PNB Housing Finance Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 4K | 0 | — | —% | ₹— | 920 | ₹— | —% | — | +27K | 53K |
| 0 | 0 | — | —% | ₹— | 940 | ₹— | —% | — | +3K | 3K |
| 2K | 0 | — | —% | ₹— | 960 | ₹— | —% | — | -31K | 32K |
| 0 | 0 | — | —% | ₹— | 980 | ₹— | —% | — | +34K | 49K |
| 4K | 0 | — | —% | ₹— | 1,000 | ₹— | —% | — | +6K | 2.8 L |
| 3K | 0 | — | —% | ₹— | 1,020 | ₹— | —% | — | +41K | 47K |
| 650 | 0 | — | —% | ₹— | 1,040 | ₹— | —% | — | +13K | 78K |
| 2.9 L | +2.4 L | — | —% | ₹— | 1,060 | ₹— | —% | — | +3K | 2.3 L |
| 83K | +66K | — | —% | ₹— | 1,080 | ₹— | —% | — | +48K | 85K |
| 3.4 L | +1.0 L | — | —% | ₹— | 1,100ATM | ₹— | —% | — | +46K | 3.9 L |
| 1.5 L | +63K | — | —% | ₹— | 1,120 | ₹— | —% | — | +1.9 L | 2.2 L |
| 1.5 L | +50K | — | —% | ₹— | 1,140 | ₹— | —% | — | +8K | 83K |
| 3.5 L | +89K | — | —% | ₹— | 1,160 | ₹— | —% | — | +32K | 60K |
| 1.1 L | +43K | — | —% | ₹— | 1,180 | ₹— | —% | — | 0 | 6K |
| 2.4 L | -30K | — | —% | ₹— | 1,200 | ₹— | —% | — | 0 | 18K |
| 81K | +54K | — | —% | ₹— | 1,220 | ₹— | —% | — | 0 | 4K |
| 74K | +14K | — | —% | ₹— | 1,240 | ₹— | —% | — | 0 | 4K |
| 2.0 L | +1.8 L | — | —% | ₹— | 1,260 | ₹— | —% | — | 0 | 0 |
| 47K | -25K | — | —% | ₹— | 1,280 | ₹— | —% | — | 0 | 0 |
| 60K | +47K | — | —% | ₹— | 1,300 | ₹— | —% | — | 0 | 0 |
| 12K | +12K | — | —% | ₹— | 1,320 | ₹— | —% | — | 0 | 0 |
| 31K | +27K | — | —% | ₹— | 1,340 | ₹— | —% | — | 0 | 0 |
| 1K | 0 | — | —% | ₹— | 1,360 | ₹— | —% | — | 0 | 0 |
| 3K | 0 | — | —% | ₹— | 1,400 | ₹— | —% | — | 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 1160 strike hosts the largest call open interest at 3,47,100 contracts, acting as a near‑term resistance zone for the underlying today. Conversely, the 1100 strike bears the highest put open interest with 3,90,650 contracts, delineating a strong support level beneath the current price for delta. Implied volatility suggests an expected trading range roughly between 1080 and 1260, encapsulating both the dominant call and put concentrations across strikes.
OI Buildup Activity
New call open interest accrues at 1060 (+2,37,900), 1260 (+1,83,300) and 1100 (+1,04,000), indicating writers are reinforcing the upper band of the range next week. On the put side, open interest expands at 1120 (+1,93,700), 1080 (+48,100) and again at 1100 (+45,500), confirming a defensive stance near support still cautious. The balanced addition of both calls and puts suggests market participants are hedging rather than aggressively directional in pricing.
Volatility Read
The at‑the‑money implied volatility stands at 41.61%, indicating moderate premium levels for the nearest expiry as observed. Skew is bearish, reflecting higher implied volatility for out‑of‑the‑money puts relative to calls for the week.
Key OI Levels
The most concentrated open interest resides at the 1160 call (3,47,100) and the 1100 put (3,90,650) key for delta‑neutral strategies.