PI Industries Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 1,720 | ₹— | —% | — | 0 | 3K |
| 0 | 0 | — | —% | ₹— | 1,760 | ₹— | —% | — | +2K | 16K |
| 175 | 0 | — | —% | ₹— | 1,800 | ₹— | —% | — | -6K | 29K |
| 0 | 0 | — | —% | ₹— | 1,820 | ₹— | —% | — | -3K | 4K |
| 0 | 0 | — | —% | ₹— | 1,840 | ₹— | —% | — | -4K | 13K |
| 350 | 0 | — | —% | ₹— | 1,860 | ₹— | —% | — | +4K | 11K |
| 525 | 0 | — | —% | ₹— | 1,880 | ₹— | —% | — | +5K | 16K |
| 700 | 0 | — | —% | ₹— | 1,900 | ₹— | —% | — | +1K | 22K |
| 350 | 0 | — | —% | ₹— | 1,920 | ₹— | —% | — | 0 | 4K |
| 3K | 0 | — | —% | ₹— | 1,940 | ₹— | —% | — | +7K | 13K |
| 4K | 0 | — | —% | ₹— | 1,960 | ₹— | —% | — | +6K | 13K |
| 9K | 0 | — | —% | ₹— | 1,980 | ₹— | —% | — | +2K | 5K |
| 22K | +700 | — | —% | ₹— | 2,000 | ₹— | —% | — | +9K | 54K |
| 11K | +1K | — | —% | ₹— | 2,020 | ₹— | —% | — | +525 | 11K |
| 13K | +5K | — | —% | ₹— | 2,040 | ₹— | —% | — | +1K | 11K |
| 16K | +13K | — | —% | ₹— | 2,060 | ₹— | —% | — | +8K | 15K |
| 12K | +4K | — | —% | ₹— | 2,080 | ₹— | —% | — | +4K | 8K |
| 90K | +1K | — | —% | ₹— | 2,100ATM | ₹— | —% | — | +8K | 79K |
| 12K | 0 | — | —% | ₹— | 2,120 | ₹— | —% | — | 0 | 6K |
| 12K | +3K | — | —% | ₹— | 2,140 | ₹— | —% | — | 0 | 6K |
| 9K | +350 | — | —% | ₹— | 2,160 | ₹— | —% | — | 0 | 2K |
| 8K | +4K | — | —% | ₹— | 2,180 | ₹— | —% | — | 0 | 350 |
| 45K | +5K | — | —% | ₹— | 2,200 | ₹— | —% | — | +2K | 13K |
| 7K | +3K | — | —% | ₹— | 2,220 | ₹— | —% | — | 0 | 2K |
| 6K | +1K | — | —% | ₹— | 2,240 | ₹— | —% | — | 0 | 175 |
| 6K | +350 | — | —% | ₹— | 2,260 | ₹— | —% | — | 0 | 4K |
| 12K | +2K | — | —% | ₹— | 2,280 | ₹— | —% | — | 0 | 525 |
| 61K | -4K | — | —% | ₹— | 2,300 | ₹— | —% | — | 0 | 13K |
| 15K | +6K | — | —% | ₹— | 2,320 | ₹— | —% | — | 0 | 1K |
| 23K | +4K | — | —% | ₹— | 2,340 | ₹— | —% | — | 0 | 4K |
| 14K | +10K | — | —% | ₹— | 2,360 | ₹— | —% | — | 0 | 0 |
| 11K | +8K | — | —% | ₹— | 2,380 | ₹— | —% | — | 0 | 350 |
| 34K | -7K | — | —% | ₹— | 2,400 | ₹— | —% | — | +175 | 6K |
| 4K | +4K | — | —% | ₹— | 2,420 | ₹— | —% | — | 0 | 0 |
| 5K | 0 | — | —% | ₹— | 2,440 | ₹— | —% | — | 0 | 13K |
| 3K | +3K | — | —% | ₹— | 2,460 | ₹— | —% | — | 0 | 0 |
| 875 | +875 | — | —% | ₹— | 2,480 | ₹— | —% | — | 0 | 0 |
| 38K | +9K | — | —% | ₹— | 2,500 | ₹— | —% | — | 0 | 18K |
| 0 | 0 | — | —% | ₹— | 2,520 | ₹— | —% | — | 0 | 350 |
| 7K | 0 | — | —% | ₹— | 2,540 | ₹— | —% | — | 0 | 9K |
| 3K | 0 | — | —% | ₹— | 2,560 | ₹— | —% | — | 0 | 700 |
| 19K | +3K | — | —% | ₹— | 2,600 | ₹— | —% | — | +175 | 22K |
| 13K | 0 | — | —% | ₹— | 2,640 | ₹— | —% | — | 0 | 36K |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Live Greeks Panel
Key Strike Levels
Open interest concentration remains firmly anchored at the 1080 strike for both calls and puts, indicating significant long-term positioning at these specific levels. Current trading action suggests a broader implied range extending between the fresh buildup zones near 2000 and 2500 as the spot price hovers around 2055. Market participants are closely monitoring these thresholds to gauge potential volatility expansion and liquidity shifts in the coming sessions.
OI Buildup Activity
Call writers are actively adding positions at the 2060 strike, leading the fresh OI additions with significant volume totaling over 12,000 contracts. On the put side, substantial accumulation is visible at the 2000 and 2060 strikes, suggesting aggressive hedging activity near the current spot price. Further upside resistance is being built at the 2360 and 2500 levels as sellers extend their exposure to cap potential bullish momentum.
Volatility Read
Implied volatility at the at-the-money strike currently stands at 34.94%, reflecting moderate pricing expectations for the underlying asset ahead of the November expiry. The skew remains neutral, indicating balanced demand between call and put options across the available strike chain without distinct fear or greed dominance.
Key OI Levels
The highest open interest concentration for both call and put options is currently observed at the 1080 strike price, defining the major structural support and resistance boundary.