SBI Life Insurance Company Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 1,400 | ₹— | —% | — | +750 | 3K |
| 0 | 0 | — | —% | ₹— | 1,440 | ₹— | —% | — | -5K | 8K |
| 0 | 0 | — | —% | ₹— | 1,480 | ₹— | —% | — | 0 | 3K |
| 0 | 0 | — | —% | ₹— | 1,500 | ₹— | —% | — | -21K | 44K |
| 0 | 0 | — | —% | ₹— | 1,520 | ₹— | —% | — | +13K | 41K |
| 375 | 0 | — | —% | ₹— | 1,540 | ₹— | —% | — | -4K | 57K |
| 2K | 0 | — | —% | ₹— | 1,560 | ₹— | —% | — | -2K | 23K |
| 1K | 0 | — | —% | ₹— | 1,580 | ₹— | —% | — | -10K | 30K |
| 21K | +4K | — | —% | ₹— | 1,600 | ₹— | —% | — | +35K | 1.3 L |
| 18K | -5K | — | —% | ₹— | 1,620 | ₹— | —% | — | +50K | 78K |
| 1.4 L | -750 | — | —% | ₹— | 1,640ATM | ₹— | —% | — | +1.0 L | 2.3 L |
| 1.8 L | +79K | — | —% | ₹— | 1,660 | ₹— | —% | — | +1.4 L | 1.8 L |
| 70K | +27K | — | —% | ₹— | 1,680 | ₹— | —% | — | +22K | 43K |
| 1.7 L | +12K | — | —% | ₹— | 1,700 | ₹— | —% | — | +20K | 31K |
| 38K | +15K | — | —% | ₹— | 1,720 | ₹— | —% | — | 0 | 3K |
| 33K | +24K | — | —% | ₹— | 1,740 | ₹— | —% | — | 0 | 2K |
| 67K | +37K | — | —% | ₹— | 1,760 | ₹— | —% | — | 0 | 5K |
| 34K | +15K | — | —% | ₹— | 1,780 | ₹— | —% | — | 0 | 0 |
| 73K | -17K | — | —% | ₹— | 1,800 | ₹— | —% | — | 0 | 22K |
| 44K | +18K | — | —% | ₹— | 1,820 | ₹— | —% | — | 0 | 1K |
| 10K | +10K | — | —% | ₹— | 1,840 | ₹— | —% | — | 0 | 0 |
| 26K | +2K | — | —% | ₹— | 1,860 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,880 | ₹— | —% | — | +5K | 5K |
| 6K | +2K | — | —% | ₹— | 1,900 | ₹— | —% | — | 0 | 2K |
| 4K | +3K | — | —% | ₹— | 1,920 | ₹— | —% | — | 0 | 0 |
| 3K | +3K | — | —% | ₹— | 1,960 | ₹— | —% | — | 0 | 0 |
| 3K | -750 | — | —% | ₹— | 2,000 | ₹— | —% | — | 0 | 4K |
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 1660, 1680, and 1760 strike levels, indicating a nascent resistance band near 1,660‑1,770 rupees. Conversely, put open interest amasses at 1620, 1640, and 1660 strikes, forming a supportive floor roughly between 1,620 and 1,660 rupees as of the latest market data. The implied price corridor, guided by this OI distribution, spans approximately 1,620‑1,770 rupees, aligning closely with the current spot of 1,666.7 and suggests moderate directional bias.
OI Buildup Activity
Today's data shows a net addition of 79,875 contracts to the 1660 call side, signaling aggressive long positioning by option writers. The 1760 call strike accumulates an extra 37,125 contracts, reinforcing a potential ceiling as sellers hedge against further price appreciation. On the put side, 1660 sees a substantial inflow of 136,500 contracts, indicating defensive positioning and strong support at that level.
Volatility Read
Implied volatility trades at 23.67%, a moderate level that mirrors the relatively balanced open interest across strikes for the contract series. The skew remains neutral, indicating no pronounced bias toward calls or puts for the November expiry as of today's snapshot.
Key OI Levels
The highest call OI sits at the 1660 strike, while the peak put OI concentrates at the 1660 strike as well, making it a pivotal reference point.