Lupin Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 1,760 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,800 | ₹— | —% | — | -2K | 9K |
| 0 | 0 | — | —% | ₹— | 1,840 | ₹— | —% | — | +850 | 6K |
| 0 | 0 | — | —% | ₹— | 1,880 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,920 | ₹— | —% | — | +850 | 850 |
| 0 | 0 | — | —% | ₹— | 1,940 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,960 | ₹— | —% | — | +20K | 30K |
| 0 | 0 | — | —% | ₹— | 1,980 | ₹— | —% | — | -425 | 1.3 L |
| 12K | +8K | — | —% | ₹— | 2,000 | ₹— | —% | — | +10K | 2.6 L |
| 0 | 0 | — | —% | ₹— | 2,020 | ₹— | —% | — | +4K | 51K |
| 5K | 0 | — | —% | ₹— | 2,040 | ₹— | —% | — | +16K | 88K |
| 425 | 0 | — | —% | ₹— | 2,060 | ₹— | —% | — | +23K | 99K |
| 22K | +9K | — | —% | ₹— | 2,080 | ₹— | —% | — | +2K | 2.4 L |
| 1.6 L | +71K | — | —% | ₹— | 2,100 | ₹— | —% | — | +29K | 1.6 L |
| 46K | +43K | — | —% | ₹— | 2,120 | ₹— | —% | — | +10K | 1.2 L |
| 1.5 L | +51K | — | —% | ₹— | 2,140 | ₹— | —% | — | -6K | 3.4 L |
| 2.4 L | +29K | — | —% | ₹— | 2,160 | ₹— | —% | — | -8K | 1.5 L |
| 2.1 L | +25K | — | —% | ₹— | 2,180 | ₹— | —% | — | -3K | 1.3 L |
| 5.4 L | +43K | — | —% | ₹— | 2,200ATM | ₹— | —% | — | -1K | 4.1 L |
| 1.4 L | -3K | — | —% | ₹— | 2,220 | ₹— | —% | — | 0 | 25K |
| 1.7 L | -13K | — | —% | ₹— | 2,240 | ₹— | —% | — | +425 | 56K |
| 3.7 L | +20K | — | —% | ₹— | 2,260 | ₹— | —% | — | 0 | 44K |
| 1.4 L | +37K | — | —% | ₹— | 2,280 | ₹— | —% | — | 0 | 7K |
| 5.9 L | -4K | — | —% | ₹— | 2,300 | ₹— | —% | — | -425 | 1.2 L |
| 2.8 L | +9K | — | —% | ₹— | 2,320 | ₹— | —% | — | 0 | 13K |
| 35K | -1K | — | —% | ₹— | 2,340 | ₹— | —% | — | 0 | 4K |
| 86K | +2K | — | —% | ₹— | 2,360 | ₹— | —% | — | 0 | 8K |
| 1.7 L | 0 | — | —% | ₹— | 2,380 | ₹— | —% | — | 0 | 850 |
| 5.7 L | +56K | — | —% | ₹— | 2,400 | ₹— | —% | — | -425 | 43K |
| 11K | -425 | — | —% | ₹— | 2,420 | ₹— | —% | — | 0 | 425 |
| 31K | -2K | — | —% | ₹— | 2,440 | ₹— | —% | — | 0 | 3K |
| 9K | +425 | — | —% | ₹— | 2,460 | ₹— | —% | — | — | — |
| 850 | 0 | — | —% | ₹— | 2,480 | ₹— | —% | — | 0 | 0 |
| 1.2 L | +9K | — | —% | ₹— | 2,500 | ₹— | —% | — | 0 | 7K |
| 3K | 0 | — | —% | ₹— | 2,520 | ₹— | —% | — | 0 | 1K |
| 850 | 0 | — | —% | ₹— | 2,560 | ₹— | —% | — | 0 | 0 |
| 33K | -6K | — | —% | ₹— | 2,600 | ₹— | —% | — | 0 | 10K |
| 2K | -425 | — | —% | ₹— | 2,640 | ₹— | —% | — | — | — |
| 1K | +425 | — | —% | ₹— | 2,680 | ₹— | —% | — | — | — |
| 6K | 0 | — | —% | ₹— | 2,720 | ₹— | —% | — | — | — |
| 17K | -4K | — | —% | ₹— | 2,800 | ₹— | —% | — | — | — |
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) clusters around the 2,100 ₹ and 2,140 ₹ call strikes, together with the 2,060 ₹ and 1,960 ₹ put strikes, delineating a tight range of roughly ₹1,960‑2,140. The highest call OI sits at the 2,140 ₹ level (1,040 contracts), while the most concentrated put OI is at the 2,060 ₹ strike (also 1,040 contracts). This symmetry suggests market participants are anchoring their views near the current spot of ₹2,110, framing a support‑resistance corridor that is likely to guide price action through the September expiry.
OI Buildup Activity
During the latest session, fresh call OI accumulates at 2,100 ₹ (+77,350), 2,400 ₹ (+55,675) and 2,140 ₹ (+48,875), indicating that writers are positioning to profit from potential upside moves beyond the ATM zone. On the put side, new OI adds appear at 2,100 ₹ (+30,175), 2,060 ₹ (+22,525) and 1,960 ₹ (+20,400), reflecting defensive positioning as market makers hedge against downside risk. The net effect is a balanced inflow of both calls and puts, with a slight tilt toward higher strikes that may test the upper boundary of the implied range.
Volatility Read
Implied volatility (IV) sits at 19.81 %, a level that aligns with a moderate‑risk premium for the near‑term contract. The volatility skew is bearish, meaning out‑of‑the‑money calls are priced lower relative to puts, hinting at a market bias toward downside pressure.
Key OI Levels
The strikes with the largest open‑interest concentrations are 2,140 ₹ for calls and 2,060 ₹ for puts, each holding 1,040 contracts.