Siemens Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 2,600 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 2,700 | ₹— | —% | — | +525 | 525 |
| 0 | 0 | — | —% | ₹— | 2,750 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 2,800 | ₹— | —% | — | -2K | 2K |
| 0 | 0 | — | —% | ₹— | 2,850 | ₹— | —% | — | 0 | 1K |
| 0 | 0 | — | —% | ₹— | 2,900 | ₹— | —% | — | 0 | 17K |
| 0 | 0 | — | —% | ₹— | 2,950 | ₹— | —% | — | 0 | 4K |
| 0 | 0 | — | —% | ₹— | 3,000 | ₹— | —% | — | +9K | 25K |
| 0 | 0 | — | —% | ₹— | 3,050 | ₹— | —% | — | +175 | 5K |
| 350 | 0 | — | —% | ₹— | 3,100 | ₹— | —% | — | +6K | 15K |
| 0 | 0 | — | —% | ₹— | 3,150 | ₹— | —% | — | -16K | 26K |
| 30K | -175 | — | —% | ₹— | 3,200 | ₹— | —% | — | -14K | 62K |
| 15K | -350 | — | —% | ₹— | 3,250 | ₹— | —% | — | +43K | 61K |
| 39K | -875 | — | —% | ₹— | 3,300 | ₹— | —% | — | -525 | 39K |
| 27K | -33K | — | —% | ₹— | 3,350 | ₹— | —% | — | +525 | 2K |
| 1.2 L | +52K | — | —% | ₹— | 3,400ATM | ₹— | —% | — | +4K | 41K |
| 15K | +3K | — | —% | ₹— | 3,450 | ₹— | —% | — | 0 | 6K |
| 47K | -3K | — | —% | ₹— | 3,500 | ₹— | —% | — | -350 | 23K |
| 8K | +1K | — | —% | ₹— | 3,550 | ₹— | —% | — | 0 | 1K |
| 35K | -2K | — | —% | ₹— | 3,600 | ₹— | —% | — | 0 | 13K |
| 11K | -1K | — | —% | ₹— | 3,650 | ₹— | —% | — | 0 | 4K |
| 26K | +4K | — | —% | ₹— | 3,700 | ₹— | —% | — | 0 | 22K |
| 10K | +525 | — | —% | ₹— | 3,750 | ₹— | —% | — | 0 | 4K |
| 36K | -12K | — | —% | ₹— | 3,800 | ₹— | —% | — | 0 | 21K |
| 15K | +175 | — | —% | ₹— | 3,850 | ₹— | —% | — | 0 | 175 |
| 2K | -175 | — | —% | ₹— | 3,900 | ₹— | —% | — | 0 | 4K |
| 3K | 0 | — | —% | ₹— | 3,950 | ₹— | —% | — | 0 | 525 |
| 16K | +525 | — | —% | ₹— | 4,000 | ₹— | —% | — | 0 | 26K |
| 0 | 0 | — | —% | ₹— | 4,050 | ₹— | —% | — | 0 | 175 |
| 0 | 0 | — | —% | ₹— | 4,100 | ₹— | —% | — | 0 | 0 |
| 2K | 0 | — | —% | ₹— | 4,150 | ₹— | —% | — | 0 | 0 |
| 3K | 0 | — | —% | ₹— | 4,200 | ₹— | —% | — | 0 | 175 |
| 0 | 0 | — | —% | ₹— | 4,250 | ₹— | —% | — | 0 | 0 |
| 525 | +350 | — | —% | ₹— | 4,300 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 4,400 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 4,500 | ₹— | —% | — | 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 peaks at the 3400 call and 3250 put strikes, each with 1,400 contracts, forming a strong resistance and support zone respectively, as market participants concentrate hedging activity around these levels. The concentration of open interest suggests an implied price corridor between ₹3200 and ₹3500 for the November expiry, reflecting trader consensus on near‑term valuation. With the underlying at ₹3,373, the market views the 3400 call and 3250 put as the primary points of contention, indicating balanced speculative pressure.
OI Buildup Activity
During the latest reporting period, the 3400 call contract gains an additional 52,325 contracts, indicating aggressive new writing at that level, as sellers lock in premium amid expectations of limited upside. The 3250 put sees a fresh influx of 43,400 contracts, pointing to a similar buildup of bearish protection, with participants seeking downside guard as volatility steadies. Smaller but notable additions appear at the 3700 call (+3,500), 3450 call (+2,450), 3000 put (+9,100) and 3100 put (+5,600), reflecting incremental positioning around the band and suggesting hedgers fine‑tune exposure across the range.
Volatility Read
The at‑the‑money implied volatility stands at 31.26 %, implying premium pricing for the November series, which remains in line with historical averages. The volatility skew remains neutral, showing no pronounced bias toward either calls or puts, underscoring a risk sentiment.
Key OI Levels
The strikes with the highest open interest are 3400 for calls and 3250 for puts, each registering 1,400 contracts.