Siemens Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 4K | 0 | — | —% | ₹— | 3,200 | ₹— | —% | — | -700 | 3K |
| — | — | — | —% | ₹— | 3,300 | ₹— | —% | — | +175 | 22K |
| 175 | 0 | — | —% | ₹— | 3,400 | ₹— | —% | — | 0 | 2K |
| — | — | — | —% | ₹— | 3,450 | ₹— | —% | — | 0 | 1K |
| 875 | 0 | — | —% | ₹— | 3,500 | ₹— | —% | — | -700 | 38K |
| 6K | 0 | — | —% | ₹— | 3,550 | ₹— | —% | — | — | — |
| 2K | +700 | — | —% | ₹— | 3,600 | ₹— | —% | — | +175 | 27K |
| 875 | 0 | — | —% | ₹— | 3,650 | ₹— | —% | — | 0 | 16K |
| 2K | 0 | — | —% | ₹— | 3,700 | ₹— | —% | — | -175 | 59K |
| 1K | +175 | — | —% | ₹— | 3,750 | ₹— | —% | — | -1K | 21K |
| 11K | 0 | — | —% | ₹— | 3,800 | ₹— | —% | — | -2K | 57K |
| 4K | +1K | — | —% | ₹— | 3,850 | ₹— | —% | — | -350 | 18K |
| 16K | -700 | — | —% | ₹— | 3,900 | ₹— | —% | — | -13K | 1.8 L |
| 9K | +1K | — | —% | ₹— | 3,950 | ₹— | —% | — | +350 | 30K |
| 1.8 L | +36K | — | —% | ₹— | 4,000 | ₹— | —% | — | +7K | 2.4 L |
| 50K | +3K | — | —% | ₹— | 4,050 | ₹— | —% | — | -2K | 43K |
| 3.7 L | +32K | — | —% | ₹— | 4,100ATM | ₹— | —% | — | -2K | 1.5 L |
| 71K | -3K | — | —% | ₹— | 4,150 | ₹— | —% | — | 0 | 18K |
| 3.4 L | +24K | — | —% | ₹— | 4,200 | ₹— | —% | — | -350 | 20K |
| 25K | +175 | — | —% | ₹— | 4,250 | ₹— | —% | — | 0 | 700 |
| 1.2 L | +11K | — | —% | ₹— | 4,300 | ₹— | —% | — | 0 | 1K |
| 25K | +5K | — | —% | ₹— | 4,350 | ₹— | —% | — | 0 | 175 |
| 53K | 0 | — | —% | ₹— | 4,400 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 4,450 | ₹— | —% | — | 0 | 0 |
| 1.0 L | -6K | — | —% | ₹— | 4,500 | ₹— | —% | — | 0 | 700 |
| 34K | +875 | — | —% | ₹— | 4,600 | ₹— | —% | — | 0 | 0 |
| 23K | -350 | — | —% | ₹— | 4,650 | ₹— | —% | — | — | — |
| 34K | -3K | — | —% | ₹— | 4,700 | ₹— | —% | — | — | — |
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 options market shows a pronounced concentration of open interest (OI) around the 4,000‑4,200 ₹ call cluster and the 3,600‑4,000 ₹ put cluster. The highest call OI sits at 2,500 contracts at the 4,000 ₹ strike, acting as a resistance point, while the same magnitude of put OI at 2,500 contracts sits at the 4,000 ₹ strike, providing a support level. Together, these bands suggest an implied price corridor roughly between 3,600 ₹ and 4,200 ₹ for the September expiry.
OI Buildup Activity
During the latest trading session, fresh call OI accumulates sharply at 4,000 ₹ (+36,050), 4,100 ₹ (+32,200) and 4,200 ₹ (+23,450), indicating aggressive positioning by market makers and speculative buyers near the upper band of the range. On the put side, new OI builds at 4,000 ₹ (+6,825), 3,600 ₹ (+525) and 3,950 ₹ (+175), reflecting modest defensive stacking below the current spot. The net inflow of contracts points to a widening of the existing OI walls rather than a relocation of the core exposure.
Volatility Read
The at‑the‑money implied volatility stands at 25.86 %, a level consistent with the medium‑term equity volatility profile for this asset. The volatility skew is bearish, meaning out‑of‑the‑money calls carry slightly higher IV than equivalent puts, which hints at a market tilt toward downside protection.
Key OI Levels
The strikes holding the maximum open interest are 4,000 ₹ for both calls (2,500 contracts) and puts (2,500 contracts).