Patanjali Foods Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 280 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 290 | ₹— | —% | — | 0 | 25K |
| 33K | 0 | — | —% | ₹— | 300 | ₹— | —% | — | 0 | 1.3 L |
| 0 | 0 | — | —% | ₹— | 305 | ₹— | —% | — | 0 | 3K |
| 4K | 0 | — | —% | ₹— | 310 | ₹— | —% | — | -12K | 1.4 L |
| 4K | 0 | — | —% | ₹— | 315 | ₹— | —% | — | 0 | 2K |
| 6K | 0 | — | —% | ₹— | 320 | ₹— | —% | — | +1.4 L | 7.4 L |
| 0 | 0 | — | —% | ₹— | 325 | ₹— | —% | — | 0 | 41K |
| 98K | +2K | — | —% | ₹— | 330 | ₹— | —% | — | +3K | 6.4 L |
| 6K | 0 | — | —% | ₹— | 335 | ₹— | —% | — | +1K | 1.5 L |
| 5.8 L | -3K | — | —% | ₹— | 340 | ₹— | —% | — | +72K | 4.7 L |
| 2.8 L | +37K | — | —% | ₹— | 345 | ₹— | —% | — | +28K | 3.2 L |
| 13.4 L | +40K | — | —% | ₹— | 350ATM | ₹— | —% | — | -13K | 7.2 L |
| 7.5 L | 0 | — | —% | ₹— | 355 | ₹— | —% | — | 0 | 70K |
| 12.3 L | -23K | — | —% | ₹— | 360 | ₹— | —% | — | -14K | 2.6 L |
| 1.1 L | 0 | — | —% | ₹— | 365 | ₹— | —% | — | -1K | 16K |
| 2.3 L | -5K | — | —% | ₹— | 370 | ₹— | —% | — | +2K | 67K |
| 1.1 L | 0 | — | —% | ₹— | 375 | ₹— | —% | — | 0 | 12K |
| 3.0 L | -6K | — | —% | ₹— | 380 | ₹— | —% | — | 0 | 83K |
| 0 | 0 | — | —% | ₹— | 385 | ₹— | —% | — | -1K | 11K |
| 41K | 0 | — | —% | ₹— | 390 | ₹— | —% | — | 0 | 6K |
| 8K | -2K | — | —% | ₹— | 395 | ₹— | —% | — | 0 | 4K |
| 10.5 L | -57K | — | —% | ₹— | 400 | ₹— | —% | — | 0 | 1.1 L |
| — | — | — | —% | ₹— | 405 | ₹— | —% | — | 0 | 8K |
| 30K | 0 | — | —% | ₹— | 410 | ₹— | —% | — | 0 | 27K |
| 17K | -1K | — | —% | ₹— | 420 | ₹— | —% | — | 0 | 71K |
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 highest open interest sits at the 160 strike for both calls and puts, marking the upper and lower bounds of the market’s perceived range. Call OI clusters at 350, 345 and 355, while put OI gathers around 320, 340 and 345, suggesting an implied price corridor between ₹320 and ₹355. The ATM level of ₹342.5 lies near the centre of this corridor, reinforcing the balance between bullish and bearish positioning.
OI Buildup Activity
During the latest reporting window, fresh call open interest of 35,475 contracts accumulates at the 350 strike, followed by 25,800 at 345 and a smaller 1,075 at 355, indicating aggressive positioning by option writers. On the put side, 1,38,675 contracts are added at 320, 68,800 at 340 and 20,425 at 345, reflecting substantial new protective exposure. Overall, the influx of contracts raises total open interest, hinting at heightened market participation ahead of expiry.
Volatility Read
The at‑the‑money implied volatility stands at 22.28%, a moderate level relative to historical averages for the underlying. The volatility skew is bearish, with out‑of‑the‑money puts exhibiting higher implied volatility than comparable calls.
Key OI Levels
The strikes with the greatest open interest concentration are 160 for calls (resistance) and 160 for puts (support).