Sammaan Capital Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 85 | ₹— | 12.9% | — | — | — |
| — | — | — | —% | ₹— | 90 | ₹— | 11.6% | — | — | — |
| — | — | — | —% | ₹— | 95 | ₹— | 10.4% | — | — | — |
| — | — | — | —% | ₹— | 100 | ₹— | 9.3% | — | — | — |
| — | — | — | —% | ₹— | 102.5 | ₹— | 8.7% | — | — | — |
| — | — | — | —% | ₹— | 105 | ₹— | 8.2% | — | — | — |
| — | — | — | —% | ₹— | 107.5 | ₹— | 7.7% | — | — | — |
| 4K | 0 | — | —% | ₹44.00 | 110 | ₹3.33 | —% | — | — | — |
| 4K | 0 | — | —% | ₹41.55 | 112.5 | ₹0.97 | —% | — | — | — |
| 4K | 0 | — | —% | ₹39.11 | 115 | ₹4.55 | —% | — | — | — |
| 4K | 0 | — | —% | ₹36.67 | 117.5 | ₹1.51 | —% | — | — | — |
| — | — | — | —% | ₹26.62 | 120 | ₹6.02 | —% | — | — | — |
| — | — | — | —% | ₹34.56 | 122.5 | ₹2.24 | —% | — | — | — |
| — | — | — | —% | ₹23.43 | 125 | ₹0.09 | 61.4% | 1.8 L | -34K | 2.0 L |
| — | — | — | 188.9% | ₹30.58 | 127.5 | ₹3.21 | 146.4% | — | — | — |
| 9K | 0 | 4K | 48.5% | ₹19.94 | 130 | ₹0.11 | 50.7% | 6.2 L | -3.1 L | 18.4 L |
| — | — | — | 183.9% | ₹26.87 | 132.5 | ₹0.05 | 45.1% | — | 0 | 69K |
| 86K | 0 | — | —% | ₹13.30 | 135 | ₹0.22 | 44.2% | 16.5 L | -6.7 L | 14.5 L |
| 4K | -4K | 17K | 39.9% | ₹12.76 | 137.5 | ₹0.20 | 40.8% | 17K | 0 | 10.2 L |
| 10.1 L | -43K | 1.6 L | 32.7% | ₹8.82 | 140 | ₹0.47 | 37.8% | 70.3 L | -19.4 L | 46.4 L |
| 22K | 0 | 4K | 37.7% | ₹7.38 | 142.5 | ₹0.71 | 38.1% | 1.8 L | -82K | 1.4 L |
| 13.5 L | -5.6 L | 10.6 L | 38.2% | ₹5.60 | 145 | ₹1.47 | 37.2% | 37.6 L | -3.5 L | 16.9 L |
| 4.5 L | -13K | 1.6 L | 36.7% | ₹4.55 | 147.5 | ₹2.41 | 37.5% | 7.3 L | -39K | 1.3 L |
| 44.2 L | -3.5 L | 41.6 L | 38.4% | ₹2.83 | 150ATM | ₹3.54 | 36.7% | 82.0 L | -9.1 L | 28.3 L |
| 8.3 L | +1.7 L | 8.0 L | 39.3% | ₹1.90 | 152.5 | ₹4.75 | 39.9% | 2.1 L | 0 | 1.1 L |
| 15.0 L | +2.4 L | 32.4 L | 41.5% | ₹1.32 | 155 | ₹7.25 | 41.3% | 2.1 L | 0 | 2.4 L |
| 77K | +13K | 2.0 L | 44.2% | ₹1.11 | 157.5 | ₹14.88 | 137.6% | — | — | — |
| 28.9 L | +3.2 L | 44.5 L | 46.4% | ₹0.76 | 160 | ₹11.18 | 44.5% | 1.1 L | -17K | 90K |
| 2.0 L | 0 | 82K | 46.8% | ₹0.54 | 162.5 | ₹13.03 | 45.2% | 17K | +4K | 4K |
| 5.2 L | -3.0 L | 10.5 L | 51.5% | ₹0.44 | 165 | ₹30.89 | 267.4% | — | — | — |
| 99K | 0 | 9K | 53.8% | ₹0.40 | 167.5 | ₹21.05 | 132.0% | — | — | — |
| 38.3 L | +9.8 L | 48.8 L | 58.4% | ₹0.31 | 170 | ₹22.15 | 122.4% | — | 0 | 17K |
| 4K | 0 | — | 88.6% | ₹1.79 | 172.5 | ₹24.50 | 128.1% | — | — | — |
| 2.1 L | -9K | 2.3 L | 65.2% | ₹0.24 | 175 | ₹26.13 | 68.6% | 65K | -9K | 13K |
| — | — | — | 165.7% | ₹6.12 | 177.5 | ₹28.18 | 123.3% | — | — | — |
| 4.1 L | +47K | 2.3 L | 62.6% | ₹0.10 | 180 | ₹29.27 | 66.8% | 65K | +26K | 52K |
| — | — | — | 165.2% | ₹5.05 | 182.5 | ₹32.04 | 116.5% | — | — | — |
| — | — | — | 4.3% | ₹— | 185 | ₹— | —% | — | — | — |
| — | — | — | 4.6% | ₹— | 187.5 | ₹— | —% | — | — | — |
| — | — | — | 4.9% | ₹— | 190 | ₹— | —% | — | — | — |
| — | — | — | 5.2% | ₹— | 192.5 | ₹— | —% | — | — | — |
| — | — | — | 5.4% | ₹— | 195 | ₹— | —% | — | — | — |
| — | — | — | 5.7% | ₹— | 197.5 | ₹— | —% | — | — | — |
| — | — | — | 6.0% | ₹— | 200 | ₹— | —% | — | — | — |
| — | — | — | 6.3% | ₹— | 202.5 | ₹— | —% | — | — | — |
| — | — | — | 6.5% | ₹— | 205 | ₹— | —% | — | — | — |
| — | — | — | 7.1% | ₹— | 210 | ₹— | —% | — | — | — |
| — | — | — | 7.6% | ₹— | 215 | ₹— | —% | — | — | — |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Key Strike Levels
Immediate resistance clusters at ₹100 CE, where peak call OI creates a supply zone. On the downside, ₹100 PE holds as major support, anchoring downside protection amid thin spot proximity. With spot at ₹148.75, the implied range stretches wide—constrained only by structural OI anchors, not near-term technicals.
OI Buildup Activity
No fresh OI accumulation in top call or put strikes indicates stale positioning and lack of directional conviction. The absence of significant new longs suggests writers are neither building new short positions nor aggressively covering existing ones. With no momentum-driven OI expansion, the market reflects wait-and-see posture at key strikes.
Volatility Read
ATM IV holds at a robust 47.99%, pricing in sustained volatility over the long-dated expiry. Neutral skew reinforces balanced risk perception—no premium bias toward calls or puts.
Strategy Implication
Bias leans range-bound, favoring volatility-agnostic structures between ₹100 resistance and support.