Oberoi Realty Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 1,520 | ₹— | —% | — | -350 | 1K |
| 700 | 0 | — | —% | ₹— | 1,560 | ₹— | —% | — | — | — |
| — | — | — | —% | ₹— | 1,600 | ₹— | —% | — | 0 | 7K |
| 0 | 0 | — | —% | ₹— | 1,640 | ₹— | —% | — | 0 | 7K |
| 4K | 0 | — | —% | ₹— | 1,660 | ₹— | —% | — | -2K | 28K |
| 1K | 0 | — | —% | ₹— | 1,680 | ₹— | —% | — | 0 | 3K |
| 1K | 0 | — | —% | ₹— | 1,700 | ₹— | —% | — | -7K | 2.2 L |
| 1K | +350 | — | —% | ₹— | 1,720 | ₹— | —% | — | +3K | 6K |
| 2K | 0 | — | —% | ₹— | 1,740 | ₹— | —% | — | +34K | 67K |
| 0 | 0 | — | —% | ₹— | 1,760 | ₹— | —% | — | +64K | 1.4 L |
| 0 | 0 | — | —% | ₹— | 1,780 | ₹— | —% | — | +1K | 24K |
| 37K | +350 | — | —% | ₹— | 1,800 | ₹— | —% | — | +30K | 2.1 L |
| 7K | +1K | — | —% | ₹— | 1,820 | ₹— | —% | — | -11K | 40K |
| 32K | -2K | — | —% | ₹— | 1,840 | ₹— | —% | — | +5K | 1.1 L |
| 72K | -10K | — | —% | ₹— | 1,860 | ₹— | —% | — | -15K | 77K |
| 85K | +3K | — | —% | ₹— | 1,880 | ₹— | —% | — | +2K | 85K |
| 4.1 L | -52K | — | —% | ₹— | 1,900ATM | ₹— | —% | — | -18K | 3.0 L |
| 1.7 L | +79K | — | —% | ₹— | 1,920 | ₹— | —% | — | +17K | 51K |
| 2.2 L | -67K | — | —% | ₹— | 1,940 | ₹— | —% | — | +7K | 16K |
| 76K | -3K | — | —% | ₹— | 1,960 | ₹— | —% | — | -2K | 5K |
| 46K | +11K | — | —% | ₹— | 1,980 | ₹— | —% | — | 0 | 2K |
| 6.2 L | +26K | — | —% | ₹— | 2,000 | ₹— | —% | — | +2K | 35K |
| 25K | +6K | — | —% | ₹— | 2,020 | ₹— | —% | — | +1K | 2K |
| 64K | +14K | — | —% | ₹— | 2,040 | ₹— | —% | — | +350 | 2K |
| 41K | +9K | — | —% | ₹— | 2,060 | ₹— | —% | — | +1K | 1K |
| 1.0 L | -6K | — | —% | ₹— | 2,080 | ₹— | —% | — | 0 | 1K |
| 5.3 L | +1.8 L | — | —% | ₹— | 2,100 | ₹— | —% | — | 0 | 350 |
| 29K | -4K | — | —% | ₹— | 2,120 | ₹— | —% | — | 0 | 0 |
| 19K | -12K | — | —% | ₹— | 2,140 | ₹— | —% | — | — | — |
| 0 | 0 | — | —% | ₹— | 2,160 | ₹— | —% | — | 0 | 0 |
| 18K | +2K | — | —% | ₹— | 2,180 | ₹— | —% | — | — | — |
| 71K | +1K | — | —% | ₹— | 2,200 | ₹— | —% | — | — | — |
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) landscape clusters around the ₹1900‑₹2000 corridor, indicating that market participants view this band as the primary price‑range for the underlying through expiry. The highest CE OI sits at the ₹2100 strike, while the largest PE OI builds at ₹1760, establishing a near‑symmetrical support‑resistance envelope. The concentration of OI at these levels suggests that the market expects the price to oscillate within roughly ₹1760‑₹2100 before the September 29 contract settles.
OI Buildup Activity
During the latest trading session, fresh OI adds materialize at the ₹2100 call (≈+84,450 contracts), reinforcing a short‑call writer stance at that resistance point. The ₹1920 and ₹2000 calls also attract additional OI (+79,100 and +25,900 contracts respectively), indicating continued hedging or speculative interest in the upper band. On the put side, the ₹1760 strike absorbs the biggest influx (+64,400 contracts), followed by notable additions at ₹1740 (+33,950) and ₹₹1800 (+30,800), reflecting accumulative protection for downside bias around the identified support level.
Volatility Read
The at‑the‑money implied volatility stands at 27.32 %, modestly elevated relative to the historical average for this stock. The volatility skew is bearish, with out‑of‑the‑money calls priced higher than comparable puts, underscoring a market preference for downside protection.
Key OI Levels
The most concentrated open interest resides at the ₹2100 call (1160 contracts) on the call side and the ₹1760 put (1160 contracts) on the put side.