NMDC Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 70 | ₹— | —% | — | 0 | 14K |
| 88K | 0 | — | —% | ₹— | 72 | ₹— | —% | — | 0 | 1.0 L |
| 2.0 L | 0 | — | —% | ₹— | 74 | ₹— | —% | — | 0 | 1.8 L |
| 0 | 0 | — | —% | ₹— | 75 | ₹— | —% | — | 0 | 10.5 L |
| 0 | 0 | — | —% | ₹— | 76 | ₹— | —% | — | 0 | 5.3 L |
| 0 | 0 | — | —% | ₹— | 77 | ₹— | —% | — | +7K | 25.7 L |
| 81K | 0 | — | —% | ₹— | 78 | ₹— | —% | — | -7K | 17.9 L |
| 1.5 L | 0 | — | —% | ₹— | 79 | ₹— | —% | — | +74K | 5.0 L |
| 10.5 L | +54K | — | —% | ₹— | 80 | ₹— | —% | — | +7K | 27.5 L |
| 2.4 L | 0 | — | —% | ₹— | 81 | ₹— | —% | — | +27K | 7.6 L |
| 3.7 L | 0 | — | —% | ₹— | 82 | ₹— | —% | — | +7K | 32.8 L |
| 6.1 L | +95K | — | —% | ₹— | 83 | ₹— | —% | — | +1.1 L | 13.6 L |
| 14.4 L | +2.1 L | — | —% | ₹— | 84 | ₹— | —% | — | +2.2 L | 31.7 L |
| 71.4 L | +7.8 L | — | —% | ₹— | 85 | ₹— | —% | — | +1.1 L | 53.8 L |
| 58.0 L | +4.7 L | — | —% | ₹— | 86 | ₹— | —% | — | +1.4 L | 21.8 L |
| 38.6 L | +4.3 L | — | —% | ₹— | 87 | ₹— | —% | — | +1.1 L | 18.9 L |
| 83.7 L | +2.2 L | — | —% | ₹— | 88 | ₹— | —% | — | 0 | 45.2 L |
| 27.1 L | +27K | — | —% | ₹— | 89 | ₹— | —% | — | 0 | 12.2 L |
| 1.81 Cr | +34K | — | —% | ₹— | 90ATM | ₹— | —% | — | +47K | 27.0 L |
| 17.9 L | +20K | — | —% | ₹— | 91 | ₹— | —% | — | 0 | 2.8 L |
| 36.7 L | 0 | — | —% | ₹— | 92 | ₹— | —% | — | 0 | 2.2 L |
| 8.9 L | +27K | — | —% | ₹— | 93 | ₹— | —% | — | 0 | 1.1 L |
| 21.0 L | +7K | — | —% | ₹— | 94 | ₹— | —% | — | 0 | 34K |
| 59.5 L | -47K | — | —% | ₹— | 95 | ₹— | —% | — | -7K | 11.1 L |
| 5.4 L | -14K | — | —% | ₹— | 96 | ₹— | —% | — | 0 | 14K |
| 0 | 0 | — | —% | ₹— | 97 | ₹— | —% | — | 0 | 0 |
| 11.1 L | 0 | — | —% | ₹— | 98 | ₹— | —% | — | 0 | 27K |
| 58.3 L | -95K | — | —% | ₹— | 100 | ₹— | —% | — | -68K | 6.5 L |
| 12.4 L | +61K | — | —% | ₹— | 102 | ₹— | —% | — | 0 | 0 |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Live Greeks Panel
Key Strike Levels
Open‑interest clusters at the 100 ₹ strike for both calls (58,52,250) and puts (6,54,750) suggest a strong resistance band at 100 ₹ and a support floor around 84‑85 ₹. The ATM spot of 84.7 ₹ sits just below the put‑heavy zone, implying the market expects the price to oscillate between the 85 ₹ and 100 ₹ levels through expiry. This range aligns with the concentration of contracts and the current implied volatility structure.
OI Buildup Activity
Fresh call open interest adds concentrate at 85 ₹ (+7,83,000), 86 ₹ (+5,13,000) and 87 ₹ (+4,38,750), indicating that writers are building exposure just below the resistance level. On the put side, the most recent builds appear at 84 ₹ (+2,09,250), 86 ₹ (+1,48,500) and 87 ₹ (+1,21,500), confirming positioning of sellers near the identified support zone. The pattern of accumulations points to a balanced stance by market makers, with significant liquidity stacked around the 85‑87 ₹ corridor.
Volatility Read
The at‑the‑money implied volatility stands at 24.29 %, reflecting moderate premium pricing for the remaining days to expiry. The implied volatility skew is bearish, indicating higher demand for downside protection relative to upside exposure.
Key OI Levels
The largest open‑interest concentrations are at the 100‑₹ call strike (58,52,250) and the 100‑₹ put strike (6,54,750).