Siemens Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 1,500 | ₹— | 20.0% | — | — | — |
| — | — | — | —% | ₹— | 1,600 | ₹— | 18.6% | — | — | — |
| — | — | — | —% | ₹— | 1,700 | ₹— | 17.3% | — | — | — |
| — | — | — | —% | ₹— | 1,800 | ₹— | 16.0% | — | — | — |
| — | — | — | —% | ₹— | 1,900 | ₹— | 14.8% | — | — | — |
| — | — | — | —% | ₹— | 2,000 | ₹— | 13.7% | — | — | — |
| — | — | — | —% | ₹— | 2,100 | ₹— | 12.6% | — | — | — |
| — | — | — | —% | ₹— | 2,150 | ₹— | 12.1% | — | — | — |
| — | — | — | —% | ₹— | 2,200 | ₹— | 11.6% | — | — | — |
| — | — | — | —% | ₹— | 2,250 | ₹— | 11.1% | — | — | — |
| — | — | — | —% | ₹— | 2,300 | ₹— | 10.6% | — | — | — |
| — | — | — | —% | ₹— | 2,350 | ₹— | 10.1% | — | — | — |
| — | — | — | —% | ₹564.25 | 2,400 | ₹33.50 | —% | — | — | — |
| — | — | — | —% | ₹— | 2,450 | ₹— | 9.2% | — | — | — |
| — | — | — | —% | ₹484.15 | 2,500 | ₹0.75 | —% | 18K | +175 | 14K |
| — | — | — | —% | ₹851.05 | 2,550 | ₹0.70 | —% | 350 | 0 | 2K |
| 1K | 0 | — | —% | ₹1039.90 | 2,600 | ₹1.05 | —% | 525 | 0 | 2K |
| — | — | — | —% | ₹757.50 | 2,650 | ₹1.30 | —% | — | 0 | 1K |
| 875 | 0 | — | —% | ₹406.45 | 2,700 | ₹2.00 | —% | 175 | 0 | 15K |
| 175 | 0 | — | —% | ₹678.40 | 2,750 | ₹2.40 | —% | — | 0 | 3K |
| 3K | 0 | — | —% | ₹618.00 | 2,800 | ₹1.50 | —% | 700 | 0 | 20K |
| 4K | 0 | — | —% | ₹381.30 | 2,850 | ₹1.00 | 77.3% | — | 0 | 6K |
| 12K | 0 | — | —% | ₹630.00 | 2,900 | ₹1.50 | 80.2% | 3K | -2K | 23K |
| 10K | 0 | 175 | —% | ₹810.00 | 2,950 | ₹1.90 | 77.5% | 350 | 0 | 13K |
| 20K | -175 | 525 | —% | ₹750.00 | 3,000 | ₹1.95 | 73.4% | 24K | +1K | 79K |
| 12K | 0 | — | —% | ₹660.55 | 3,050 | ₹2.55 | 67.8% | — | 0 | 15K |
| 33K | 0 | — | 97.3% | ₹636.85 | 3,100 | ₹2.50 | 66.4% | 11K | +1K | 68K |
| 23K | 0 | — | 47.7% | ₹500.55 | 3,150 | ₹3.10 | 64.4% | 5K | -4K | 20K |
| 38K | 0 | 700 | 41.5% | ₹559.75 | 3,200 | ₹3.75 | 60.6% | 22K | +2K | 73K |
| 12K | 0 | — | —% | ₹448.30 | 3,250 | ₹4.15 | 57.0% | 9K | +1K | 36K |
| 28K | -175 | 2K | 50.9% | ₹472.00 | 3,300 | ₹4.95 | 53.0% | 48K | +5K | 98K |
| 21K | -175 | 525 | —% | ₹414.90 | 3,350 | ₹6.55 | 51.4% | 11K | -2K | 29K |
| 31K | -1K | 2K | —% | ₹351.35 | 3,400 | ₹8.30 | 48.1% | 73K | +7K | 1.3 L |
| 28K | 0 | — | —% | ₹267.65 | 3,450 | ₹10.35 | 45.5% | 57K | -3K | 79K |
| 1.2 L | -1K | 7K | 33.1% | ₹258.00 | 3,500 | ₹14.70 | 43.0% | 1.3 L | -11K | 1.8 L |
| 19K | -525 | 3K | 32.0% | ₹212.70 | 3,550 | ₹20.15 | 41.1% | 65K | -350 | 98K |
| 75K | +700 | 23K | 35.5% | ₹171.90 | 3,600 | ₹29.30 | 39.8% | 2.1 L | +39K | 1.4 L |
| 61K | -3K | 34K | 37.5% | ₹135.40 | 3,650 | ₹42.55 | 40.3% | 89K | +11K | 71K |
