NBCC (India) Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 46 | ₹— | 15.6% | — | — | — |
| — | — | — | —% | ₹— | 48 | ₹— | 14.7% | — | — | — |
| — | — | — | —% | ₹— | 50 | ₹— | 13.8% | — | — | — |
| — | — | — | —% | ₹— | 52 | ₹— | 12.9% | — | — | — |
| — | — | — | —% | ₹— | 54 | ₹— | 12.1% | — | — | — |
| — | — | — | —% | ₹— | 56 | ₹— | 11.3% | — | — | — |
| — | — | — | —% | ₹— | 58 | ₹— | 10.5% | — | — | — |
| — | — | — | —% | ₹— | 59 | ₹— | 10.2% | — | — | — |
| — | — | — | —% | ₹— | 60 | ₹— | 9.8% | — | — | — |
| — | — | — | —% | ₹— | 61 | ₹— | 9.4% | — | — | — |
| — | — | — | —% | ₹37.95 | 62 | ₹0.03 | —% | — | 0 | 2.5 L |
| — | — | — | —% | ₹— | 63 | ₹— | 8.7% | — | — | — |
| 7K | 0 | — | —% | ₹16.23 | 64 | ₹0.33 | —% | — | — | — |
| — | — | — | —% | ₹— | 65 | ₹— | 8.0% | — | — | — |
| 7K | 0 | — | —% | ₹19.66 | 66 | ₹0.45 | —% | — | — | — |
| — | — | — | —% | ₹28.57 | 67 | ₹0.10 | —% | — | 0 | 1.3 L |
| — | — | — | —% | ₹30.49 | 68 | ₹0.61 | —% | — | — | — |
| — | — | — | —% | ₹26.71 | 69 | ₹0.10 | —% | — | 0 | 1.3 L |
| 91K | 0 | — | —% | ₹19.50 | 70 | ₹0.08 | —% | 1.2 L | 0 | 4.7 L |
| — | — | — | —% | ₹24.88 | 71 | ₹0.53 | —% | — | — | — |
| 13K | 0 | — | —% | ₹10.01 | 72 | ₹0.10 | 92.5% | — | 0 | 33K |
| 65K | 0 | — | —% | ₹16.45 | 73 | ₹0.09 | —% | 1.6 L | 0 | 2.3 L |
| 52K | 0 | — | —% | ₹9.20 | 74 | ₹0.14 | 89.1% | — | 0 | 26K |
| 26K | 0 | 7K | 88.9% | ₹19.22 | 75 | ₹0.15 | 85.9% | — | 0 | 9.7 L |
| 85K | 0 | — | —% | ₹13.85 | 76 | ₹0.27 | 91.6% | — | 0 | 78K |
| 1.7 L | 0 | — | —% | ₹12.75 | 77 | ₹0.19 | 80.8% | — | 0 | 2.9 L |
| 1.0 L | 0 | — | —% | ₹8.28 | 78 | ₹0.17 | 74.7% | — | 0 | 2.3 L |
| 2.5 L | 0 | — | 120.7% | ₹15.78 | 79 | ₹0.13 | 70.4% | 98K | +26K | 2.3 L |
| 6.8 L | 0 | — | 72.7% | ₹13.75 | 80 | ₹0.17 | 68.7% | 20K | -7K | 10.3 L |
| 2.3 L | 0 | — | 102.6% | ₹13.60 | 81 | ₹0.16 | 65.0% | 1.2 L | -20K | 1.0 L |
| 5.7 L | 0 | — | —% | ₹10.00 | 82 | ₹0.20 | 62.9% | 2.3 L | +13K | 5.8 L |
| 4.4 L | 0 | — | —% | ₹9.00 | 83 | ₹0.29 | 60.2% | — | 0 | 3.6 L |
| 3.6 L | 0 | — | 86.0% | ₹10.65 | 84 | ₹0.25 | 55.2% | 91K | -7K | 4.5 L |
| 12.1 L | 0 | 7K | 54.8% | ₹9.41 | 85 | ₹0.27 | 54.4% | 1.6 L | -72K | 13.0 L |
| 3.3 L | 0 | — | 50.7% | ₹7.90 | 86 | ₹0.45 | 54.0% | — | 0 | 1.6 L |
| 2.1 L | 0 | — | 70.0% | ₹7.75 | 87 | ₹0.45 | 48.7% | 1.8 L | +1.4 L | 4.4 L |
| 3.5 L | -26K | 65K | 46.9% | ₹6.36 | 88 | ₹0.54 | 46.6% | 2.5 L | +13K | 5.1 L |
| 3.4 L | -52K | 85K | 41.9% | ₹5.40 | 89 | ₹0.68 | 45.8% | 1.7 L | -7K | 3.4 L |
| 18.7 L | -46K | 1.4 L | 40.9% | ₹4.62 | 90 | ₹0.86 | 44.0% | 8.6 L | +1.3 L | 9.7 L |
| 2.1 L | 0 | 13K | 41.9% | ₹4.40 | 91 | ₹1.04 | 43.2% | 1.6 L | -33K | 2.3 L |
| 4.7 L | +7K | 1.0 L | 40.7% | ₹3.15 | 92 | ₹1.46 | 42.0% | 1.0 L | +13K | 4.2 L |
| 3.7 L | -7K | 2.6 L | 40.1% | ₹2.55 | 93 | ₹1.85 | 41.3% | 2.1 L | 0 | 3.3 L |
| 7.4 L | +33K | 4.0 L | 40.1% | ₹1.97 | 94 | ₹2.32 | 40.8% | 1.4 L | +7K | 2.9 L |
| 15.5 L | +26K | 19.8 L | 39.2% | ₹1.56 | 95 | ₹2.41 | 40.1% | 1.9 L | +39K | 4.2 L |
