Marico Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 700 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 720 | ₹— | —% | — | 0 | 0 |
| 1K | 0 | — | —% | ₹— | 740 | ₹— | —% | — | 0 | 1K |
| 0 | 0 | — | —% | ₹— | 750 | ₹— | —% | — | 0 | 0 |
| 6K | 0 | — | —% | ₹— | 760 | ₹— | —% | — | 0 | 2K |
| 38K | 0 | — | —% | ₹— | 770 | ₹— | —% | — | 0 | 0 |
| 5K | 0 | — | —% | ₹— | 780 | ₹— | —% | — | -46K | 2.7 L |
| 4K | 0 | — | —% | ₹— | 790 | ₹— | —% | — | +1K | 7.4 L |
| 30K | +6K | — | —% | ₹— | 800 | ₹— | —% | — | +24K | 3.3 L |
| 2.5 L | +2.5 L | — | —% | ₹— | 810 | ₹— | —% | — | +44K | 2.2 L |
| 2.6 L | +1.7 L | — | —% | ₹— | 820 | ₹— | —% | — | +24K | 2.7 L |
| 3.1 L | +32K | — | —% | ₹— | 830 | ₹— | —% | — | -13K | 2.3 L |
| 5.8 L | +42K | — | —% | ₹— | 840 | ₹— | —% | — | +16K | 3.7 L |
| 6.0 L | +41K | — | —% | ₹— | 850 | ₹— | —% | — | 0 | 2.5 L |
| 3.4 L | -8K | — | —% | ₹— | 860 | ₹— | —% | — | +1K | 2.0 L |
| 1.5 L | +5K | — | —% | ₹— | 870 | ₹— | —% | — | 0 | 12K |
| 5.7 L | -13K | — | —% | ₹— | 880 | ₹— | —% | — | +4K | 48K |
| 24K | 0 | — | —% | ₹— | 890 | ₹— | —% | — | 0 | 0 |
| 16.1 L | +2K | — | —% | ₹— | 900ATM | ₹— | —% | — | 0 | 1K |
| 14K | 0 | — | —% | ₹— | 910 | ₹— | —% | — | 0 | 0 |
| 1.0 L | 0 | — | —% | ₹— | 920 | ₹— | —% | — | 0 | 7K |
| 2K | 0 | — | —% | ₹— | 930 | ₹— | —% | — | — | — |
| 8K | 0 | — | —% | ₹— | 940 | ₹— | —% | — | 0 | 0 |
| 19K | 0 | — | —% | ₹— | 950 | ₹— | —% | — | — | — |
| 52K | 0 | — | —% | ₹— | 960 | ₹— | —% | — | 0 | 0 |
| 1.5 L | -7K | — | —% | ₹— | 1,000 | ₹— | —% | — | — | — |
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) landscape shows a pronounced cluster around the ₹820 CE strike, where 1,52,400 contracts sit, acting as a strong resistance zone. On the put side, the ₹800 PE strike accumulates 1,000 contracts, marking a clear support level. Together these concentrations suggest an implied price corridor roughly between ₹800 and ₹840 for the September 29 expiry.
OI Buildup Activity
Today's market adds fresh OI to the call side at ₹810 (+2,47,200), ₹820 (+1,71,600) and ₹840 (+40,800), indicating that option writers are stacking positions near the upper bound of the range. On the put side, new OI appears at ₹810 (+38,400), ₹800 (+24,000) and ₹820 (+24,000), reflecting defensive stacking around the lower bound. The pattern of additions points to a balanced stance by market makers, with exposure built on both sides of the current spot of ₹815.15.
Volatility Read
The at‑the‑money implied volatility stands at 17.67 %, modest for a consumer‑goods equity and consistent with a relatively calm market environment. The volatility skew is bearish, meaning out‑of‑the‑money puts carry slightly higher premiums than comparable calls, hinting at a mild tilt toward downside risk perception.
Key OI Levels
The strikes with the highest open interest are ₹820 CE (1,52,400 contracts) and ₹800 PE (1,000 contracts).