PG Electroplast Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 6K | -3K | — | —% | ₹— | 400 | ₹— | —% | — | -50K | 83K |
| 0 | 0 | — | —% | ₹— | 410 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 420 | ₹— | —% | — | +7K | 39K |
| 0 | 0 | — | —% | ₹— | 430 | ₹— | —% | — | +3K | 36K |
| 11K | 0 | — | —% | ₹— | 440 | ₹— | —% | — | +57K | 1.0 L |
| 7K | +950 | — | —% | ₹— | 450 | ₹— | —% | — | -43K | 1.5 L |
| 24K | +2K | — | —% | ₹— | 460 | ₹— | —% | — | +56K | 1.3 L |
| 73K | +3K | — | —% | ₹— | 470 | ₹— | —% | — | +75K | 1.5 L |
| 89K | -7K | — | —% | ₹— | 480 | ₹— | —% | — | +2.8 L | 4.3 L |
| 56K | +3K | — | —% | ₹— | 490 | ₹— | —% | — | +61K | 1.1 L |
| 3.6 L | -81K | — | —% | ₹— | 500ATM | ₹— | —% | — | +3.9 L | 7.7 L |
| 1.0 L | -20K | — | —% | ₹— | 510 | ₹— | —% | — | +2.0 L | 2.5 L |
| 2.6 L | +1.1 L | — | —% | ₹— | 520 | ₹— | —% | — | +3.7 L | 4.1 L |
| 5.7 L | +4.6 L | — | —% | ₹— | 530 | ₹— | —% | — | +4.6 L | 4.7 L |
| 4.6 L | +3.2 L | — | —% | ₹— | 540 | ₹— | —% | — | +2.2 L | 2.3 L |
| 4.5 L | +3.3 L | — | —% | ₹— | 550 | ₹— | —% | — | +1.6 L | 1.7 L |
| 2.1 L | +1.6 L | — | —% | ₹— | 560 | ₹— | —% | — | +12K | 25K |
| 1.9 L | +74K | — | —% | ₹— | 570 | ₹— | —% | — | +950 | 950 |
| 4.9 L | +4.5 L | — | —% | ₹— | 580 | ₹— | —% | — | 0 | 4K |
| 1.0 L | +1.0 L | — | —% | ₹— | 590 | ₹— | —% | — | 0 | 0 |
| 5.3 L | +3.0 L | — | —% | ₹— | 600 | ₹— | —% | — | +11K | 29K |
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 map clusters around the ₹530‑₹580 band on the call side and the ₹500‑₹530 band on the put side. The concentration of contracts at ₹530 (both call and put) suggests it is acting as a pivot point, with the call OI peak at ₹530 forming a short‑term resistance and the put OI peak at the same level providing a near‑term support zone. Collectively, the OI‑heavy strikes imply an anticipated price corridor roughly between ₹500 and ₹580 for the upcoming expiry.
OI Buildup Activity
Fresh open interest adds are evident at the ₹530 call (4 % increase, +64,550 contracts) and at the ₹580 call (4 % increase, +49,350 contracts), indicating that writers are stacking positions near the upper edge of the range. On the put side, the ₹530 strike again shows a 4 % rise (+58,850 contracts) alongside a 3 % increase at the ₹500 strike (+91,400 contracts), reflecting a parallel accumulation of defensive exposure. These parallel buildups on both sides hint at a balanced positioning strategy by market makers, with the bulk of new contracts anchoring around the mid‑range strikes.
Volatility Read
The at‑the‑money implied volatility stands at 37.1 %, a level that is modestly elevated for a stock of this liquidity profile. The volatility skew is neutral, indicating that implied volatility is roughly symmetric for out‑of‑the‑money calls and puts.
Key OI Levels
The strikes with the highest open interest are ₹530 for both calls (240 contracts) and puts (240 contracts).