| 2.1 L | -20K | 1.6 L | 39.2% | ₹1.11 | 96 | ₹3.60 | 39.4% | — | 0 | 7K |
| 6.6 L | +26K | 3.7 L | 38.9% | ₹0.88 | 97 | ₹8.42 | 120.3% | — | — | — |
| 2.7 L | +26K | 2.4 L | 39.5% | ₹0.62 | 98 | ₹4.74 | 35.8% | — | 0 | 33K |
| 91K | 0 | — | 39.7% | ₹0.55 | 99 | ₹6.59 | 56.7% | — | +7K | 7K |
| 22.0 L | +1.5 L | 12.5 L | 40.2% | ₹0.36 | 100 | ₹6.65 | 42.1% | 2.0 L | -65K | 6.0 L |
| 4.4 L | +39K | 1.1 L | 41.7% | ₹0.29 | 101 | ₹7.45 | 41.7% | 33K | -20K | 33K |
| 9.6 L | -13K | 2.3 L | 43.0% | ₹0.22 | 102 | ₹18.00 | 240.3% | — | 0 | 13K |
| — | — | — | 157.0% | ₹4.85 | 103 | ₹12.13 | 112.4% | — | — | — |
| 20K | 0 | 33K | 45.5% | ₹0.18 | 104 | ₹12.89 | 112.4% | — | — | — |
| 26.4 L | +46K | 1.6 L | 49.0% | ₹0.15 | 105ATM | ₹10.90 | 45.3% | 33K | 0 | 2.0 L |
| — | — | — | 208.7% | ₹6.63 | 106 | ₹14.17 | 105.3% | — | — | — |
| — | — | — | 155.3% | ₹3.71 | 107 | ₹14.95 | 104.2% | — | — | — |
| — | — | — | 207.1% | ₹6.00 | 108 | ₹29.75 | 383.6% | — | 0 | 13K |
| — | — | — | 3.4% | ₹— | 109 | ₹— | —% | — | — | — |
| 5.8 L | -46K | 65K | 53.7% | ₹0.05 | 110 | ₹15.26 | —% | — | 0 | 3.6 L |
| — | — | — | 3.8% | ₹— | 111 | ₹— | —% | — | — | — |
| — | — | — | 204.0% | ₹4.88 | 112 | ₹17.95 | 66.5% | 59K | -7K | 2.0 L |
| — | — | — | 4.2% | ₹— | 113 | ₹— | —% | — | — | — |
| — | — | — | —% | ₹4.40 | 114 | ₹19.82 | 102.3% | — | — | — |
| — | — | — | 4.6% | ₹— | 115 | ₹— | —% | — | — | — |
| — | — | — | —% | ₹3.96 | 116 | ₹21.34 | —% | — | — | — |
| — | — | — | 4.9% | ₹— | 117 | ₹— | —% | — | — | — |
| — | — | — | 5.1% | ₹— | 118 | ₹— | —% | — | — | — |
| — | — | — | 5.5% | ₹— | 120 | ₹— | —% | — | — | — |
| — | — | — | 5.9% | ₹— | 122 | ₹— | —% | — | — | — |
| — | — | — | 6.2% | ₹— | 124 | ₹— | —% | — | — | — |
| — | — | — | 6.6% | ₹— | 126 | ₹— | —% | — | — | — |
| — | — | — | 6.9% | ₹— | 128 | ₹— | —% | — | — | — |
| — | — | — | 7.3% | ₹— | 130 | ₹— | —% | — | — | — |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Key Strike Levels
Immediate resistance stands at ₹105, where call OI peaks at 2.6 million contracts, signaling strong writer presence. Support consolidates at ₹100 put, backed by 6.05 lakh OI, with additional cushion near ₹87–₹90. The implied range suggests a near-term bias between ₹87 and ₹105, with ₹100 acting as pivotal pivot.
OI Buildup Activity
Fresh long calls emerge at ₹100 (+1.5 lakh OI) and ₹101 (+39k), indicating aggressive call writing near-term as writers target expiry containment. The ₹105 call still holds the highest OI, suggesting short call stacks remain defensive above spot. On the put side, longs build at ₹87 (+1.43 lakh) and ₹90 (+1.3 lakh), reflecting hedging or fresh long put positions anticipating downside.
Volatility Read
ATM IV at 40.1% sits elevated, offering premium advantage to option sellers. Bearish skew—driven by heavier put activity at lower strikes—confirms risk-off positioning in the wings.
Strategy Implication
Bias favors range-bound action with writer dominance above ₹100 and defensive long puts anchoring lower support.