Reliance Industries Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 980 | ₹— | —% | — | +1.6 L | 4.9 L |
| 1.5 L | +60K | — | —% | ₹— | 1,000 | ₹— | —% | — | +5.3 L | 13.9 L |
| 2K | 0 | — | —% | ₹— | 1,020 | ₹— | —% | — | +1.7 L | 4.4 L |
| 0 | 0 | — | —% | ₹— | 1,040 | ₹— | —% | — | +4.3 L | 8.0 L |
| 23K | +21K | — | —% | ₹— | 1,050 | ₹— | —% | — | +4.1 L | 10.8 L |
| 3K | +2K | — | —% | ₹— | 1,060 | ₹— | —% | — | +2.9 L | 7.9 L |
| 0 | 0 | — | —% | ₹— | 1,070 | ₹— | —% | — | +1.3 L | 4.7 L |
| 85K | +55K | — | —% | ₹— | 1,080 | ₹— | —% | — | +2.7 L | 11.2 L |
| 9K | 0 | — | —% | ₹— | 1,090 | ₹— | —% | — | +2.7 L | 13.8 L |
| 5.2 L | +2.0 L | — | —% | ₹— | 1,100 | ₹— | —% | — | +14.1 L | 92.0 L |
| 97K | +93K | — | —% | ₹— | 1,110 | ₹— | —% | — | +3.1 L | 11.9 L |
| 3.0 L | +1.4 L | — | —% | ₹— | 1,120 | ₹— | —% | — | +3.3 L | 13.5 L |
| 2.6 L | +57K | — | —% | ₹— | 1,130 | ₹— | —% | — | +1.0 L | 7.2 L |
| 4.6 L | +1.8 L | — | —% | ₹— | 1,140 | ₹— | —% | — | +14K | 14.4 L |
| 21.5 L | +10.2 L | — | —% | ₹— | 1,150 | ₹— | —% | — | +14.1 L | 90.4 L |
| 21.9 L | +17.4 L | — | —% | ₹— | 1,160 | ₹— | —% | — | +2.9 L | 20.2 L |
| 24.7 L | +18.9 L | — | —% | ₹— | 1,170 | ₹— | —% | — | +5.2 L | 15.6 L |
| 52.4 L | +38.7 L | — | —% | ₹— | 1,180 | ₹— | —% | — | +8.6 L | 26.7 L |
| 26.7 L | +10.6 L | — | —% | ₹— | 1,190 | ₹— | —% | — | +3.5 L | 21.3 L |
| 1.67 Cr | +56.5 L | — | —% | ₹— | 1,200ATM | ₹— | —% | — | -89K | 84.6 L |
| 31.2 L | +6.1 L | — | —% | ₹— | 1,210 | ₹— | —% | — | +96K | 20.9 L |
| 41.0 L | +10.8 L | — | —% | ₹— | 1,220 | ₹— | —% | — | +1.7 L | 17.6 L |
| 24.1 L | +5.2 L | — | —% | ₹— | 1,230 | ₹— | —% | — | +55K | 6.7 L |
| 24.4 L | +9.1 L | — | —% | ₹— | 1,240 | ₹— | —% | — | +84K | 5.6 L |
| 1.16 Cr | +23.0 L | — | —% | ₹— | 1,250 | ₹— | —% | — | +1.2 L | 13.2 L |
| 16.1 L | +3.9 L | — | —% | ₹— | 1,260 | ₹— | —% | — | +20K | 4.9 L |
| 10.6 L | +3.4 L | — | —% | ₹— | 1,270 | ₹— | —% | — | +18K | 2.5 L |
| 14.1 L | +2.5 L | — | —% | ₹— | 1,280 | ₹— | —% | — | +19K | 4.2 L |
| 5.7 L | +1.1 L | — | —% | ₹— | 1,290 | ₹— | —% | — | +38K | 2.2 L |
| 93.2 L | +25.6 L | — | —% | ₹— | 1,300 | ₹— | —% | — | +58K | 33.7 L |
| 7.7 L | -76K | — | —% | ₹— | 1,310 | ₹— | —% | — | +500 | 1.6 L |
| 76.0 L | +10.8 L | — | —% | ₹— | 1,320 | ₹— | —% | — | +6K | 1.4 L |
| 7.3 L | +41K | — | —% | ₹— | 1,330 | ₹— | —% | — | 0 | 51K |
| 14.7 L | +4.4 L | — | —% | ₹— | 1,340 | ₹— | —% | — | -500 | 1.1 L |
| 13.0 L | +2.6 L | — | —% | ₹— | 1,360 | ₹— | —% | — | +28K | 2.6 L |
| 3.4 L | -1.3 L | — | —% | ₹— | 1,380 | ₹— | —% | — | 0 | 67K |
| 41.7 L | +7.0 L | — | —% | ₹— | 1,400 | ₹— | —% | — | +20K | 19.7 L |
| 2.9 L | +72K | — | —% | ₹— | 1,420 | ₹— | —% | — | — | — |
| 5.3 L | +1.7 L | — | —% | ₹— | 1,440 | ₹— | —% | — | — | — |
| 1.8 L | -29K | — | —% | ₹— | 1,480 | ₹— | —% | — | — | — |
| 18.1 L | -60K | — | —% | ₹— | 1,520 | ₹— | —% | — | -43K | 26.1 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 call open interest peaks at the ₹1,200 strike with 56,44,000 contracts, followed by ₹1,180 (38,81,000) and ₹1,300 (25,60,000), suggesting strong resistance around ₹1,200‑₹1,300 based on market depth and trader sentiment. On the put side, the highest concentration sits at ₹1,000 with 13,86,000 contracts, reinforced by ₹1,100 (14,11,000) and ₹1,150 (14,10,500), marking solid support near ₹1,000‑₹1,150 as reflected in recent positioning. Combined OI implies an expected price corridor of roughly ₹1,050 to ₹1,250 ahead of the November expiry, aligning with the current implied range derived from open‑interest weighted averages.
OI Buildup Activity
New call open interest accumulates chiefly at ₹1,200, ₹1,180 and ₹1,300, indicating writers are reinforcing upside barriers with fresh capital. Fresh put open interest emerges at ₹1,100, ₹1,150 and ₹1,180, reflecting defensive positioning below the current spot and a cautious stance on downside risk. Overall, the flow shows a balanced buildup of protective puts and bullish calls, aligning with the existing OI landscape while mirroring the typical hedging behavior observed ahead of a major expiry.
Volatility Read
The at‑the‑money implied volatility stands at 28.23%, indicating moderate premium levels for the upcoming contract and a comparably stable volatility environment. The volatility skew is bearish, with higher implied volatility on out‑of‑the‑money puts relative to calls, underscoring a market tilt toward downside protection.
Key OI Levels
The largest call OI resides at ₹1,200 while the largest put OI is concentrated at ₹1,000.