MphasiS Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 3K | 0 | — | —% | ₹— | 2,000 | ₹— | —% | — | 0 | 7K |
| 5K | 0 | — | —% | ₹— | 2,100 | ₹— | —% | — | -825 | 29K |
| 2K | 0 | — | —% | ₹— | 2,150 | ₹— | —% | — | -550 | 12K |
| 825 | +275 | — | —% | ₹— | 2,200 | ₹— | —% | — | +2K | 45K |
| 1K | 0 | — | —% | ₹— | 2,250 | ₹— | —% | — | +2K | 22K |
| 27K | 0 | — | —% | ₹— | 2,300 | ₹— | —% | — | -7K | 57K |
| 3K | +2K | — | —% | ₹— | 2,338 | ₹— | —% | — | — | — |
| 3K | -825 | — | —% | ₹— | 2,350 | ₹— | —% | — | 0 | 40K |
| 53K | +3K | — | —% | ₹— | 2,400 | ₹— | —% | — | -7K | 98K |
| 1.9 L | +36K | — | —% | ₹— | 2,450ATM | ₹— | —% | — | +3K | 1.0 L |
| 2.0 L | +34K | — | —% | ₹— | 2,500 | ₹— | —% | — | -5K | 85K |
| 45K | -10K | — | —% | ₹— | 2,550 | ₹— | —% | — | 0 | 13K |
| 1.2 L | +15K | — | —% | ₹— | 2,600 | ₹— | —% | — | 0 | 5K |
| 15K | +275 | — | —% | ₹— | 2,650 | ₹— | —% | — | 0 | 3K |
| 74K | -7K | — | —% | ₹— | 2,700 | ₹— | —% | — | +275 | 4K |
| 21K | +2K | — | —% | ₹— | 2,750 | ₹— | —% | — | 0 | 550 |
| 69K | -6K | — | —% | ₹— | 2,800 | ₹— | —% | — | +825 | 825 |
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 at the 2,450 call and 2,200 put strikes dominates the chain, each holding around 1,500 contracts, establishing a clear resistance at 2,450 and support near 2,200 across a market participant base, reflecting strong consensus among institutional and retail traders. Additional call concentration at 2,500 and 2,600 widens the upper resistance corridor, while put buildup at 2,350 adds secondary support. These levels are reinforced by consistent premium inflows and a noticeable tilt toward positioning. Collectively these levels frame an implied trading range of roughly 2,200 to 2,600 for the current expiry. The range accounts for recent volatility spikes and aligns with historical price oscillations observed over the past twelve months.
OI Buildup Activity
In the latest session, fresh open‑interest adds 36,575 contracts at the 2,450 call, 35,200 at the 2,500 call, and 13,475 at the 2,600 call, indicating aggressive positioning by option writers through strategic risk allocation. On the put side, additions of 3,575 contracts at 2,450, 1,925 at 2,200, and 1,925 at 2,350 suggest a modest but growing hedge demand. The asymmetry between call and put accumulation points to a net short‑call bias among market participants.
Volatility Read
The at‑the‑money implied volatility stands at 29.95 %, reflecting elevated premium levels relative to historical norms. The volatility skew is bearish, with out‑of‑the‑money calls priced higher than comparable puts, signaling market expectation of downside pressure.
Key OI Levels
The strikes with the highest open‑interest are 2,450 CE (1,500 contracts) and 2,200 PE (1,500 contracts).