REC Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 49K | 0 | — | —% | ₹— | 240 | ₹— | —% | — | -3K | 88K |
| 19K | 0 | — | —% | ₹— | 250 | ₹— | —% | — | -60K | 5.5 L |
| 0 | 0 | — | —% | ₹— | 255 | ₹— | —% | — | +17K | 17K |
| 35K | 0 | — | —% | ₹— | 260 | ₹— | —% | — | -58K | 5.9 L |
| 3K | 0 | — | —% | ₹— | 265 | ₹— | —% | — | +6.3 L | 8.6 L |
| 1.6 L | 0 | — | —% | ₹— | 270 | ₹— | —% | — | +3.0 L | 8.5 L |
| 1.3 L | +28K | — | —% | ₹— | 275 | ₹— | —% | — | +68K | 3.0 L |
| 3.5 L | -3K | — | —% | ₹— | 280 | ₹— | —% | — | -1.0 L | 9.6 L |
| 7.3 L | -1.1 L | — | —% | ₹— | 285 | ₹— | —% | — | +49K | 6.9 L |
| 13.1 L | -27K | — | —% | ₹— | 290 | ₹— | —% | — | +1.6 L | 9.9 L |
| 5.2 L | -5K | — | —% | ₹— | 295 | ₹— | —% | — | +69K | 3.7 L |
| 16.4 L | -1.9 L | — | —% | ₹— | 300ATM | ₹— | —% | — | -20K | 10.8 L |
| 4.7 L | -32K | — | —% | ₹— | 305 | ₹— | —% | — | -3K | 1.0 L |
| 13.8 L | +3.1 L | — | —% | ₹— | 310 | ₹— | —% | — | +17K | 5.2 L |
| 2.7 L | -61K | — | —% | ₹— | 315 | ₹— | —% | — | -5K | 1.3 L |
| 15.4 L | +85K | — | —% | ₹— | 320 | ₹— | —% | — | +2K | 3.5 L |
| 68K | +2K | — | —% | ₹— | 325 | ₹— | —% | — | 0 | 41K |
| 4.4 L | +17K | — | —% | ₹— | 330 | ₹— | —% | — | 0 | 1.6 L |
| 3K | 0 | — | —% | ₹— | 335 | ₹— | —% | — | 0 | 32K |
| 2.2 L | +2K | — | —% | ₹— | 340 | ₹— | —% | — | -2K | 2.4 L |
| 9.0 L | +13K | — | —% | ₹— | 350 | ₹— | —% | — | -2K | 12.3 L |
| 5.4 L | +16K | — | —% | ₹— | 360 | ₹— | —% | — | +24K | 6.8 L |
| — | — | — | —% | ₹— | 380 | ₹— | —% | — | +3K | 11.2 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 profile clusters around the 275, 290 and 310 ₹ call strikes, while the 265, 270 and 290 ₹ put strikes dominate the put side, suggesting an implied price corridor roughly between 265 ₹ and 310 ₹. The spot price sits at 290 ₹, positioning it near the midpoint of this range and near the ATM strike, which aligns with the neutral skew observed in the market. Consequently, the 290 ₹ strike acts as a pivot point where call and put open interest intersect, providing a reference level for potential support and resistance.
OI Buildup Activity
Fresh call open interest adds of 310 ₹ (+3,07,125), 320 ₹ (+85,050) and 275 ₹ (+29,925) indicate that option writers are augmenting exposure at higher strikes to capture upside potential as the underlying approaches higher resistance levels. On the put side, notable additions of 265 ₹ (+6,26,850), 270 ₹ (+3,02,400) and 290 ₹ (+1,57,500) suggest defensive positioning near the lower bound of the implied range, anticipating a possible pullback toward support. The concentration of open interest at these strikes reflects a balanced distribution of hedging activity rather than a directional bias.
Volatility Read
The at‑the‑money implied volatility stands at 20.41%, indicating premium levels for the 290 ₹ strike. The skew is neutral, showing no pronounced preference for calls over puts across the examined strikes.
Key OI Levels
The highest call open interest of 140 contracts resides at the 310 ₹ strike, while the highest put open interest of 140 contracts clusters at the 265 ₹ strike.