Rail Vikas Nigam Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 2K | 0 | — | —% | ₹— | 170 | ₹— | —% | — | 0 | 15K |
| 4K | 0 | — | —% | ₹— | 180 | ₹— | —% | — | -2K | 1.9 L |
| 0 | 0 | — | —% | ₹— | 185 | ₹— | —% | — | 0 | 0 |
| 33K | -2K | — | —% | ₹— | 190 | ₹— | —% | — | +75K | 5.4 L |
| 46K | +4K | — | —% | ₹— | 195 | ₹— | —% | — | -19K | 4.5 L |
| 3.7 L | +13K | — | —% | ₹— | 200 | ₹— | —% | — | -1.2 L | 21.2 L |
| 4.9 L | +15K | — | —% | ₹— | 205 | ₹— | —% | — | +1.3 L | 7.9 L |
| 17.9 L | -1.1 L | — | —% | ₹— | 210 | ₹— | —% | — | -2.5 L | 15.9 L |
| 19.2 L | -48K | — | —% | ₹— | 215 | ₹— | —% | — | +2.3 L | 12.9 L |
| 39.2 L | -77K | — | —% | ₹— | 220 | ₹— | —% | — | -23K | 20.0 L |
| 25.7 L | -21K | — | —% | ₹— | 225 | ₹— | —% | — | -10K | 12.1 L |
| 48.4 L | -33K | — | —% | ₹— | 230ATM | ₹— | —% | — | +6K | 20.1 L |
| 14.0 L | +1.6 L | — | —% | ₹— | 235 | ₹— | —% | — | 0 | 1.0 L |
| 22.5 L | +65K | — | —% | ₹— | 240 | ₹— | —% | — | -6K | 5.9 L |
| 2.8 L | -1.1 L | — | —% | ₹— | 245 | ₹— | —% | — | 0 | 1.6 L |
| 23.8 L | -42K | — | —% | ₹— | 250 | ₹— | —% | — | -4K | 13.9 L |
| 62K | 0 | — | —% | ₹— | 255 | ₹— | —% | — | 0 | 19K |
| 8.3 L | +67K | — | —% | ₹— | 260 | ₹— | —% | — | 0 | 2.9 L |
| 3.5 L | 0 | — | —% | ₹— | 270 | ₹— | —% | — | +19K | 2.1 L |
| 9.2 L | 0 | — | —% | ₹— | 280 | ₹— | —% | — | 0 | 9.5 L |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Live Greeks Panel
Key Strike Levels
Call open interest peaks at the 240‑strike with 235 contracts, while put open interest clusters around the 215‑strike with 215 contracts, marking the primary resistance and support bands in the current market. The concentration suggests an implied price corridor roughly between ₹210 and ₹250 for the September expiry, aligning with the at‑the‑money implied volatility of 23.77% and a tight forecast. The nearest resistance at 260 and support at 190 exhibit modest open interest, indicating secondary potential reversal barriers beyond the core range.
OI Buildup Activity
Substantial fresh open interest adds of 1,57,850 contracts to the 235 call level and 2,34,850 contracts to the 215 put level signal active positioning by market makers throughout the session. Gradual additional builds of 67,375 calls at 240 and 65,450 calls at 260 reflect continued accumulation near the upper resistance zone over the past hour. Conversely, notably 1,25,125 puts added at 205 and 55,825 puts at 190 denote defensive stacking around the lower support tier as traders hedge.
Volatility Read
The at‑the‑money implied volatility stands at 23.77%, indicating relatively moderate premium levels for the underlying equity for the September 29 expiration. The observed put‑call skew is presently bearish, with higher implied volatility on puts than calls, reflecting downside bias among option writers today.
Key OI Levels
The highest open interest concentrations sit at 240 CE (235 contracts) and 215 PE (215 contracts) clearly, as of the latest snapshot today afternoon session.