SAGILITY LIMITED Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 36K | 0 | — | —% | ₹— | 38 | ₹— | —% | — | -1.1 L | 3.1 L |
| — | — | — | —% | ₹— | 39 | ₹— | —% | — | -1.6 L | 3.0 L |
| 3.0 L | 0 | — | —% | ₹— | 40 | ₹— | —% | — | -60K | 15.5 L |
| 1.8 L | -12K | — | —% | ₹— | 41 | ₹— | —% | — | -60K | 8.4 L |
| 1.1 L | 0 | — | —% | ₹— | 42 | ₹— | —% | — | +8.9 L | 54.1 L |
| 3.4 L | 0 | — | —% | ₹— | 43 | ₹— | —% | — | +4.1 L | 19.1 L |
| 11.2 L | 0 | — | —% | ₹— | 44 | ₹— | —% | — | -48K | 47.6 L |
| 59.4 L | -48K | — | —% | ₹— | 45 | ₹— | —% | — | +1.4 L | 79.6 L |
| 45.2 L | -1.4 L | — | —% | ₹— | 46 | ₹— | —% | — | +2.5 L | 29.3 L |
| 52.4 L | -84K | — | —% | ₹— | 47 | ₹— | —% | — | +24K | 28.9 L |
| 62.4 L | -96K | — | —% | ₹— | 48 | ₹— | —% | — | +72K | 23.5 L |
| 26.5 L | +3.5 L | — | —% | ₹— | 49 | ₹— | —% | — | 0 | 4.3 L |
| 1.28 Cr | -3.0 L | — | —% | ₹— | 50ATM | ₹— | —% | — | 0 | 12.8 L |
| 37.4 L | +12K | — | —% | ₹— | 51 | ₹— | —% | — | 0 | 1.6 L |
| 18.0 L | -2.9 L | — | —% | ₹— | 52 | ₹— | —% | — | 0 | 2.3 L |
| 8.4 L | -24K | — | —% | ₹— | 54 | ₹— | —% | — | 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
The open‑interest (OI) picture shows a tight band centred around ₹46‑₹51. The highest call OI sits at the ₹26 strike, acting as a short‑term resistance, while the biggest put OI is anchored at the ₹26 strike, forming a support level. The ATM strike (₹46.82) lies near the centre of the current OI‑derived range, suggesting that market participants expect the stock to oscillate within the ₹46‑₹51 corridor through the September expiry.
OI Buildup Activity
During the latest data refresh, fresh call OI accumulated at the ₹49 and ₹51 strikes, with additions of 3 contracts (≈36,000) and 1 contract (≈36,000) respectively, indicating that option writers are reinforcing the upper edge of the range. On the put side, the most notable inflows occur at ₹42 (+8 contracts ≈ 88,000), ₹43 (+4 contracts ≈ 4,08,000) and ₹46 (+2 contracts ≈ 2,40,000), pointing to a buildup of protection beneath the spot price. The concentration of new OI at these levels implies that market makers are positioning to manage risk around the identified support‑resistance band.
Volatility Read
The implied volatility (IV) for the at‑the‑money contract stands at 27.07 %, reflecting moderate market expectations of price movement for the September expiry. The volatility skew is bearish, with out‑of‑the‑money calls priced relatively cheaper than puts, indicating a tilt toward downside bias in the option market.
Key OI Levels
The highest open‑interest concentrations remain at the ₹26 strike for both calls (resistance) and puts (support).