SAGILITY LIMITED Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 36 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 38 | ₹— | —% | — | +1.7 L | 3.1 L |
| 0 | 0 | — | —% | ₹— | 39 | ₹— | —% | — | -1.6 L | 3.2 L |
| 60K | 0 | — | —% | ₹— | 40 | ₹— | —% | — | -6.6 L | 13.0 L |
| 0 | 0 | — | —% | ₹— | 41 | ₹— | —% | — | -48K | 2.9 L |
| 0 | 0 | — | —% | ₹— | 42 | ₹— | —% | — | +3.5 L | 8.9 L |
| 9.2 L | +84K | — | —% | ₹— | 43 | ₹— | —% | — | +36K | 18.0 L |
| 17.6 L | -1.2 L | — | —% | ₹— | 44 | ₹— | —% | — | +3.2 L | 19.8 L |
| 32.6 L | +1.2 L | — | —% | ₹— | 45 | ₹— | —% | — | +4.8 L | 23.8 L |
| 27.2 L | +2.8 L | — | —% | ₹— | 46 | ₹— | —% | — | +24K | 4.6 L |
| 30.1 L | +8.5 L | — | —% | ₹— | 47 | ₹— | —% | — | -12K | 3.5 L |
| 20.2 L | +2.6 L | — | —% | ₹— | 48 | ₹— | —% | — | 0 | 24K |
| 9.2 L | +2.6 L | — | —% | ₹— | 49 | ₹— | —% | — | 0 | 0 |
| 74.8 L | +36K | — | —% | ₹— | 50ATM | ₹— | —% | — | 0 | 96K |
| 4.8 L | +2.9 L | — | —% | ₹— | 51 | ₹— | —% | — | 0 | 0 |
| 14.9 L | +6.8 L | — | —% | ₹— | 52 | ₹— | —% | — | 0 | 0 |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Live Greeks Panel
Key Strike Levels
Open interest clusters tightly around the 45‑strike put and the 52‑strike call, anchoring a rough support‑resistance band between ₹42 and ₹57, and tight liquidity throughout. The ATM level sits at ₹45.29, placing the underlying near the midpoint of this range and suggesting limited directional bias for the next 25‑day horizon, which aligns with recent earnings volatility. Implied volatility of 32.75% reinforces a moderate premium environment, and reflects market caution, while the bearish skew indicates slightly cheaper puts relative to calls.
OI Buildup Activity
Call open interest expands at the 47‑strike with an addition of 52,000 contracts, alongside 51‑strike gaining 2,88,000 contracts, reflecting aggressive writer accumulation as they hedge. Similarly, put open interest climbs at the 45‑strike (+5,16,000), 42‑strike (+3,48,000) and 44‑strike (+2,76,000), indicating a parallel buildup of downside protection to safeguard downside. The total open interest at the 24‑strike call and put each stands at 24 contracts, marking a thin but technically significant concentration point, making this zone focal for option writers.
Volatility Read
IV of 32.75% sits above the 30% median for this sector, implying a premium that may dampen short‑term price swings, especially as earnings season approaches. A bearish skew suggests market participants are pricing slightly higher probability of downward moves, but not extreme bearishness.
Key OI Levels
The highest call OI clusters at the 52‑strike (47 contracts) and the highest put OI clusters at the 45‑strike (45 contracts), which may attract rollovers.