Petronet LNG Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 2K | 0 | — | —% | ₹— | 250 | ₹— | —% | — | -2K | 44K |
| 10K | 0 | — | —% | ₹— | 255 | ₹— | —% | — | 0 | 13K |
| 11K | 0 | — | —% | ₹— | 260 | ₹— | —% | — | +11K | 97K |
| 4K | 0 | — | —% | ₹— | 265 | ₹— | —% | — | 0 | 2.7 L |
| 13K | 0 | — | —% | ₹— | 270 | ₹— | —% | — | -4K | 5.5 L |
| 19K | +4K | — | —% | ₹— | 275 | ₹— | —% | — | +10K | 6.9 L |
| 1.7 L | +6K | — | —% | ₹— | 280 | ₹— | —% | — | 0 | 5.4 L |
| 5.2 L | -15K | — | —% | ₹— | 285 | ₹— | —% | — | +48K | 9.0 L |
| 13.8 L | +25K | — | —% | ₹— | 290 | ₹— | —% | — | +59K | 9.7 L |
| 11.6 L | +2.5 L | — | —% | ₹— | 295 | ₹— | —% | — | -40K | 2.6 L |
| 24.7 L | +1.3 L | — | —% | ₹— | 300ATM | ₹— | —% | — | 0 | 6.2 L |
| 3.4 L | +2K | — | —% | ₹— | 305 | ₹— | —% | — | 0 | 2K |
| 6.2 L | +53K | — | —% | ₹— | 310 | ₹— | —% | — | +2K | 15K |
| 1.7 L | -2K | — | —% | ₹— | 315 | ₹— | —% | — | 0 | 8K |
| 8.2 L | +2K | — | —% | ₹— | 320 | ₹— | —% | — | 0 | 10K |
| 2K | 0 | — | —% | ₹— | 325 | ₹— | —% | — | 0 | 0 |
| 4.2 L | -11K | — | —% | ₹— | 330 | ₹— | —% | — | 0 | 2K |
| 0 | 0 | — | —% | ₹— | 340 | ₹— | —% | — | 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) pool clusters tightly around the 285‑300 ₹ band, marking the current market’s perceived fair‑value corridor. The 295 ₹ call strike holds the largest long‑side OI at 170 contracts, acting as a near‑term resistance point. Beneath, the 285 ₹ put strike mirrors the same OI magnitude, providing a complementary support level for the range.
OI Buildup Activity
During the latest trading session, fresh OI adds appear at the 295 ₹ call (295 contracts, +2 ₹, 50,800 ₹ value), the 300 ₹ call (300 contracts, +1 ₹, 25,400 ₹), and the 310 ₹ call (310 contracts, +51 ₹, 300 ₹). On the put side, new concentrations emerge at 290 ₹ (290 contracts, +60,800 ₹), 285 ₹ (285 contracts, +49,400 ₹), and 260 ₹ (260 contracts, +13,300 ₹). These inflows suggest that market makers are reinforcing the existing OI framework while positioning for modest directional moves.
Volatility Read
The at‑the‑money implied volatility stands at 19.37 %, reflecting a moderate premium over the underlying’s recent realized volatility. A bearish skew indicates that out‑of‑the‑money puts are priced slightly higher than calls, hinting at a mild downside bias among option writers.
Key OI Levels
The strikes with the highest OI concentration are the 295 ₹ call and the 285 ₹ put, each holding 170 contracts.