SHREE CEMENT LIMITED Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 12,500 | ₹— | 15.8% | — | — | — |
| — | — | — | —% | ₹— | 13,000 | ₹— | 14.9% | — | — | — |
| — | — | — | —% | ₹— | 13,500 | ₹— | 14.1% | — | — | — |
| — | — | — | —% | ₹— | 14,000 | ₹— | 13.3% | — | — | — |
| — | — | — | —% | ₹— | 14,500 | ₹— | 12.5% | — | — | — |
| — | — | — | —% | ₹— | 15,000 | ₹— | 11.7% | — | — | — |
| — | — | — | —% | ₹— | 15,500 | ₹— | 11.0% | — | — | — |
| — | — | — | —% | ₹— | 16,000 | ₹— | 10.3% | — | — | — |
| — | — | — | —% | ₹— | 16,500 | ₹— | 9.6% | — | — | — |
| — | — | — | —% | ₹— | 16,750 | ₹— | 9.3% | — | — | — |
| — | — | — | —% | ₹— | 17,000 | ₹— | 9.0% | — | — | — |
| — | — | — | —% | ₹— | 17,250 | ₹— | 8.7% | — | — | — |
| — | — | — | —% | ₹— | 17,500 | ₹— | 8.3% | — | — | — |
| — | — | — | —% | ₹— | 17,750 | ₹— | 8.0% | — | — | — |
| — | — | — | —% | ₹— | 18,000 | ₹— | 7.7% | — | — | — |
| — | — | — | —% | ₹— | 18,250 | ₹— | 7.4% | — | — | — |
| — | — | — | —% | ₹7867.40 | 18,500 | ₹6.00 | —% | 3K | -525 | 2K |
| — | — | — | —% | ₹— | 18,750 | ₹— | 6.8% | — | — | — |
| — | — | — | —% | ₹8511.60 | 19,000 | ₹0.65 | 67.4% | — | — | — |
| — | — | — | —% | ₹— | 19,250 | ₹— | 6.2% | — | — | — |
| — | — | — | —% | ₹7850.00 | 19,500 | ₹11.05 | —% | 1K | +1K | 1K |
| — | — | — | —% | ₹— | 19,750 | ₹— | 5.7% | — | — | — |
| 150 | 0 | — | —% | ₹5388.25 | 20,000 | ₹6.95 | 72.0% | — | 0 | 150 |
| — | — | — | —% | ₹6507.95 | 20,250 | ₹1.50 | 58.1% | — | — | — |
| 250 | 0 | — | —% | ₹4893.50 | 20,500 | ₹7.25 | 68.8% | 1K | +75 | 2K |
| — | — | — | —% | ₹6015.55 | 20,750 | ₹3.40 | 57.2% | — | — | — |
| 25 | 0 | 25 | —% | ₹4675.95 | 21,000 | ₹15.15 | 69.2% | 50 | — | — |
| — | — | — | —% | ₹5525.10 | 21,250 | ₹17.00 | 67.0% | 25 | — | — |
| — | — | — | —% | ₹6067.70 | 21,500 | ₹19.90 | 65.3% | 150 | +25 | 25 |
| — | — | — | —% | ₹5037.95 | 21,750 | ₹20.05 | 61.9% | 200 | +50 | 50 |
| 2K | 0 | — | —% | ₹3406.20 | 22,000 | ₹20.00 | 58.1% | 600 | +300 | 350 |
| — | — | — | 190.6% | ₹4556.20 | 22,250 | ₹21.25 | 53.7% | 2K | -425 | 2K |
| 600 | 0 | — | —% | ₹1900.00 | 22,500 | ₹43.30 | 55.1% | — | 0 | 2K |
| 2K | 0 | — | —% | ₹1067.45 | 22,750 | ₹20.25 | 47.7% | 125 | 0 | 2K |
| 8K | -25 | 50 | —% | ₹2550.00 | 23,000 | ₹28.80 | 46.1% | 875 | -125 | 5K |
| 2K | 0 | — | —% | ₹1933.70 | 23,250 | ₹50.00 | 44.9% | — | 0 | 1K |
| 5K | 0 | 25 | —% | ₹2050.00 | 23,500 | ₹41.85 | 41.4% | 875 | -25 | 2K |
| 900 | 0 | — | —% | ₹1498.60 | 23,750 | ₹376.85 | 73.6% | — | 0 | 875 |
| 8K | -300 | 425 | —% | ₹1550.00 | 24,000 | ₹63.00 | 37.9% | 6K | -1K | 10K |
| 5K | 0 | — | —% | ₹1089.15 | 24,250 | ₹189.80 | 44.9% | — | 0 | 3K |
| 2K | -100 | 125 | —% | ₹1128.35 | 24,500 | ₹230.00 | 40.5% | — | 0 | 4K |
| 625 | 0 | — | 19.3% | ₹834.85 | 24,750 | ₹212.00 | 33.9% | — | 0 | 2K |
| 9K | +75 | 1K | 14.7% | ₹700.00 | 25,000ATM | ₹210.25 | 33.7% | 15K | +2K | 9K |
| 950 | -75 | 225 | 18.9% | ₹546.80 | 25,250 | ₹454.30 | 40.6% | — | 0 | 400 |
| 5K | +2K | 24K | 22.5% | ₹422.75 | 25,500 | ₹413.20 | 34.6% | 4K | +2K | 4K |
| 1K | +1K | 7K | 24.3% | ₹314.00 | 25,750 | ₹577.20 | 31.9% | — | — | — |
| 5K | +625 | 24K | 24.7% | ₹222.40 | 26,000 | ₹700.00 | 37.3% | 25 | 0 | 425 |
| 700 | +500 | 1K | 25.0% | ₹155.75 | 26,250 | ₹1016.25 | 35.9% | — | 0 | 50 |
| 2K | +100 | 2K | 25.7% | ₹106.60 | 26,500 | ₹1206.45 | 41.3% | — | 0 | 100 |
