SRF Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 1,860 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,880 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,900 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,920 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,940 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,960 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,980 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 2,000 | ₹— | —% | — | +800 | 14K |
| 0 | 0 | — | —% | ₹— | 2,020 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 2,040 | ₹— | —% | — | 0 | 11K |
| 0 | 0 | — | —% | ₹— | 2,060 | ₹— | —% | — | 0 | 400 |
| 0 | 0 | — | —% | ₹— | 2,080 | ₹— | —% | — | 0 | 3K |
| 2K | +800 | — | —% | ₹— | 2,100 | ₹— | —% | — | +2K | 28K |
| 0 | 0 | — | —% | ₹— | 2,120 | ₹— | —% | — | -400 | 4K |
| 0 | 0 | — | —% | ₹— | 2,140 | ₹— | —% | — | 0 | 4K |
| 0 | 0 | — | —% | ₹— | 2,160 | ₹— | —% | — | 0 | 10K |
| 0 | 0 | — | —% | ₹— | 2,180 | ₹— | —% | — | 0 | 5K |
| 36K | -200 | — | —% | ₹— | 2,200 | ₹— | —% | — | -1K | 88K |
| 6K | 0 | — | —% | ₹— | 2,220 | ₹— | —% | — | +600 | 20K |
| 5K | 0 | — | —% | ₹— | 2,240 | ₹— | —% | — | +1K | 19K |
| 5K | 0 | — | —% | ₹— | 2,260 | ₹— | —% | — | 0 | 20K |
| 6K | 0 | — | —% | ₹— | 2,280 | ₹— | —% | — | -600 | 12K |
| 1.3 L | +17K | — | —% | ₹— | 2,300 | ₹— | —% | — | +11K | 1.4 L |
| 14K | +200 | — | —% | ₹— | 2,320 | ₹— | —% | — | +2K | 17K |
| 68K | +4K | — | —% | ₹— | 2,340 | ₹— | —% | — | +4K | 60K |
| 46K | +5K | — | —% | ₹— | 2,360 | ₹— | —% | — | +1K | 36K |
| 11K | +2K | — | —% | ₹— | 2,380 | ₹— | —% | — | 0 | 3K |
| 1.7 L | +11K | — | —% | ₹— | 2,400ATM | ₹— | —% | — | +1K | 1.4 L |
| 10K | +3K | — | —% | ₹— | 2,420 | ₹— | —% | — | 0 | 2K |
| 14K | +2K | — | —% | ₹— | 2,440 | ₹— | —% | — | 0 | 9K |
| 17K | +3K | — | —% | ₹— | 2,460 | ₹— | —% | — | 0 | 2K |
| 8K | +1K | — | —% | ₹— | 2,480 | ₹— | —% | — | 0 | 1K |
| 1.7 L | +10K | — | —% | ₹— | 2,500 | ₹— | —% | — | +400 | 1.2 L |
| 14K | 0 | — | —% | ₹— | 2,520 | ₹— | —% | — | 0 | 200 |
| 7K | 0 | — | —% | ₹— | 2,540 | ₹— | —% | — | 0 | 600 |
| 27K | +9K | — | —% | ₹— | 2,560 | ₹— | —% | — | 0 | 0 |
| 10K | 0 | — | —% | ₹— | 2,580 | ₹— | —% | — | 0 | 0 |
| 1.4 L | +24K | — | —% | ₹— | 2,600 | ₹— | —% | — | +600 | 31K |
| 7K | 0 | — | —% | ₹— | 2,620 | ₹— | —% | — | 0 | 0 |
| 3K | 0 | — | —% | ₹— | 2,640 | ₹— | —% | — | 0 | 1K |
| 5K | +5K | — | —% | ₹— | 2,660 | ₹— | —% | — | 0 | 2K |
| 800 | 0 | — | —% | ₹— | 2,680 | ₹— | —% | — | 0 | 600 |
| 35K | +7K | — | —% | ₹— | 2,700 | ₹— | —% | — | 0 | 6K |
| 2K | 0 | — | —% | ₹— | 2,720 | ₹— | —% | — | 0 | 400 |
| 200 | 0 | — | —% | ₹— | 2,740 | ₹— | —% | — | 0 | 0 |
| 200 | 0 | — | —% | ₹— | 2,760 | ₹— | —% | — | 0 | 0 |
| 8K | 0 | — | —% | ₹— | 2,800 | ₹— | —% | — | 0 | 24K |
| 2K | +1K | — | —% | ₹— | 2,840 | ₹— | —% | — | 0 | 200 |
| 2K | +200 | — | —% | ₹— | 2,880 | ₹— | —% | — | 0 | 3K |
| 20K | -200 | — | —% | ₹— | 3,000 | ₹— | —% | — | 0 | 36K |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Live Greeks Panel
Key Strike Levels
Open interest concentration remains heavily anchored at the 1240 strike for both calls and puts, indicating a long-term structural baseline rather than immediate trading interest. Current price action near 2350 suggests traders are monitoring the broader 2300 to 2400 zone for near-term directional cues for the script. This disparity between legacy open interest and active strikes implies a consolidated trading range within the current monthly cycle.
OI Buildup Activity
Fresh call writing emerges prominently at the 2600 strike, adding 24,000 contracts, while sellers also establish substantial positions at 2300 and 2400. On the put side, maximum addition occurs at 2300 with 11,000 lots, followed by moderate accumulation at 2340 and 2240. This dual-sided buildup around the spot price reflects hedging activity alongside speculative positioning by writers at adjacent strikes, creating a dense liquidity cluster near current market levels.
Volatility Read
Implied volatility at the at-the-money level stands at 23.07%, signaling moderate pricing expectations for the underlying asset. The skew remains neutral, suggesting balanced demand between upside and downside protection among market participants.
Key OI Levels
The highest open interest concentration for both call and put options currently resides at the 1240 strike price.