Premier Energies Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 680 | ₹— | —% | — | +12K | 14K |
| 0 | 0 | — | —% | ₹— | 720 | ₹— | —% | — | -2K | 51K |
| 0 | 0 | — | —% | ₹— | 740 | ₹— | —% | — | +20K | 20K |
| 0 | 0 | — | —% | ₹— | 760 | ₹— | —% | — | +14K | 1.3 L |
| 6K | 0 | — | —% | ₹— | 780 | ₹— | —% | — | -1K | 57K |
| 21K | +12K | — | —% | ₹— | 800 | ₹— | —% | — | +73K | 2.1 L |
| 2.0 L | +1.5 L | — | —% | ₹— | 820 | ₹— | —% | — | +62K | 2.6 L |
| 3.3 L | +1.7 L | — | —% | ₹— | 840 | ₹— | —% | — | +1.0 L | 2.3 L |
| 2.9 L | +1.0 L | — | —% | ₹— | 860 | ₹— | —% | — | +16K | 62K |
| 5.0 L | +58K | — | —% | ₹— | 880 | ₹— | —% | — | -650 | 47K |
| 14.5 L | +3.1 L | — | —% | ₹— | 900ATM | ₹— | —% | — | +14K | 75K |
| 1.5 L | +5K | — | —% | ₹— | 920 | ₹— | —% | — | 0 | 45K |
| 59K | +53K | — | —% | ₹— | 940 | ₹— | —% | — | +1K | 9K |
| 1.1 L | +18K | — | —% | ₹— | 960 | ₹— | —% | — | 0 | 8K |
| 34K | +24K | — | —% | ₹— | 980 | ₹— | —% | — | 0 | 6K |
| 1.0 L | +29K | — | —% | ₹— | 1,000 | ₹— | —% | — | 0 | 28K |
| 12K | -650 | — | —% | ₹— | 1,020 | ₹— | —% | — | 0 | 1K |
| 40K | -2K | — | —% | ₹— | 1,040 | ₹— | —% | — | +4K | 5K |
| 2K | 0 | — | —% | ₹— | 1,080 | ₹— | —% | — | 0 | 3K |
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 call open interest peaks at the 1000‑strike with 1,00,100 contracts, acting as a strong resistance zone near the current price and reflecting significant seller concentration. Put open interest is concentrated at the 1000‑strike with 27,950 contracts, forming a solid support level that has historically anchored price swings. Based on the OI distribution, the implied price corridor for the next fortnight spans roughly ₹820 to ₹1,000, indicating a relatively tight range.
OI Buildup Activity
In the latest session, fresh call open interest of 3,13,950 contracts adds at the 900‑strike, indicating aggressive writing near that level and suggesting anticipation of a pull‑back. The 840‑strike sees an addition of 1,67,700 call contracts, while the 820‑strike accumulates 1,50,150 new calls, reflecting layered positioning by sellers seeking premium capture. On the put side, the 840‑strike records an increase of 1,00,100 contracts, the 800‑strike gains 70,200, and the 820‑strike adds 62,400, suggesting protective hedge buildup around the lower band and potential downside bias.
Volatility Read
The at‑the‑money implied volatility stands at 32.36%, aligning with historic volatility averages for the underlying and indicating moderate pricing of forward risk. The volatility skew is bearish, with out‑of‑the‑money calls priced lower than comparable puts, which often signals market expectation of limited upside.
Key OI Levels
The highest concentrations are at the 1000‑strike for calls (1,00,100 contracts) and at the 1000‑strike for puts (27,950 contracts), marking focal points for liquidity and potential price anchoring.