | —% | — | 0 | 625 |
| 0 | 0 | — | —% | ₹— | 840 | ₹— | —% | — | -1K | 11K |
| 0 | 0 | — | —% | ₹— | 860 | ₹— | —% | — | 0 | 4K |
| 0 | 0 | — | —% | ₹— | 880 | ₹— | —% | — | -8K | 23K |
| 0 | 0 | — | —% | ₹— | 900 | ₹— | —% | — | +23K | 51K |
| 1K | 0 | — | —% | ₹— | 920 | ₹— | —% | — | +3K | 48K |
| 3K | 0 | — | —% | ₹— | 940 | ₹— | —% | — | -4K | 61K |
| 35K | 0 | — | —% | ₹— | 960 | ₹— | —% | — | -37K | 1.3 L |
| 28K | +625 | — | —% | ₹— | 980 | ₹— | —% | — | +1.4 L | 1.7 L |
| 1.9 L | -1.1 L | — | —% | ₹— | 1,000ATM | ₹— | —% | — | +15K | 1.2 L |
| 1.9 L | +1.6 L | — | —% | ₹— | 1,020 | ₹— | —% | — | +22K | 37K |
| 77K | +24K | — | —% | ₹— | 1,040 | ₹— | —% | — | +1K | 60K |
| 54K | +13K | — | —% | ₹— | 1,060 | ₹— | —% | — | 0 | 17K |
| 23K | +14K | — | —% | ₹— | 1,080 | ₹— | —% | — | 0 | 3K |
| 1.1 L | +26K | — | —% | ₹— | 1,100 | ₹— | —% | — | 0 | 3K |
| 14K | +11K | — | —% | ₹— | 1,120 | ₹— | —% | — | 0 | 6K |
| 31K | +8K | — | —% | ₹— | 1,140 | ₹— | —% | — | 0 | 5K |
| 16K | +9K | — | —% | ₹— | 1,160 | ₹— | —% | — | 0 | 8K |
| 5K | +5K | — | —% | ₹— | 1,180 | ₹— | —% | — | 0 | 0 |
| 46K | -16K | — | —% | ₹— | 1,200 | ₹— | —% | — | 0 | 21K |
| 625 | +625 | — | —% | ₹— | 1,220 | ₹— | —% | — | 0 | 3K |
| 625 | 0 | — | —% | ₹— | 1,240 | ₹— | —% | — | 0 | 1K |
| 5K | 0 | — | —% | ₹— | 1,280 | ₹— | —% | — | 0 | 21K |
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 is heavily clustered around the 1,020 and 1,000 strikes, indicating a clear resistance and support corridor with liquidity concentrated in tight bands that guide market participants. The 1,020 call concentration of 1,91,875 contracts suggests a ceiling near that level, while the 1,000 put concentration of 1,23,125 contracts reinforces a floor and these volumes reflect strong positioning by option writers anticipating limited upside beyond the upper bound. Together they frame an implied price range of roughly 1,000‑1,020 for the next expiry which aligns with recent price action and technical trends observed over the past weeks.
OI Buildup Activity
Recent additions show a fresh influx of 1,58,750 call contracts at 1,020, bolstering the resistance zone and the magnitude of this build underscores aggressive hedging by market makers. The 1,100 call sees a modest increase of 26,875 contracts, hinting at a tentative bullish tilt beyond the primary ceiling with incremental growth that may signal early speculation on a breakout scenario. On the downside, the 980 put accumulates 1,41,875 contracts, while the 1,020 put adds 21,875 contracts, reinforcing the support band indicating defensive positioning to guard against downside risk.
Volatility Read
The at‑the‑money implied volatility stands at 38.81%, reflecting moderate market uncertainty and is comparable to the 30‑day historical volatility range, indicating pricing consistent with recent fluctuations. The volatility skew remains neutral, indicating balanced demand for calls and puts across the strike spectrum with no pronounced bias emerging, which often points to an equilibrium between bullish and bearish sentiment.
Key OI Levels
The largest open interest resides at the 1,020 call (1,91,875) and the 1,000 put (1,23,125) dominating the order book and acting as pivotal points for market dynamics.