| 225 | 0 | — | 26.4% | ₹53.15 | 26,750 | ₹1835.50 | 75.9% | — | 0 | 100 |
| 725 | +700 | 1K | 28.1% | ₹51.65 | 27,000 | ₹2120.00 | 84.2% | — | 0 | 125 |
| — | — | — | 104.0% | ₹859.65 | 27,250 | ₹1273.20 | —% | — | — | — |
| — | — | — | 146.0% | ₹1365.15 | 27,500 | ₹1224.00 | —% | — | — | — |
| — | — | — | 100.4% | ₹670.40 | 27,750 | ₹1578.20 | —% | — | — | — |
| 300 | +225 | 800 | 31.3% | ₹15.15 | 28,000 | ₹5700.00 | 287.7% | — | 0 | 25 |
| — | — | — | 97.3% | ₹514.35 | 28,250 | ₹1916.45 | —% | — | — | — |
| — | — | — | 135.8% | ₹937.70 | 28,500 | ₹3158.65 | 72.2% | — | 0 | 150 |
| — | — | — | 94.8% | ₹389.85 | 28,750 | ₹2286.25 | —% | — | — | — |
| — | — | — | 131.6% | ₹765.85 | 29,000 | ₹2101.70 | —% | — | — | — |
| — | — | — | 92.5% | ₹289.05 | 29,250 | ₹2679.75 | —% | — | — | — |
| — | — | — | 128.0% | ₹619.45 | 29,500 | ₹2447.65 | —% | — | — | — |
| — | — | — | 3.4% | ₹— | 29,750 | ₹— | —% | — | — | — |
| 1K | 0 | — | 55.5% | ₹17.70 | 30,000 | ₹5141.05 | 142.5% | — | 0 | 100 |
| — | — | — | 3.7% | ₹— | 30,250 | ₹— | —% | — | — | — |
| — | — | — | 122.0% | ₹394.50 | 30,500 | ₹3207.45 | —% | — | — | — |
| — | — | — | 4.1% | ₹— | 30,750 | ₹— | —% | — | — | — |
| — | — | — | 119.5% | ₹310.35 | 31,000 | ₹3615.60 | —% | — | — | — |
| — | — | — | 4.5% | ₹— | 31,250 | ₹— | —% | — | — | — |
| — | — | — | 4.6% | ₹— | 31,500 | ₹— | —% | — | — | — |
| — | — | — | 4.8% | ₹— | 31,750 | ₹— | —% | — | — | — |
| — | — | — | 5.0% | ₹— | 32,000 | ₹— | —% | — | — | — |
| — | — | — | 5.1% | ₹— | 32,250 | ₹— | —% | — | — | — |
| — | — | — | 5.3% | ₹— | 32,500 | ₹— | —% | — | — | — |
| — | — | — | 5.7% | ₹— | 33,000 | ₹— | —% | — | — | — |
| — | — | — | 6.0% | ₹— | 33,500 | ₹— | —% | — | — | — |
| — | — | — | 6.3% | ₹— | 34,000 | ₹— | —% | — | — | — |
| — | — | — | 6.6% | ₹— | 34,500 | ₹— | —% | — | — | — |
| — | — | — | 7.0% | ₹— | 35,000 | ₹— | —% | — | — | — |
| — | — | — | 7.3% | ₹— | 35,500 | ₹— | —% | — | — | — |
| — | — | — | 7.6% | ₹— | 36,000 | ₹— | —% | — | — | — |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Key Strike Levels
The 12500 strike acts as a major psychological resistance and support, showing mirrored peak OI despite zero net change, indicating a potential pivot zone far below spot. Immediate resistance forms at 26000 — bolstered by highest CE OI buildup — while near-term support lies at 25000, reinforced by strong PE accumulation. The implied range stretches from 24750 to 26000, with 25250 emerging as a fulcrum on both call and put sides.
OI Buildup Activity
Fresh long calls enter swiftly at 26000, signaling aggressive bullish positioning as writers test uncharted premium territory. On the put side, 25000 sees robust OI addition, suggesting put writers are anchoring downside protection with confidence in floor sentiment. Secondary buildup at 25250 on both CE and PE reflects hedging or strangle setups, likely from institutional players balancing directional risk.
Volatility Read
ATM IV holds at 21.28% with neutral skew, implying no pronounced fear or greed in the structure — options pricing remains balanced. Absence of skew suggests writers are not overcommitted on either side, keeping premiums fair across strikes.
Strategy Implication
Bias favors range expansion plays with a slight edge to long premium above 25250, given fresh longs and elevated CE buildup at higher strikes.