Premier Energies Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 840 | ₹— | —% | — | 0 | 71K |
| 10K | 0 | — | —% | ₹— | 860 | ₹— | —% | — | 0 | 20K |
| 15K | 0 | — | —% | ₹— | 880 | ₹— | —% | — | +1K | 31K |
| 5K | 0 | — | —% | ₹— | 900 | ₹— | —% | — | +5K | 5.7 L |
| 7K | 0 | — | —% | ₹— | 920 | ₹— | —% | — | +1K | 75K |
| 1.0 L | 0 | — | —% | ₹— | 940 | ₹— | —% | — | -1K | 6.6 L |
| 62K | +2K | — | —% | ₹— | 960 | ₹— | —% | — | +7K | 2.7 L |
| 2.3 L | +1K | — | —% | ₹— | 980 | ₹— | —% | — | +4K | 3.0 L |
| 6.8 L | +72K | — | —% | ₹— | 1,000ATM | ₹— | —% | — | +48K | 5.4 L |
| 5.3 L | +1.3 L | — | —% | ₹— | 1,020 | ₹— | —% | — | +4K | 2.2 L |
| 4.9 L | +8K | — | —% | ₹— | 1,040 | ₹— | —% | — | 0 | 1.7 L |
| 4.4 L | +5K | — | —% | ₹— | 1,060 | ₹— | —% | — | 0 | 1.1 L |
| 6.0 L | -1K | — | —% | ₹— | 1,080 | ₹— | —% | — | 0 | 29K |
| 8.1 L | +1.7 L | — | —% | ₹— | 1,100 | ₹— | —% | — | 0 | 35K |
| 8.6 L | +10K | — | —% | ₹— | 1,120 | ₹— | —% | — | 0 | 1K |
| 1.4 L | -1K | — | —% | ₹— | 1,140 | ₹— | —% | — | 0 | 10K |
| 1.0 L | 0 | — | —% | ₹— | 1,160 | ₹— | —% | — | 0 | 4K |
| 1.1 L | -2K | — | —% | ₹— | 1,200 | ₹— | —% | — | 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 open‑interest (OI) pool clusters around the ₹1,120 call (8,63,850 contracts) and the ₹1,000 put (5,41,450 contracts), establishing a clear resistance‑support band. This band spans roughly ₹1,020‑₹1,120 on the upside and ₹900‑₹1,000 on the downside, framing the most likely price corridor for the underlying through September expiry. The concentration of OI suggests that market participants expect the spot to oscillate within this range, with limited momentum beyond the outer strikes unless a catalyst emerges.
OI Buildup Activity
Fresh OI adds reinforce the existing sentiment: calls at ₹1,100 (+1,63,800), ₹1,020 (+1,30,000) and ₹1,000 (+70,850) have attracted notable new long positions, indicating that option writers are building exposure near the upper boundary of the range. On the put side, the ₹1,000 strike has accumulated an additional 48,100 contracts, while the ₹960 and ₹900 strikes have each added modestly (7,150 and 6,500 respectively), reflecting incremental protective positioning near the lower boundary. Overall, the OI inflow is skewed toward the upper side, hinting at a cautious bias while still preserving downside protection.
Volatility Read
The at‑the‑money implied volatility stands at 26.12 %, a level consistent with moderate forward‑looking uncertainty for the September series. The volatility skew is bearish, with out‑of‑the‑money calls priced higher than puts, reinforcing the observed OI bias toward resistance.
Key OI Levels
The highest call OI resides at the ₹1,120 strike, while the highest put OI concentrates at the ₹1,000 strike.