Persistent Systems Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 750 | 0 | — | —% | ₹— | 4,400 | ₹— | —% | — | +1K | 1K |
| 3K | 0 | — | —% | ₹— | 4,600 | ₹— | —% | — | +125 | 18K |
| 2K | 0 | — | —% | ₹— | 4,700 | ₹— | —% | — | 0 | 375 |
| 4K | 0 | — | —% | ₹— | 4,800 | ₹— | —% | — | +750 | 8K |
| 1K | 0 | — | —% | ₹— | 4,900 | ₹— | —% | — | -625 | 3K |
| 4K | 0 | — | —% | ₹— | 5,000 | ₹— | —% | — | +2K | 26K |
| 250 | 0 | — | —% | ₹— | 5,100 | ₹— | —% | — | +500 | 6K |
| 2K | 0 | — | —% | ₹— | 5,200 | ₹— | —% | — | +2K | 38K |
| 1K | 0 | — | —% | ₹— | 5,300 | ₹— | —% | — | -6K | 24K |
| 10K | 0 | — | —% | ₹— | 5,400 | ₹— | —% | — | +9K | 39K |
| 2.2 L | 0 | — | —% | ₹— | 5,500ATM | ₹— | —% | — | +12K | 91K |
| 68K | -3K | — | —% | ₹— | 5,600 | ₹— | —% | — | +17K | 1.0 L |
| 93K | +22K | — | —% | ₹— | 5,700 | ₹— | —% | — | +25K | 67K |
| 1.7 L | -3K | — | —% | ₹— | 5,800 | ₹— | —% | — | +36K | 1.2 L |
| 77K | +9K | — | —% | ₹— | 5,900 | ₹— | —% | — | +4K | 52K |
| 1.3 L | +14K | — | —% | ₹— | 6,000 | ₹— | —% | — | +9K | 50K |
| 63K | +19K | — | —% | ₹— | 6,100 | ₹— | —% | — | 0 | 21K |
| 69K | -2K | — | —% | ₹— | 6,200 | ₹— | —% | — | 0 | 4K |
| 18K | +6K | — | —% | ₹— | 6,300 | ₹— | —% | — | 0 | 0 |
| 15K | +1K | — | —% | ₹— | 6,400 | ₹— | —% | — | 0 | 0 |
| 31K | -3K | — | —% | ₹— | 6,500 | ₹— | —% | — | 0 | 750 |
| 19K | -125 | — | —% | ₹— | 6,600 | ₹— | —% | — | 0 | 0 |
| 27K | +6K | — | —% | ₹— | 6,800 | ₹— | —% | — | 0 | 6K |
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) map shows a tight cluster between ₹5,600 and ₹6,100, indicating that market participants are anchoring the near‑term price action within this band. The highest put OI at the ₹2,800 strike (0 % change) creates a notable support cushion, while the highest call OI at the same strike (0 % change) marks a resistance barrier that could temper upward moves. Together, these levels suggest an implied range of roughly ₹5,500–₹6,200 for the upcoming expiry.
OI Buildup Activity
Fresh call OI accrues sharply at ₹5,700 (+21,000 contracts), ₹6,100 (+18,625) and ₹6,000 (+14,625), reflecting aggressive writing of calls near the upper edge of the implied range. On the put side, the most pronounced additions appear at ₹5,800 (+36,750), ₹5,700 (+25,500) and ₹5,600 (+16,625), indicating that sellers are stacking protection around the lower‑mid strikes. The asymmetric volume flow points to a net‑short exposure in calls and a defensive tilt in puts as traders hedge against potential volatility spikes.
Volatility Read
The at‑the‑money implied volatility stands at 27.51 %, modestly elevated against the sector’s historical norm. The volatility skew is bearish, with out‑of‑the‑money calls priced cheaper than comparable puts, signaling market bias toward downside risk.
Key OI Levels
The most concentrated OI resides at the ₹2,800 strike for both calls and puts, each unchanged at 2,800 contracts.