Marico Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 640 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 660 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 680 | ₹— | —% | — | +98K | 100K |
| 0 | 0 | — | —% | ₹— | 690 | ₹— | —% | — | +41K | 41K |
| 0 | 0 | — | —% | ₹— | 700 | ₹— | —% | — | +16K | 84K |
| 1K | 0 | — | —% | ₹— | 710 | ₹— | —% | — | +73K | 83K |
| 1K | 0 | — | —% | ₹— | 720 | ₹— | —% | — | +1.0 L | 1.1 L |
| 1K | 0 | — | —% | ₹— | 730 | ₹— | —% | — | +40K | 46K |
| 11K | +10K | — | —% | ₹— | 740 | ₹— | —% | — | -11K | 1.0 L |
| 20K | 0 | — | —% | ₹— | 750ATM | ₹— | —% | — | +83K | 5.0 L |
| 43K | +7K | — | —% | ₹— | 760 | ₹— | —% | — | +20K | 28K |
| 1.9 L | +55K | — | —% | ₹— | 770 | ₹— | —% | — | +1.0 L | 2.2 L |
| 1.7 L | +94K | — | —% | ₹— | 780 | ₹— | —% | — | +19K | 36K |
| 20K | +18K | — | —% | ₹— | 790 | ₹— | —% | — | 0 | 18K |
| 3.2 L | +68K | — | —% | ₹— | 800 | ₹— | —% | — | 0 | 1.8 L |
| 1K | 0 | — | —% | ₹— | 810 | ₹— | —% | — | 0 | 0 |
| 31K | +26K | — | —% | ₹— | 820 | ₹— | —% | — | 0 | 5K |
| 85K | +14K | — | —% | ₹— | 830 | ₹— | —% | — | 0 | 5K |
| 100K | +80K | — | —% | ₹— | 840 | ₹— | —% | — | 0 | 35K |
| 61K | +29K | — | —% | ₹— | 850 | ₹— | —% | — | +7K | 10K |
| 16K | +14K | — | —% | ₹— | 860 | ₹— | —% | — | 0 | 29K |
| 14K | +11K | — | —% | ₹— | 870 | ₹— | —% | — | 0 | 2K |
| 25K | +23K | — | —% | ₹— | 880 | ₹— | —% | — | 0 | 2K |
| 31K | +16K | — | —% | ₹— | 900 | ₹— | —% | — | 0 | 17K |
| 5K | +2K | — | —% | ₹— | 920 | ₹— | —% | — | 0 | 2K |
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 chart clusters around the 780, 800 and 840 ₹ strikes for calls and 680, 720 and 770 ₹ strikes for puts, framing a likely trading corridor between roughly 750 ₹ and 860 ₹ as market depth narrows today. Current spot price sits at 769.65 ₹, placing it near the lower boundary of the call‑heavy zone and just above the central put‑heavy level, suggesting balanced directional pressure. The highest open interest of 1,000 contracts sits at the 800 ₹ call and 720 ₹ put strikes, marking those levels as primary resistance and support zones respectively.
OI Buildup Activity
Recent accumulation adds 92,400 contracts at the 780 ₹ call, 78,000 at 840 ₹ and 67,200 at 800 ₹, indicating aggressive positioning by call writers near the upper band amid rising delta exposure today. Put side builds show 1,03,200 contracts added at 720 ₹, 1,02,000 at 770 ₹ and 98,400 at 680 ₹, reflecting strong defensive hedging around the spot. The symmetric OI influx on both sides suggests market participants are preparing for volatility expansion while anchoring positions at the identified resistance and support thresholds.
Volatility Read
Implied volatility stands at 25.5 %, consistent with the underlying's recent price stability and reflecting moderate premium pricing across the chain and aligns with sector trends. The skew is bullish, with call IV marginally higher than put IV, hinting at slightly greater demand for upside protection.
Key OI Levels
Highest open interest concentrates at the 800 ₹ call and the 720 ₹ put strikes, each holding 1,000 contracts.