Radico Khaitan Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 300 | 0 | — | —% | ₹— | 3,800 | ₹— | —% | — | 0 | 3K |
| 2K | 0 | — | —% | ₹— | 3,900 | ₹— | —% | — | -750 | 1K |
| 2K | 0 | — | —% | ₹— | 4,000 | ₹— | —% | — | +4K | 7K |
| 150 | 0 | — | —% | ₹— | 4,100 | ₹— | —% | — | 0 | 750 |
| 0 | 0 | — | —% | ₹— | 4,150 | ₹— | —% | — | 0 | 0 |
| 450 | 0 | — | —% | ₹— | 4,200 | ₹— | —% | — | +3K | 20K |
| 900 | 0 | — | —% | ₹— | 4,250 | ₹— | —% | — | 0 | 150 |
| 4K | 0 | — | —% | ₹— | 4,300 | ₹— | —% | — | +3K | 37K |
| 300 | 0 | — | —% | ₹— | 4,350 | ₹— | —% | — | 0 | 0 |
| 48K | 0 | — | —% | ₹— | 4,400 | ₹— | —% | — | -4K | 43K |
| 0 | 0 | — | —% | ₹— | 4,450 | ₹— | —% | — | 0 | 0 |
| 61K | 0 | — | —% | ₹— | 4,500 | ₹— | —% | — | -150 | 78K |
| 1K | -300 | — | —% | ₹— | 4,550 | ₹— | —% | — | +150 | 900 |
| 99K | -2K | — | —% | ₹— | 4,600ATM | ₹— | —% | — | -1K | 40K |
| 7K | +300 | — | —% | ₹— | 4,650 | ₹— | —% | — | 0 | 0 |
| 1.2 L | +1K | — | —% | ₹— | 4,700 | ₹— | —% | — | -150 | 7K |
| 2K | 0 | — | —% | ₹— | 4,750 | ₹— | —% | — | 0 | 2K |
| 300 | 0 | — | —% | ₹— | 4,800 | ₹— | —% | — | 0 | 450 |
| 300 | 0 | — | —% | ₹— | 4,850 | ₹— | —% | — | 0 | 450 |
| 33K | -2K | — | —% | ₹— | 4,900 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 4,950 | ₹— | —% | — | 0 | 0 |
| 29K | +1K | — | —% | ₹— | 5,000 | ₹— | —% | — | 0 | 150 |
| 1K | 0 | — | —% | ₹— | 5,100 | ₹— | —% | — | 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) cluster is concentrated around the 4,700, 5,000 and 4,500 strike calls, while the 4,000, 4,200 and 4,300 put strikes dominate the put side, suggesting a market‑implied range roughly between ₹4,400 and ₹5,100. The highest call OI of 3,000 contracts sits at the 5,000 strike, acting as a potential resistance, whereas the highest put OI of 3,000 contracts rests at the 4,000 strike, providing a conceivable support level. Together these concentrations frame the underlying’s forward price expectations for the next month as indicated by market participants, as implied by the options market.
OI Buildup Activity
During the latest open‑interest reporting, call OI increased by 1,350 contracts each at the 4,700 and 5,000 strikes, with an additional 450 contracts added at 4,500. On the put side, the 4,000 strike attracted the largest fresh inflow of 3,900 contracts, followed by 3,150 at 4,200 and 2,700 at 4,300, indicating strong positioning by option writers. The net addition of OI across these strikes points to a buildup of defensive positions ahead of the September 29 expiry.
Volatility Read
The at‑the‑money implied volatility stands at 18.13 %, reflecting moderate pricing for the remaining term. The volatility skew is bearish, indicating lower implied volatility for out‑of‑the‑money calls relative to puts across the equity segment in general today.
Key OI Levels
The largest open‑interest concentrations are at the 5,000 call strike (3,000 contracts) and the 4,000 put strike (3,000 contracts).