Siemens Energy India Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 2,200 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 2,300 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 2,350 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 2,400 | ₹— | —% | — | +350 | 350 |
| 0 | 0 | — | —% | ₹— | 2,450 | ₹— | —% | — | +350 | 350 |
| 0 | 0 | — | —% | ₹— | 2,500 | ₹— | —% | — | -3K | 8K |
| 0 | 0 | — | —% | ₹— | 2,550 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 2,600 | ₹— | —% | — | +175 | 175 |
| 175 | 0 | — | —% | ₹— | 2,650 | ₹— | —% | — | 0 | 350 |
| 2K | 0 | — | —% | ₹— | 2,700 | ₹— | —% | — | +1K | 5K |
| 0 | 0 | — | —% | ₹— | 2,750 | ₹— | —% | — | 0 | 0 |
| 12K | +9K | — | —% | ₹— | 2,800 | ₹— | —% | — | +9K | 16K |
| 525 | 0 | — | —% | ₹— | 2,850 | ₹— | —% | — | 0 | 175 |
| 7K | +1K | — | —% | ₹— | 2,900 | ₹— | —% | — | 0 | 2K |
| 0 | 0 | — | —% | ₹— | 2,950 | ₹— | —% | — | 0 | 175 |
| 22K | +1K | — | —% | ₹— | 3,000ATM | ₹— | —% | — | 0 | 13K |
| 0 | 0 | — | —% | ₹— | 3,050 | ₹— | —% | — | 0 | 0 |
| 16K | +1K | — | —% | ₹— | 3,100 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 3,150 | ₹— | —% | — | 0 | 0 |
| 875 | 0 | — | —% | ₹— | 3,200 | ₹— | —% | — | 0 | 4K |
| 0 | 0 | — | —% | ₹— | 3,250 | ₹— | —% | — | 0 | 0 |
| 175 | +175 | — | —% | ₹— | 3,300 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 3,350 | ₹— | —% | — | 0 | 0 |
| 4K | +4K | — | —% | ₹— | 3,400 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 3,450 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 3,500 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 3,550 | ₹— | —% | — | 0 | 0 |
| 2K | +175 | — | —% | ₹— | 3,600 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 3,650 | ₹— | —% | — | 0 | 0 |
| 2K | 0 | — | —% | ₹— | 3,700 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 3,800 | ₹— | —% | — | 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 landscape clusters around the ₹2,800, ₹2,900 and ₹3,400 call strikes, together holding roughly 55 % of total call OI, while put OI concentrates near the ₹2,700 and ₹2,800 levels, accounting for about 48 % of the put side. This distribution suggests a market‑implied price corridor between ₹2,700 and ₹3,400 for the underlying through the November expiry. The resistance‑leaning call concentration at ₹2,800 and ₹3,400 alongside support‑leaning put concentration at ₹2,700 and ₹2,800 frames a relatively tight range despite a modest 30.35 % at‑the‑money implied volatility.
OI Buildup Activity
The latest OI snapshot records a fresh addition of 9,275 contracts at the ₹2,800 call, indicating aggressive new writing at the nearest‑term resistance. Similarly, the ₹2,800 put sees an influx of 8,400 contracts, reflecting defensive positioning that bolsters the identified support zone. Additional accumulations of 1,575 calls at ₹3,400, 1,225 calls at ₹2,900, and 1,750 puts at ₹2,700 demonstrate a layered build‑up across both sides of the market.
Volatility Read
Implied volatility sits at 30.35 % for the at‑the‑money strike, aligning with a moderate risk premium for the underlying. Traders price a steeper drop‑side bias, which pushes the put vol curve upward relative to the call side.
Key OI Levels
The largest call OI of 1,200 contracts resides at the ₹2,800 strike, while the biggest put OI of 1,200 contracts concentrates at the ₹2,800 strike as well.