| 1.1 L | +2K | 2.9 L | 38.0% | ₹105.00 | 3,700 | ₹61.95 | 39.8% | 2.1 L | +15K | 63K |
| 96K | +14K | 3.2 L | 38.0% | ₹79.00 | 3,750 | ₹86.35 | 40.5% | 1.6 L | +3K | 29K |
| 1.9 L | +36K | 5.1 L | 39.4% | ₹61.00 | 3,800 | ₹115.05 | 40.6% | 89K | +12K | 30K |
| 37K | -3K | 1.1 L | 39.8% | ₹42.80 | 3,850 | ₹187.30 | 63.2% | — | 0 | 3K |
| 2.0 L | +23K | 3.6 L | 41.4% | ₹33.30 | 3,900 | ₹230.00 | 68.3% | — | 0 | 6K |
| 1.1 L | +66K | 1.4 L | 42.8% | ₹24.95 | 3,950 | ₹908.60 | 363.6% | — | — | — |
| 6.0 L | +4.7 L | 12.7 L | 43.7% | ₹17.95 | 4,000ATM | ₹260.00 | —% | — | 0 | 175 |
| — | — | — | 1.9% | ₹— | 4,050 | ₹— | —% | — | — | — |
| 1.2 L | +64K | 2.4 L | 45.8% | ₹9.50 | 4,100 | ₹861.70 | 294.8% | — | — | — |
| — | — | — | 2.4% | ₹— | 4,150 | ₹— | —% | — | — | — |
| 61K | +16K | 1.4 L | 48.7% | ₹5.50 | 4,200 | ₹1165.45 | 406.0% | — | — | — |
| — | — | — | 3.0% | ₹— | 4,250 | ₹— | —% | — | — | — |
| — | — | — | 3.2% | ₹— | 4,300 | ₹— | —% | — | — | — |
| — | — | — | 3.5% | ₹— | 4,350 | ₹— | —% | — | — | — |
| — | — | — | 3.7% | ₹— | 4,400 | ₹— | —% | — | — | — |
| — | — | — | 4.0% | ₹— | 4,450 | ₹— | —% | — | — | — |
| — | — | — | 4.2% | ₹— | 4,500 | ₹— | —% | — | — | — |
| — | — | — | 4.5% | ₹— | 4,550 | ₹— | —% | — | — | — |
| — | — | — | 4.7% | ₹— | 4,600 | ₹— | —% | — | — | — |
| — | — | — | 5.2% | ₹— | 4,700 | ₹— | —% | — | — | — |
| — | — | — | 5.6% | ₹— | 4,800 | ₹— | —% | — | — | — |
| — | — | — | 6.1% | ₹— | 4,900 | ₹— | —% | — | — | — |
| — | — | — | 6.5% | ₹— | 5,000 | ₹— | —% | — | — | — |
| — | — | — | 7.0% | ₹— | 5,100 | ₹— | —% | — | — | — |
| — | — | — | 7.4% | ₹— | 5,200 | ₹— | —% | — | — | — |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Key Strike Levels
Strong resistance sits at ₹4100, with peak call OI buildup reflecting writer conviction. Immediate support anchors at ₹3650, backed by robust put OI accumulation. The implied range narrows between ₹3650 and ₹4100, with ₹3850–₹3700 acting as the core consolidation zone.
OI Buildup Activity
Fresh long calls dominate at ₹4000 and ₹4100, signaling aggressive upside positioning by bulls. On the put side, writers are adding significant exposure at ₹3650 and ₹3700, suggesting line-in-the-sand defense below current spot. ₹3500 sees notable long put addition, but absence of OI at lower strikes indicates no broad collapse hedge.
Volatility Read
ATM IV holds at 35.45%, reflecting sustained premium pricing amid event uncertainty. Neutral skew confirms balanced risk pricing—no panic in puts or froth in calls.
Strategy Implication
Bias leans range-bound with asymmetric upside appetite, favoring structures that capitalize on anchored support and defined resistance.