NHPC Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 58 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 60 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 62 | ₹— | —% | — | +2.2 L | 5.4 L |
| 0 | 0 | — | —% | ₹— | 63 | ₹— | —% | — | +7K | 1.3 L |
| 0 | 0 | — | —% | ₹— | 64 | ₹— | —% | — | -2.4 L | 2.1 L |
| 49K | 0 | — | —% | ₹— | 65 | ₹— | —% | — | -3.5 L | 7.0 L |
| 0 | 0 | — | —% | ₹— | 66 | ₹— | —% | — | -35K | 90K |
| 0 | 0 | — | —% | ₹— | 67 | ₹— | —% | — | +49K | 1.7 L |
| 0 | 0 | — | —% | ₹— | 68 | ₹— | —% | — | +49K | 5.8 L |
| 1.0 L | 0 | — | —% | ₹— | 69 | ₹— | —% | — | +21K | 2.5 L |
| 8.1 L | -83K | — | —% | ₹— | 70 | ₹— | —% | — | +42K | 17.2 L |
| 1.5 L | 0 | — | —% | ₹— | 71 | ₹— | —% | — | +3.8 L | 8.7 L |
| 7.9 L | -70K | — | —% | ₹— | 72 | ₹— | —% | — | +4.7 L | 14.0 L |
| 6.2 L | +1.6 L | — | —% | ₹— | 73 | ₹— | —% | — | +4.7 L | 5.7 L |
| 9.5 L | +42K | — | —% | ₹— | 74 | ₹— | —% | — | +70K | 97K |
| 26.8 L | +2.8 L | — | —% | ₹— | 75ATM | ₹— | —% | — | -2.7 L | 8.1 L |
| 6.1 L | -4.2 L | — | —% | ₹— | 76 | ₹— | —% | — | 0 | 21K |
| 11.5 L | +7K | — | —% | ₹— | 77 | ₹— | —% | — | 0 | 28K |
| 14.8 L | +70K | — | —% | ₹— | 78 | ₹— | —% | — | 0 | 1.3 L |
| 1.5 L | +1.5 L | — | —% | ₹— | 79 | ₹— | —% | — | 0 | 7K |
| 14.0 L | +4.1 L | — | —% | ₹— | 80 | ₹— | —% | — | +1.3 L | 8.3 L |
| 1.3 L | +1.3 L | — | —% | ₹— | 81 | ₹— | —% | — | 0 | 0 |
| 8.4 L | +5.0 L | — | —% | ₹— | 82 | ₹— | —% | — | 0 | 70K |
| 63K | 0 | — | —% | ₹— | 84 | ₹— | —% | — | 0 | 42K |
| 4.5 L | +3.4 L | — | —% | ₹— | 86 | ₹— | —% | — | 0 | 90K |
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 crowd clusters around the 80‑86 ₹ call belt and the 71‑73 ₹ put belt, suggesting an implied price corridor of roughly 78 ₹ to 84 ₹ by expiry, reflecting current market consensus on near‑term valuation. The 80 ₹ call (OI 82 k) and 86 ₹ call (OI 86 k) anchor the upper swing, while the 71 ₹ put (OI 71 k) and 73 ₹ put (OI 73 k) anchor the lower swing, providing clear directional bias for participants. This distribution hints at a relatively tight range with modest upside bias, yet the presence of sizable open interest at adjoining strikes leaves room for volatility spikes if sentiment shifts.
OI Buildup Activity
During the latest session, fresh open interest adds of 5 k contracts at 82 ₹ call, 4 k at 80 ₹ call and 3 k at 86 ₹ call reflect new bullish exposure. On the downside, puts see incremental builds of 4 k contracts each at 72 ₹ and 73 ₹ strikes and 3 k at 71 ₹, indicating defensive positioning significantly. Overall, the net addition of approximately 19 k contracts points to a balanced but slightly expanded writer base notably.
Volatility Read
The at‑the‑money implied volatility stands at 24.62 %, modestly above the sector median. A bearish skew, with higher IV on calls than puts, signals market expectation of limited upside and stronger downside protection.
Key OI Levels
The largest call open interest sits at the 100 ₹ strike and the largest put open interest also resides at the 100 ₹ strike, marking these levels as primary resistance and support respectively.