PG Electroplast Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 480 | ₹— | —% | — | +950 | 35K |
| 6K | 0 | — | —% | ₹— | 500 | ₹— | —% | — | -950 | 1.4 L |
| 0 | 0 | — | —% | ₹— | 510 | ₹— | —% | — | 0 | 0 |
| 4K | -950 | — | —% | ₹— | 520 | ₹— | —% | — | -22K | 2.4 L |
| 2K | 0 | — | —% | ₹— | 530 | ₹— | —% | — | +12K | 1.3 L |
| 11K | 0 | — | —% | ₹— | 540 | ₹— | —% | — | +11K | 3.1 L |
| 1.2 L | -9K | — | —% | ₹— | 550 | ₹— | —% | — | +10K | 7.0 L |
| 2.3 L | +17K | — | —% | ₹— | 560 | ₹— | —% | — | -61K | 1.5 L |
| 2.7 L | +14K | — | —% | ₹— | 570 | ₹— | —% | — | -6K | 1.5 L |
| 4.9 L | -2K | — | —% | ₹— | 580 | ₹— | —% | — | +11K | 2.1 L |
| 2.2 L | +950 | — | —% | ₹— | 590 | ₹— | —% | — | -11K | 1.0 L |
| 12.3 L | +10K | — | —% | ₹— | 600ATM | ₹— | —% | — | -950 | 5.4 L |
| 2.6 L | +32K | — | —% | ₹— | 610 | ₹— | —% | — | 0 | 67K |
| 7.6 L | -20K | — | —% | ₹— | 620 | ₹— | —% | — | 0 | 1.1 L |
| 1.9 L | +11K | — | —% | ₹— | 630 | ₹— | —% | — | 0 | 11K |
| 3.1 L | +6K | — | —% | ₹— | 640 | ₹— | —% | — | -2K | 20K |
| 2.3 L | -950 | — | —% | ₹— | 650 | ₹— | —% | — | 0 | 14K |
| 2.2 L | -5K | — | —% | ₹— | 660 | ₹— | —% | — | 0 | 7K |
| 24K | 0 | — | —% | ₹— | 670 | ₹— | —% | — | — | — |
| 31K | +12K | — | —% | ₹— | 680 | ₹— | —% | — | 0 | 3K |
| 27K | 0 | — | —% | ₹— | 690 | ₹— | —% | — | — | — |
| 3.4 L | +51K | — | —% | ₹— | 700 | ₹— | —% | — | 0 | 6K |
| 31K | 0 | — | —% | ₹— | 720 | ₹— | —% | — | — | — |
| 10K | 0 | — | —% | ₹— | 730 | ₹— | —% | — | — | — |
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) hub for calls clusters at the ₹560, ₹610 and ₹700 strikes, together accounting for roughly 44 % of total call OI. Put OI concentrates around the ₹530, ₹550 and ₹580 levels, representing about 38 % of the put side. This distribution frames an implied price corridor of roughly ₹530 to ₹700, with the current spot of ₹562.3 sitting near the lower‑end of the range.
OI Buildup Activity
During the latest session, fresh call OI of 42,750 contracts adds to the ₹700 strike, while the ₹610 and ₹560 strikes receive 29,450 and 16,150 new contracts respectively. On the put side, the ₹530 strike absorbs 12,350 additional contracts, with the ₹550 and ₹580 strikes each gaining 11,400 new contracts. The accumulation of fresh OI suggests that market makers are building exposure at these key levels, positioning themselves for possible roll‑over or hedging as expiry approaches.
Volatility Read
The at‑the‑money implied volatility stands at 27.26 %, indicating moderate price uncertainty for the September‑29 expiration. The volatility skew is bearish, with out‑of‑the‑money puts priced higher than calls, reflecting a bias toward downside protection.
Key OI Levels
The highest open interest resides at the ₹560 call strike (320 contracts) and the ₹530 put strike (320 contracts), marking the primary resistance and support zones respectively.