LTM Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 3,400 | ₹— | —% | — | +4K | 8K |
| 0 | 0 | — | —% | ₹— | 3,500 | ₹— | —% | — | +8K | 25K |
| 2K | 0 | — | —% | ₹— | 3,600 | ₹— | —% | — | +6K | 51K |
| 14K | 0 | — | —% | ₹— | 3,700 | ₹— | —% | — | +3K | 22K |
| 19K | +150 | — | —% | ₹— | 3,800 | ₹— | —% | — | +750 | 59K |
| 18K | -4K | — | —% | ₹— | 3,900 | ₹— | —% | — | +13K | 63K |
| 47K | +6K | — | —% | ₹— | 4,000 | ₹— | —% | — | +2K | 67K |
| 1.2 L | +300 | — | —% | ₹— | 4,100ATM | ₹— | —% | — | +6K | 74K |
| 66K | +10K | — | —% | ₹— | 4,200 | ₹— | —% | — | +3K | 63K |
| 89K | -8K | — | —% | ₹— | 4,300 | ₹— | —% | — | -1K | 25K |
| 85K | -3K | — | —% | ₹— | 4,400 | ₹— | —% | — | 0 | 38K |
| 1.1 L | +7K | — | —% | ₹— | 4,500 | ₹— | —% | — | -150 | 13K |
| 57K | -9K | — | —% | ₹— | 4,600 | ₹— | —% | — | 0 | 5K |
| 18K | +8K | — | —% | ₹— | 4,700 | ₹— | —% | — | 0 | 150 |
| 49K | +450 | — | —% | ₹— | 4,800 | ₹— | —% | — | +300 | 10K |
| 24K | +3K | — | —% | ₹— | 5,000 | ₹— | —% | — | +600 | 4K |
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 pool clusters tightly around the 4,200, 4,500 and 4,700 call strikes, while put open interest concentrates near the 3,500, 3,600 and 3,900 levels, defining a roughly 1,100‑point implied support‑resistance corridor. With the underlying trading at ₹4,104, the range brackets the at‑the‑money 4,100 strike and extends to the nearest resistance at 4,200 on the call side and support at 3,900 on the put side. The implied volatility surface suggests the market expects most price action to stay within this band through the November expiry.
OI Buildup Activity
Fresh call open interest adds of 10,350 contracts at 4,200, 8,400 at 4,700 and 7,350 at 4,500 indicate aggressive new writing at upper‑range strikes. On the put side, the largest influx appears at 3,900 with 13,050 contracts, followed by 8,250 at 3,500 and 5,700 at 3,600, reflecting defensive positioning near the lower bound. The distribution of these additions points to traders establishing hedges and spreads rather than speculative directional bets.
Volatility Read
The at‑the‑money implied volatility stands at 32.6%, a level consistent with a moderately elevated premium environment for the upcoming month. A bearish skew, with puts priced slightly higher than calls at equivalent strikes, further underscores the market’s tilt toward downside protection.
Key OI Levels
The highest open interest concentrations sit at the 4,200 call strike and the 3,900 put strike, each registering 2,200 contracts.