NHPC Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 62 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 64 | ₹— | —% | — | 0 | 97K |
| 0 | 0 | — | —% | ₹— | 66 | ₹— | —% | — | 0 | 2.0 L |
| 0 | 0 | — | —% | ₹— | 67 | ₹— | —% | — | 0 | 0 |
| 42K | 0 | — | —% | ₹— | 68 | ₹— | —% | — | 0 | 11.8 L |
| 0 | 0 | — | —% | ₹— | 69 | ₹— | —% | — | 0 | 35K |
| 1.9 L | 0 | — | —% | ₹— | 70 | ₹— | —% | — | +63K | 19.0 L |
| 0 | 0 | — | —% | ₹— | 71 | ₹— | —% | — | -14K | 2.6 L |
| 6.8 L | 0 | — | —% | ₹— | 72 | ₹— | —% | — | -35K | 74.4 L |
| 1.2 L | 0 | — | —% | ₹— | 73 | ₹— | —% | — | -56K | 13.7 L |
| 4.0 L | 0 | — | —% | ₹— | 74 | ₹— | —% | — | +63K | 81.7 L |
| 29.3 L | -7K | — | —% | ₹— | 75 | ₹— | —% | — | +1.0 L | 42.8 L |
| 41.3 L | +70K | — | —% | ₹— | 76 | ₹— | —% | — | +63K | 23.6 L |
| 24.1 L | +1.3 L | — | —% | ₹— | 77 | ₹— | —% | — | +90K | 10.4 L |
| 29.3 L | -1.3 L | — | —% | ₹— | 78 | ₹— | —% | — | -28K | 11.5 L |
| 9.2 L | 0 | — | —% | ₹— | 79 | ₹— | —% | — | 0 | 42K |
| 76.5 L | +3.8 L | — | —% | ₹— | 80ATM | ₹— | —% | — | -7K | 18.6 L |
| 7K | 0 | — | —% | ₹— | 81 | ₹— | —% | — | 0 | 14K |
| 12.8 L | +1.0 L | — | —% | ₹— | 82 | ₹— | —% | — | 0 | 83K |
| 7.1 L | +63K | — | —% | ₹— | 83 | ₹— | —% | — | 0 | 7K |
| 4.0 L | +42K | — | —% | ₹— | 84 | ₹— | —% | — | 0 | 0 |
| 21.9 L | +35K | — | —% | ₹— | 85 | ₹— | —% | — | 0 | 1.7 L |
| 2.4 L | +49K | — | —% | ₹— | 86 | ₹— | —% | — | 0 | 0 |
| — | — | — | —% | ₹— | 87 | ₹— | —% | — | -35K | 0 |
| 28K | 0 | — | —% | ₹— | 88 | ₹— | —% | — | 0 | 0 |
| 28K | 0 | — | —% | ₹— | 89 | ₹— | —% | — | 0 | 14K |
| 24.5 L | +3.2 L | — | —% | ₹— | 90 | ₹— | —% | — | 0 | 2.0 L |
| 3.0 L | 0 | — | —% | ₹— | 92 | ₹— | —% | — | — | — |
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) profile shows a clear concentration at the ₹90 call and the ₹74 put, anchoring the upper and lower bounds of the market‑implied price corridor. With the spot at ₹76.25, the ATM zone (₹77/₹78) sits comfortably within this band, suggesting that traders expect the underlying to trade between roughly ₹74 and ₹90 through the September expiry. The symmetric distribution of OI around the current level reinforces a neutral bias, as neither side holds a decisive dominance.
OI Buildup Activity
During the latest reporting window, fresh OI adds appear at the ₹80 CE (+3 k contracts, ₹82,250) and the ₹90 CE (+3 k contracts, ₹19,700), indicating that call writers are reinforcing positions near the resistance‑type strike. On the put side, notable accumulations occur at ₹77 PE (+97 k contracts) and ₹76 PE (+69 k contracts), reflecting added defensive exposure just below spot, which traditionally functions as a support‑type level. The incremental OI at ₹74 PE (+62 k contracts) further buttresses the lower bound of the range.
Volatility Read
The at‑the‑money implied volatility stands at 17.59 %, aligning with the medium‑term volatility regime for the security. The volatility skew is neutral, meaning that the market does not price any pronounced asymmetry between upside and downside moves for the September 2026 series.
Key OI Levels
The highest call OI resides at the ₹90 strike, while the largest put OI clusters at the ₹74 strike.