NBCC (India) Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 20K | +20K | — | —% | ₹— | 70 | ₹— | —% | — | 0 | 13K |
| 33K | 0 | — | —% | ₹— | 75 | ₹— | —% | — | 0 | 5.5 L |
| 0 | 0 | — | —% | ₹— | 77.5 | ₹— | —% | — | +26K | 1.9 L |
| 4.2 L | +7K | — | —% | ₹— | 80 | ₹— | —% | — | -91K | 13.5 L |
| 2.3 L | -13K | — | —% | ₹— | 82.5 | ₹— | —% | — | -59K | 7.9 L |
| 12.2 L | -46K | — | —% | ₹— | 85 | ₹— | —% | — | -1.1 L | 30.2 L |
| 16.5 L | +1.6 L | — | —% | ₹— | 87.5 | ₹— | —% | — | +46K | 25.9 L |
| 1.32 Cr | +2.0 L | — | —% | ₹— | 90ATM | ₹— | —% | — | -7K | 29.8 L |
| 24.1 L | +1.6 L | — | —% | ₹— | 92.5 | ₹— | —% | — | 0 | 3.0 L |
| 63.6 L | +2.2 L | — | —% | ₹— | 95 | ₹— | —% | — | +1.4 L | 15.3 L |
| 9.2 L | -33K | — | —% | ₹— | 97.5 | ₹— | —% | — | -7K | 1.1 L |
| 63.8 L | +2.2 L | — | —% | ₹— | 100 | ₹— | —% | — | 0 | 13.7 L |
| 4.6 L | -98K | — | —% | ₹— | 102.5 | ₹— | —% | — | — | — |
| 4.2 L | -13K | — | —% | ₹— | 105 | ₹— | —% | — | +20K | 1.2 L |
| — | — | — | —% | ₹— | 107.5 | ₹— | —% | — | 0 | 65K |
| 1.6 L | +13K | — | —% | ₹— | 110 | ₹— | —% | — | +7K | 8.7 L |
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) stack is heavily concentrated at the ₹100 CE (63.83 L) and the ₹100 PE (13.71 L), anchoring a tight resistance‑support band around the current spot of ₹86.6. The sizeable OI at the ₹100 strike suggests the market expects the price to oscillate near this level as expiry approaches. Consequently, the implied price range for the September 29 contract centers between ₹95 and ₹105, with the bulk of contracts positioned just inside this corridor.
OI Buildup Activity
During the latest session, fresh OI adds reinforce the existing positions: the ₹100 CE accumulates an additional 2.21 L, the ₹95 CE adds 2.14 L, and the ₹90 CE grows by 1.88 L, indicating continued interest in the upper strike cluster. On the put side, the ₹95 PE sees a rise of 1.10 L, while the ₹77.5 PE and ₹87.5 PE each gain 0.45 L, reflecting incremental positioning at lower strikes. These inflows denote that writers are augmenting their exposure around the ₹100 level while modestly expanding down‑side protection.
Volatility Read
The at‑the‑money implied volatility stands at 22.81%, a moderate level relative to historical norms. The volatility skew is bearish, with out‑of‑the‑money puts priced higher than calls, implying a market bias toward downside risk.
Key OI Levels
The highest open‑interest concentrations are at the ₹100 CE (63.83 L) and the ₹100 PE (13.71 L).