Oracle Financial Services Software Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 7,500 | ₹— | —% | — | +500 | 500 |
| 0 | 0 | — | —% | ₹— | 8,000 | ₹— | —% | — | +50 | 7K |
| 0 | 0 | — | —% | ₹— | 8,500 | ₹— | —% | — | +1K | 20K |
| 0 | 0 | — | —% | ₹— | 8,750 | ₹— | —% | — | +950 | 9K |
| 2K | +1K | — | —% | ₹— | 9,000 | ₹— | —% | — | +3K | 46K |
| 1K | +1K | — | —% | ₹— | 9,250 | ₹— | —% | — | +850 | 15K |
| 10K | 0 | — | —% | ₹— | 9,500 | ₹— | —% | — | +3K | 41K |
| 17K | +4K | — | —% | ₹— | 9,750 | ₹— | —% | — | +7K | 30K |
| 72K | +10K | — | —% | ₹— | 10,000ATM | ₹— | —% | — | +6K | 42K |
| — | — | — | —% | ₹— | 10,200 | ₹— | —% | — | +2K | 4K |
| 29K | +2K | — | —% | ₹— | 10,250 | ₹— | —% | — | +2K | 9K |
| 42K | +6K | — | —% | ₹— | 10,500 | ₹— | —% | — | +150 | 7K |
| 9K | +650 | — | —% | ₹— | 10,750 | ₹— | —% | — | +1K | 10K |
| 49K | -2K | — | —% | ₹— | 11,000 | ₹— | —% | — | +4K | 12K |
| 6K | +350 | — | —% | ₹— | 11,250 | ₹— | —% | — | +1K | 1K |
| 19K | +100 | — | —% | ₹— | 11,500 | ₹— | —% | — | 0 | 5K |
| 1K | -50 | — | —% | ₹— | 11,750 | ₹— | —% | — | 0 | 100 |
| 15K | +2K | — | —% | ₹— | 12,000 | ₹— | —% | — | 0 | 6K |
| 7K | +100 | — | —% | ₹— | 12,500 | ₹— | —% | — | 0 | 0 |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
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Key Strike Levels
The 10,000‑strike call option commands the largest open interest at 71,650 contracts, establishing a near‑term resistance ceiling around ₹10,000 for the underlying price in the coming weeks. Conversely, the 10,000‑strike put accumulates 44,650 contracts, forming a strong support band at the same level, implying a balanced OI symmetry that might guide price action. Overall, the implied price corridor spans roughly ₹9,750 to ₹10,500, aligning with the clustered open interest and the at‑the‑money implied volatility of 37.35% as observed today.
OI Buildup Activity
Fresh OI inflows show the 10,000‑strike call adding 9,650 contracts, the 10,500 call gaining 8,250, and the 10,250 call increasing by 4,450 in the current session now. On the put side, the 10,000 strike absorbs 8,050 new contracts, the 9,750 strike attracts 7,250, and the 11,000 strike sees an addition of 3,200 today. These accumulation patterns indicate that option writers are fortifying positions around the 10,000 zone, reinforcing both resistance and support layers for later expiry.
Volatility Read
The at‑the‑money implied volatility stands at 37.35%, reflecting moderate premium levels for the November 23 expiry in current market conditions. Implied volatility skew remains neutral, suggesting no pronounced bias between call and put pricing across strikes as of today.
Key OI Levels
The highest concentrations are observed at the 10,000‑strike, with call OI of 71,650 and put OI of 44,650 contracts for this expiration.