Reliance Industries Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 33K | 0 | — | —% | ₹— | 1,080 | ₹— | —% | — | +500 | 2.1 L |
| 1.3 L | 0 | — | —% | ₹— | 1,100 | ₹— | —% | — | -4K | 5.1 L |
| 2K | 0 | — | —% | ₹— | 1,120 | ₹— | —% | — | +2K | 1.4 L |
| 0 | 0 | — | —% | ₹— | 1,140 | ₹— | —% | — | -11K | 93K |
| 7K | 0 | — | —% | ₹— | 1,160 | ₹— | —% | — | -28K | 2.7 L |
| 500 | 0 | — | —% | ₹— | 1,170 | ₹— | —% | — | +13K | 1.4 L |
| 0 | 0 | — | —% | ₹— | 1,180 | ₹— | —% | — | -1.1 L | 10.9 L |
| 500 | 0 | — | —% | ₹— | 1,190 | ₹— | —% | — | -2K | 2.7 L |
| 5.3 L | -8K | — | —% | ₹— | 1,200 | ₹— | —% | — | -1.6 L | 21.3 L |
| 1.2 L | +8K | — | —% | ₹— | 1,210 | ₹— | —% | — | -36K | 5.8 L |
| 1.5 L | -500 | — | —% | ₹— | 1,220 | ₹— | —% | — | -91K | 7.6 L |
| 2.2 L | -500 | — | —% | ₹— | 1,230 | ₹— | —% | — | -54K | 6.7 L |
| 1.8 L | -4K | — | —% | ₹— | 1,240 | ₹— | —% | — | -29K | 10.6 L |
| 5.8 L | -44K | — | —% | ₹— | 1,250 | ₹— | —% | — | -5.6 L | 20.4 L |
| 4.7 L | -83K | — | —% | ₹— | 1,260 | ₹— | —% | — | -62K | 18.2 L |
| 4.0 L | -6K | — | —% | ₹— | 1,270 | ₹— | —% | — | +1.2 L | 13.5 L |
| 11.0 L | -56K | — | —% | ₹— | 1,280 | ₹— | —% | — | +41K | 22.4 L |
| 7.6 L | -1.3 L | — | —% | ₹— | 1,290 | ₹— | —% | — | -57K | 14.1 L |
| 50.3 L | -8.4 L | — | —% | ₹— | 1,300 | ₹— | —% | — | +8K | 60.8 L |
| 30.5 L | -7.3 L | — | —% | ₹— | 1,310 | ₹— | —% | — | +3.0 L | 30.7 L |
| 61.0 L | -7.4 L | — | —% | ₹— | 1,320ATM | ₹— | —% | — | +5.7 L | 53.3 L |
| 44.1 L | +94K | — | —% | ₹— | 1,330 | ₹— | —% | — | +7.8 L | 27.2 L |
| 74.5 L | +38.3 L | — | —% | ₹— | 1,340 | ₹— | —% | — | +9.3 L | 23.9 L |
| 71.6 L | +5.9 L | — | —% | ₹— | 1,350 | ₹— | —% | — | +35K | 19.8 L |
| 29.5 L | +3.1 L | — | —% | ₹— | 1,360 | ₹— | —% | — | +98K | 6.6 L |
| 12.1 L | +29K | — | —% | ₹— | 1,370 | ₹— | —% | — | +1.2 L | 2.7 L |
| 16.3 L | +2.8 L | — | —% | ₹— | 1,380 | ₹— | —% | — | +42K | 2.0 L |
| 8.8 L | +63K | — | —% | ₹— | 1,390 | ₹— | —% | — | +58K | 1.1 L |
| 63.2 L | -7.2 L | — | —% | ₹— | 1,400 | ₹— | —% | — | -62K | 12.6 L |
| 7.5 L | +65K | — | —% | ₹— | 1,410 | ₹— | —% | — | 0 | 59K |
| 12.8 L | +1.0 L | — | —% | ₹— | 1,420 | ₹— | —% | — | -1K | 2.0 L |
| 9.1 L | +53K | — | —% | ₹— | 1,430 | ₹— | —% | — | 0 | 13K |
| 11.7 L | +2.5 L | — | —% | ₹— | 1,440 | ₹— | —% | — | -5K | 45K |
| 11.2 L | +2.0 L | — | —% | ₹— | 1,450 | ₹— | —% | — | 0 | 2.6 L |
| 4.3 L | -84K | — | —% | ₹— | 1,460 | ₹— | —% | — | -5K | 75K |
| 14.4 L | -500 | — | —% | ₹— | 1,480 | ₹— | —% | — | +1K | 35K |
| 23.3 L | -98K | — | —% | ₹— | 1,500 | ₹— | —% | — | -5K | 17.1 L |
| 3.9 L | +9K | — | —% | ₹— | 1,520 | ₹— | —% | — | -10K | 2.6 L |
| 2.8 L | +33K | — | —% | ₹— | 1,540 | ₹— | —% | — | +10K | 21.3 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 tight band centred around ₹1,340‑₹1,360 for calls and ₹1,320‑₹1,340 for puts. The highest call OI sits at the ₹1,340 strike, acting as a short‑term resistance, while the largest put OI rests at ₹1,340 as well, forming a complementary support level. This concentration suggests that the market’s implied price corridor for the September‑29 expiry is roughly ₹1,320 to ₹1,360.
OI Buildup Activity
During the latest trading session, fresh OI accumulates at several strikes: call OI rises by 38 contracts (13,000 contracts) at ₹1,340, by 6 contracts (12,000 contracts) at ₹1,350, and by 3 contracts (13,000 contracts) at ₹1,360. On the put side, OI adds 9 contracts (28,500 contracts) at ₹1,340, 7 contracts (81,500 contracts) at ₹1,330, and 5 contracts (69,000 contracts) at ₹1,320. The inflow of new contracts indicates that option writers are positioning near these strikes, reinforcing the existing resistance and support zones while providing additional liquidity for future price moves.
Volatility Read
The at‑the‑money implied volatility stands at 17.75 %, reflecting moderate expectations of price swing over the remaining 25 days to expiry. The volatility skew is bearish, with out‑of‑the‑money puts trading at higher implied volatilities than comparable calls, hinting at a market bias toward downward pressure.
Key OI Levels
The strikes with the greatest OI concentration are ₹1,340 for both calls (resistance) and puts (support).