REC Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 260 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 270 | ₹— | —% | — | 0 | 0 |
| 2K | 0 | — | —% | ₹— | 280 | ₹— | —% | — | +1.8 L | 6.4 L |
| 14K | 0 | — | —% | ₹— | 285 | ₹— | —% | — | 0 | 57K |
| 19K | 0 | — | —% | ₹— | 290 | ₹— | —% | — | -71K | 5.8 L |
| 88K | +54K | — | —% | ₹— | 295 | ₹— | —% | — | -27K | 1.9 L |
| 3.1 L | -19K | — | —% | ₹— | 300 | ₹— | —% | — | -20K | 12.3 L |
| 1.8 L | +63K | — | —% | ₹— | 305 | ₹— | —% | — | -3K | 3.4 L |
| 6.8 L | +1.5 L | — | —% | ₹— | 310 | ₹— | —% | — | +3.2 L | 12.6 L |
| 9.8 L | -1.4 L | — | —% | ₹— | 315 | ₹— | —% | — | +1.1 L | 8.6 L |
| 21.8 L | +2.4 L | — | —% | ₹— | 320 | ₹— | —% | — | +3.2 L | 21.6 L |
| 16.6 L | -85K | — | —% | ₹— | 325 | ₹— | —% | — | +28K | 11.6 L |
| 46.3 L | -13K | — | —% | ₹— | 330ATM | ₹— | —% | — | -2K | 23.3 L |
| 8.8 L | -71K | — | —% | ₹— | 335 | ₹— | —% | — | -19K | 3.7 L |
| 25.4 L | -55K | — | —% | ₹— | 340 | ₹— | —% | — | -38K | 12.0 L |
| 6.4 L | -69K | — | —% | ₹— | 345 | ₹— | —% | — | -9K | 3.7 L |
| 34.4 L | -60K | — | —% | ₹— | 350 | ₹— | —% | — | +28K | 13.5 L |
| 2.8 L | -8K | — | —% | ₹— | 355 | ₹— | —% | — | 0 | 47K |
| 25.5 L | +3.4 L | — | —% | ₹— | 360 | ₹— | —% | — | 0 | 7.8 L |
| 1.5 L | 0 | — | —% | ₹— | 365 | ₹— | —% | — | 0 | 3.4 L |
| 5.2 L | -76K | — | —% | ₹— | 370 | ₹— | —% | — | 0 | 4.1 L |
| 24K | 0 | — | —% | ₹— | 375 | ₹— | —% | — | 0 | 49K |
| 10.4 L | -6K | — | —% | ₹— | 380 | ₹— | —% | — | -3K | 5.3 L |
| 44K | 0 | — | —% | ₹— | 385 | ₹— | —% | — | 0 | 2K |
| 61K | 0 | — | —% | ₹— | 390 | ₹— | —% | — | 0 | 1.1 L |
| 7.7 L | -2K | — | —% | ₹— | 400 | ₹— | —% | — | 0 | 7.2 L |
| — | — | — | —% | ₹— | 405 | ₹— | —% | — | 0 | 2K |
| 1.5 L | 0 | — | —% | ₹— | 410 | ₹— | —% | — | 0 | 3.0 L |
| 98K | 0 | — | —% | ₹— | 420 | ₹— | —% | — | 0 | 2.6 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
The open‑interest (OI) profile shows a pronounced cluster at the 160 ₹ strike for both calls and puts, acting as a technical resistance and support level respectively. The next significant concentrations sit at 310 ₹ (calls) and 310 ₹ (puts), followed by 320 ₹ strikes, outlining a likely price corridor between roughly 300 ₹ and 340 ₹ for the September expiry. The current spot of 318.7 ₹ sits comfortably within this implied range, suggesting limited directional bias from the OI distribution.
OI Buildup Activity
In the call segment, fresh OI accumulates mainly at 360 ₹ (+3 ₹, 38,625 contracts), 320 ₹ (+2 ₹, 29,950 contracts) and 310 ₹ (+1 ₹, 48,050 contracts), indicating writers are targeting upside protection near these levels. Put‑side additions are concentrated at 310 ₹ (+3 ₹, 18,150 contracts), 320 ₹ (+3 ₹, 16,575 contracts) and 280 ₹ (+1 ₹, 79,550 contracts), reflecting downside hedging around the same strike band. The symmetry of OI inflows on both sides points to a balanced positioning by market participants ahead of the expiry.
Volatility Read
The at‑the‑money implied volatility stands at 18.24 %, moderate for the underlying’s sector. The skew is bearish, with out‑of‑the‑money puts priced higher than calls, implying a slight tilt toward downside protection.
Key OI Levels
The largest open interest is recorded at the 160 ₹ strike for both call (resistance) and put (support) contracts.