SRF Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 600 | +600 | — | —% | ₹— | 2,200 | ₹— | —% | — | -1K | 3K |
| 200 | 0 | — | —% | ₹— | 2,300 | ₹— | —% | — | +8K | 21K |
| 600 | 0 | — | —% | ₹— | 2,350 | ₹— | —% | — | 0 | 0 |
| 4K | 0 | — | —% | ₹— | 2,400 | ₹— | —% | — | +27K | 1.2 L |
| 200 | +200 | — | —% | ₹— | 2,450 | ₹— | —% | — | -4K | 10K |
| 46K | +12K | — | —% | ₹— | 2,500 | ₹— | —% | — | -41K | 1.6 L |
| 97K | +40K | — | —% | ₹— | 2,550 | ₹— | —% | — | +13K | 1.1 L |
| 3.8 L | +85K | — | —% | ₹— | 2,600ATM | ₹— | —% | — | +26K | 2.3 L |
| 1.4 L | -8K | — | —% | ₹— | 2,650 | ₹— | —% | — | +4K | 81K |
| 3.0 L | -54K | — | —% | ₹— | 2,700 | ₹— | —% | — | +400 | 1.8 L |
| 0 | 0 | — | —% | ₹— | 2,750 | ₹— | —% | — | 0 | 200 |
| 1.4 L | +26K | — | —% | ₹— | 2,800 | ₹— | —% | — | +400 | 36K |
| 0 | 0 | — | —% | ₹— | 2,850 | ₹— | —% | — | 0 | 1K |
| 25K | +2K | — | —% | ₹— | 2,900 | ₹— | —% | — | 0 | 8K |
| 45K | -1K | — | —% | ₹— | 3,000 | ₹— | —% | — | 0 | 9K |
| 11K | +4K | — | —% | ₹— | 3,100 | ₹— | —% | — | 0 | 21K |
| 2K | +800 | — | —% | ₹— | 3,400 | ₹— | —% | — | — | — |
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 (OI) landscape centres around the ₹2,600 and ₹2,550 call strikes, together accounting for roughly 30 % of total call OI. On the put side, the ₹2,400 and ₹2,600 strikes dominate, holding a similar share of put OI. This concentration creates an implied price corridor roughly between ₹2,400 and ₹2,800, with the current spot of ₹2,547 nestled near the middle of the range.
OI Buildup Activity
On the call side, the ₹2,600 strike gains the largest fresh OI, adding 86,200 contracts, followed by the ₹2,550 strike with an increase of 40,200 and the ₹2,800 strike with 25,600 new contracts. The put market sees the most pronounced buildup at the ₹2,400 strike, where 27,000 contracts are added, while the ₹2,600 and ₹2,550 strikes capture 26,200 and 12,800 fresh contracts respectively. These inflows suggest that market participants are actively positioning, with a tilt toward protective puts near support and aggressive calls near resistance.
Volatility Read
The at‑the‑money implied volatility stands at 20.99 %, indicating moderate pricing of forward risk. The volatility skew is neutral, reflecting an even distribution of implied volatility across strikes.
Key OI Levels
The highest call OI sits at the ₹2,600 strike (1,400 contracts) and the highest put OI also resides at the ₹2,600 strike (1,400 contracts).