NBCC (India) Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 56 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 58 | ₹— | —% | — | 0 | 0 |
| 20K | 0 | — | —% | ₹— | 60 | ₹— | —% | — | +2.1 L | 6.0 L |
| 0 | 0 | — | —% | ₹— | 61 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 62 | ₹— | —% | — | +65K | 4.2 L |
| 0 | 0 | — | —% | ₹— | 63 | ₹— | —% | — | 0 | 0 |
| 1.4 L | 0 | — | —% | ₹— | 64 | ₹— | —% | — | +1.0 L | 1.0 L |
| 1.5 L | 0 | — | —% | ₹— | 65 | ₹— | —% | — | +98K | 14.0 L |
| 0 | 0 | — | —% | ₹— | 66 | ₹— | —% | — | +7K | 7K |
| 0 | 0 | — | —% | ₹— | 67 | ₹— | —% | — | +26K | 4.6 L |
| 3.4 L | 0 | — | —% | ₹— | 68 | ₹— | —% | — | +1.6 L | 7.7 L |
| 33K | +7K | — | —% | ₹— | 69 | ₹— | —% | — | +1.4 L | 1.7 L |
| 50.0 L | -52K | — | —% | ₹— | 70ATM | ₹— | —% | — | +5.8 L | 15.3 L |
| 4.4 L | +2.3 L | — | —% | ₹— | 71 | ₹— | —% | — | 0 | 2.7 L |
| 4.8 L | +52K | — | —% | ₹— | 72 | ₹— | —% | — | +13K | 4.8 L |
| 78K | +20K | — | —% | ₹— | 73 | ₹— | —% | — | 0 | 1.0 L |
| 1.8 L | +7K | — | —% | ₹— | 74 | ₹— | —% | — | 0 | 1.4 L |
| 37.6 L | +20.3 L | — | —% | ₹— | 75 | ₹— | —% | — | -26K | 3.6 L |
| 78K | +59K | — | —% | ₹— | 76 | ₹— | —% | — | 0 | 0 |
| 1.6 L | +7K | — | —% | ₹— | 77 | ₹— | —% | — | 0 | 33K |
| 0 | 0 | — | —% | ₹— | 78 | ₹— | —% | — | 0 | 20K |
| 0 | 0 | — | —% | ₹— | 79 | ₹— | —% | — | 0 | 0 |
| 18.3 L | +2.6 L | — | —% | ₹— | 80 | ₹— | —% | — | 0 | 4.7 L |
| 20K | +20K | — | —% | ₹— | 81 | ₹— | —% | — | 0 | 52K |
| 98K | 0 | — | —% | ₹— | 82 | ₹— | —% | — | 0 | 33K |
| 0 | 0 | — | —% | ₹— | 83 | ₹— | —% | — | 0 | 59K |
| 7K | 0 | — | —% | ₹— | 84 | ₹— | —% | — | 0 | 7K |
| 1.8 L | +7K | — | —% | ₹— | 85 | ₹— | —% | — | 0 | 85K |
| 0 | 0 | — | —% | ₹— | 86 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 87 | ₹— | —% | — | 0 | 0 |
| 33K | 0 | — | —% | ₹— | 88 | ₹— | —% | — | 0 | 26K |
| 12.7 L | +26K | — | —% | ₹— | 90 | ₹— | —% | — | 0 | 22.2 L |
| 7K | 0 | — | —% | ₹— | 100 | ₹— | —% | — | — | — |
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 clusters around the 100‑rupee strike for both calls and puts, indicating a tight range of support and resistance near that level. Calls show a pronounced resistance at 100 with 6,500 contracts, while puts anchor support at the same strike with zero net change, suggesting a balanced sentiment. The implied price corridor, derived from the OI concentration, spans roughly ₹71 to ₹80, where the bulk of fresh positioning occurs.
OI Buildup Activity
Fresh open‑interest adds are observed at the 75‑call (+20 contracts, 34,500 net), 80‑call (+2 contracts, 47,000 net) and 71‑call (+2 contracts, 27,500 net), reflecting new bullish positions being written. On the put side, the 70‑strike accumulates the largest addition (+5 contracts, 78,500 net), followed by 60 (+2 contracts, 2,08,000 net) and 68 (+1 contract, 1,62,500 net), indicating defensive hedging. Overall, the buildup suggests writers are concentrating around the mid‑range strikes to capture premium while hedging near‑term moves.
Volatility Read
The at‑the‑money implied volatility stands at 30.01 %, a moderate level for the sector. The volatility skew is bearish, with out‑of‑the‑money calls priced higher than equivalent puts, implying market expectation of downside pressure. Such a skewed profile typically translates into higher call premiums, encouraging market participants to reprice risk toward the downside overall.
Key OI Levels
The strikes with the highest open‑interest concentration are 100 for calls (6,500 contracts) and 100 for puts (zero net change).