Oracle Financial Services Software Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 9,200 | ₹— | —% | — | 0 | 6K |
| 1K | 0 | — | —% | ₹— | 9,800 | ₹— | —% | — | +400 | 4K |
| 3K | 0 | — | —% | ₹— | 10,000 | ₹— | —% | — | +500 | 19K |
| 100 | 0 | — | —% | ₹— | 10,200 | ₹— | —% | — | 0 | 5K |
| 400 | 0 | — | —% | ₹— | 10,300 | ₹— | —% | — | 0 | 2K |
| 0 | 0 | — | —% | ₹— | 10,400 | ₹— | —% | — | 0 | 0 |
| 3K | 0 | — | —% | ₹— | 10,500 | ₹— | —% | — | -800 | 32K |
| 0 | 0 | — | —% | ₹— | 10,600 | ₹— | —% | — | 0 | 1K |
| — | — | — | —% | ₹— | 10,700 | ₹— | —% | — | +200 | 6K |
| 500 | 0 | — | —% | ₹— | 10,800 | ₹— | —% | — | +700 | 7K |
| 900 | 0 | — | —% | ₹— | 10,900 | ₹— | —% | — | +100 | 4K |
| 9K | 0 | — | —% | ₹— | 11,000 | ₹— | —% | — | +5K | 66K |
| 600 | 0 | — | —% | ₹— | 11,100 | ₹— | —% | — | 0 | 7K |
| 1K | 0 | — | —% | ₹— | 11,200 | ₹— | —% | — | -600 | 45K |
| 2K | 0 | — | —% | ₹— | 11,300 | ₹— | —% | — | +900 | 21K |
| 2K | 0 | — | —% | ₹— | 11,400 | ₹— | —% | — | -200 | 9K |
| 29K | +500 | — | —% | ₹— | 11,500 | ₹— | —% | — | +4K | 85K |
| 11K | 0 | — | —% | ₹— | 11,600 | ₹— | —% | — | +2K | 16K |
| 11K | -300 | — | —% | ₹— | 11,700 | ₹— | —% | — | +3K | 23K |
| 22K | -500 | — | —% | ₹— | 11,800 | ₹— | —% | — | -300 | 30K |
| 18K | -200 | — | —% | ₹— | 11,900 | ₹— | —% | — | -2K | 10K |
| 92K | -600 | — | —% | ₹— | 12,000ATM | ₹— | —% | — | -6K | 81K |
| 28K | +3K | — | —% | ₹— | 12,100 | ₹— | —% | — | -2K | 16K |
| 70K | +5K | — | —% | ₹— | 12,200 | ₹— | —% | — | +300 | 38K |
| 64K | +13K | — | —% | ₹— | 12,300 | ₹— | —% | — | +2K | 14K |
| 26K | +5K | — | —% | ₹— | 12,400 | ₹— | —% | — | 0 | 11K |
| 1.3 L | +5K | — | —% | ₹— | 12,500 | ₹— | —% | — | 0 | 25K |
| 15K | +1K | — | —% | ₹— | 12,600 | ₹— | —% | — | -300 | 2K |
| 15K | -400 | — | —% | ₹— | 12,700 | ₹— | —% | — | 0 | 100 |
| 26K | -1K | — | —% | ₹— | 12,800 | ₹— | —% | — | 0 | 700 |
| 0 | 0 | — | —% | ₹— | 12,900 | ₹— | —% | — | 0 | 0 |
| 94K | +5K | — | —% | ₹— | 13,000 | ₹— | —% | — | 0 | 0 |
| 1K | 0 | — | —% | ₹— | 13,100 | ₹— | —% | — | 0 | 0 |
| 57K | -3K | — | —% | ₹— | 13,200 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 13,300 | ₹— | —% | — | 0 | 0 |
| 10K | -700 | — | —% | ₹— | 13,400 | ₹— | —% | — | 0 | 0 |
| 20K | -2K | — | —% | ₹— | 13,600 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 13,800 | ₹— | —% | — | 0 | 0 |
| 10K | +4K | — | —% | ₹— | 14,000 | ₹— | —% | — | 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
The open‑interest (OI) chart shows a pronounced cluster at the 12,300‑12,400 call strikes and the 11,000‑11,500 put strikes. With 12,300 CE holding 13,100 contracts and 12,400 CE adding 5,300, the call side suggests a resistance band near ₹12.3‑₹12.4 k. Conversely, the 11,000 PE (5,300 contracts) and 11,500 PE (3,800 contracts) create a support corridor around ₹11.0‑₹11.5 k. This OI distribution frames an implied price range of roughly ₹11.0 k to ₹12.4 k for the September expiry.
OI Buildup Activity
During the latest session, fresh OI materialises at the 12,300 CE level (+13,100 contracts), indicating aggressive positioning by call writers near the current spot of ₹12,058. Additional buildup appears at 12,400 CE (+5,300) and 12,200 CE (+5,100), reinforcing the resistance bias. On the put side, new OI accrues at 11,000 PE (+5,300), 11,500 PE (+3,800) and 11,700 PE (+2,700), signalling that put writers are fortifying the support zone. The concentrated inflows suggest market participants are staking their views around these pivotal strikes rather than dispersing across distant strikes.
Volatility Read
The at‑the‑money implied volatility stands at 27.17 %, reflecting moderate pricing of forward risk. The volatility skew is bearish, with out‑of‑the‑money calls priced higher than comparable puts, consistent with the observed OI tilt toward upside resistance.
Key OI Levels
The highest call OI resides at the 12,300 CE strike (13,100 contracts) and the highest put OI at the 11,000 PE strike (5,300 contracts).