Lupin Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 1,600 | ₹— | —% | — | +2K | 23K |
| 425 | 0 | — | —% | ₹— | 1,640 | ₹— | —% | — | 0 | 425 |
| 0 | 0 | — | —% | ₹— | 1,680 | ₹— | —% | — | +75K | 75K |
| 0 | 0 | — | —% | ₹— | 1,720 | ₹— | —% | — | -8K | 38K |
| 0 | 0 | — | —% | ₹— | 1,740 | ₹— | —% | — | 0 | 6K |
| 0 | 0 | — | —% | ₹— | 1,760 | ₹— | —% | — | +16K | 30K |
| 0 | 0 | — | —% | ₹— | 1,780 | ₹— | —% | — | -850 | 3K |
| 425 | 0 | — | —% | ₹— | 1,800 | ₹— | —% | — | -4K | 1.1 L |
| 0 | 0 | — | —% | ₹— | 1,820 | ₹— | —% | — | +15K | 18K |
| 0 | 0 | — | —% | ₹— | 1,840 | ₹— | —% | — | +3K | 40K |
| 425 | 0 | — | —% | ₹— | 1,860 | ₹— | —% | — | -6K | 19K |
| 0 | 0 | — | —% | ₹— | 1,880 | ₹— | —% | — | +3K | 21K |
| 11K | 0 | — | —% | ₹— | 1,900 | ₹— | —% | — | -425 | 2.3 L |
| 11K | +7K | — | —% | ₹— | 1,920 | ₹— | —% | — | +425 | 92K |
| 1.0 L | -3K | — | —% | ₹— | 1,940 | ₹— | —% | — | +13K | 54K |
| 1.5 L | +22K | — | —% | ₹— | 1,960 | ₹— | —% | — | +27K | 1.1 L |
| 1.5 L | +18K | — | —% | ₹— | 1,980 | ₹— | —% | — | +5K | 66K |
| 3.9 L | +23K | — | —% | ₹— | 2,000ATM | ₹— | —% | — | 0 | 1.3 L |
| 31K | +7K | — | —% | ₹— | 2,020 | ₹— | —% | — | 0 | 0 |
| 27K | +9K | — | —% | ₹— | 2,040 | ₹— | —% | — | +425 | 2K |
| 31K | +21K | — | —% | ₹— | 2,060 | ₹— | —% | — | 0 | 0 |
| 19K | +6K | — | —% | ₹— | 2,080 | ₹— | —% | — | 0 | 4K |
| 2.1 L | +3K | — | —% | ₹— | 2,100 | ₹— | —% | — | 0 | 69K |
| 11K | +3K | — | —% | ₹— | 2,120 | ₹— | —% | — | 0 | 1K |
| 32K | +12K | — | —% | ₹— | 2,140 | ₹— | —% | — | 0 | 850 |
| 24K | +6K | — | —% | ₹— | 2,160 | ₹— | —% | — | 0 | 6K |
| 13K | +12K | — | —% | ₹— | 2,180 | ₹— | —% | — | 0 | 2K |
| 79K | -23K | — | —% | ₹— | 2,200 | ₹— | —% | — | 0 | 45K |
| 13K | +12K | — | —% | ₹— | 2,220 | ₹— | —% | — | 0 | 1K |
| 1.1 L | +1.1 L | — | —% | ₹— | 2,240 | ₹— | —% | — | 0 | 6K |
| 34K | -850 | — | —% | ₹— | 2,280 | ₹— | —% | — | 0 | 8K |
| 36K | +17K | — | —% | ₹— | 2,320 | ₹— | —% | — | 0 | 13K |
| 10K | +425 | — | —% | ₹— | 2,360 | ₹— | —% | — | +425 | 22K |
| 3K | 0 | — | —% | ₹— | 2,400 | ₹— | —% | — | — | — |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Live Greeks Panel
Key Strike Levels
Call open‑interest clusters at 2,240 (1,07,950 contracts), 2,000 (24,225) and 1,960 (22,100) outline the upper edge of the implied price corridor for the underlying today ahead. Put open‑interest is concentrated at 1,680 with 77,350 contracts, followed by 1,960 (26,350) and 1,760 (16,150), establishing the lower boundary of the expected range today ahead. With spot trading at ₹1,972.7, the combined OI suggests an approximate trading band between ₹1,760 and ₹2,240, aligning with current market sentiment as of the day.
OI Buildup Activity
Fresh open‑interest adds of 1,07,950 contracts at the 2,240 call strike indicate aggressive writing by market makers anticipating limited upside in the current trading environment today. The 1,680 put strike accumulates 77,350 contracts, reflecting defensive positioning as participants hedge against potential downside moves in the near term given the current volatility profile. Additional builds at 1,960 and 1,760 puts (26,350 and 16,150 contracts) suggest layered protection layers across the lower side of the range for traders today again.
Volatility Read
The at‑the‑money implied volatility stands at 26.4%, indicating moderate premium levels relative to peers and reflects current market uncertainty while still leaving room for price movement. Implied volatility skew is neutral, showing no pronounced bias toward calls or puts across the examined strikes in the current options market environment as of today.
Key OI Levels
The largest call OI sits at 2,240 and the largest put OI at 1,680, marking the primary resistance and support zones today.