SRF Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 1,320 | ₹— | 13.8% | — | — | — |
| — | — | — | —% | ₹— | 1,360 | ₹— | 13.2% | — | — | — |
| — | — | — | —% | ₹— | 1,400 | ₹— | 12.5% | — | — | — |
| — | — | — | —% | ₹— | 1,440 | ₹— | 11.9% | — | — | — |
| — | — | — | —% | ₹— | 1,480 | ₹— | 11.3% | — | — | — |
| — | — | — | —% | ₹— | 1,520 | ₹— | 10.7% | — | — | — |
| — | — | — | —% | ₹— | 1,560 | ₹— | 10.1% | — | — | — |
| — | — | — | —% | ₹— | 1,600 | ₹— | 9.6% | — | — | — |
| — | — | — | —% | ₹— | 1,640 | ₹— | 9.0% | — | — | — |
| — | — | — | —% | ₹— | 1,680 | ₹— | 8.5% | — | — | — |
| — | — | — | —% | ₹— | 1,700 | ₹— | 8.2% | — | — | — |
| — | — | — | —% | ₹— | 1,720 | ₹— | 8.0% | — | — | — |
| — | — | — | —% | ₹— | 1,740 | ₹— | 7.7% | — | — | — |
| — | — | — | —% | ₹— | 1,760 | ₹— | 7.5% | — | — | — |
| — | — | — | —% | ₹— | 1,780 | ₹— | 7.2% | — | — | — |
| — | — | — | —% | ₹— | 1,800 | ₹— | 7.0% | — | — | — |
| — | — | — | —% | ₹— | 1,820 | ₹— | 6.7% | — | — | — |
| — | — | — | —% | ₹— | 1,840 | ₹— | 6.5% | — | — | — |
| — | — | — | —% | ₹— | 1,860 | ₹— | 6.3% | — | — | — |
| — | — | — | —% | ₹— | 1,880 | ₹— | 6.0% | — | — | — |
| — | — | — | —% | ₹— | 1,900 | ₹— | 5.8% | — | — | — |
| — | — | — | —% | ₹— | 1,920 | ₹— | 5.5% | — | — | — |
| — | — | — | —% | ₹— | 1,940 | ₹— | 5.3% | — | — | — |
| — | — | — | —% | ₹743.95 | 1,960 | ₹0.50 | 68.0% | 200 | 0 | 10K |
| — | — | — | —% | ₹— | 1,980 | ₹— | 4.9% | — | — | — |
| — | — | — | —% | ₹716.40 | 2,000 | ₹0.60 | 64.4% | 800 | 0 | 13K |
| — | — | — | —% | ₹— | 2,020 | ₹— | 4.4% | — | — | — |
| 200 | 0 | — | 91.8% | ₹438.90 | 2,040 | ₹3.70 | 75.3% | — | — | — |
| — | — | — | —% | ₹552.50 | 2,060 | ₹5.35 | 77.5% | — | — | — |
| — | — | — | —% | ₹640.85 | 2,080 | ₹6.80 | 78.0% | — | — | — |
| 3K | 0 | — | 107.8% | ₹396.00 | 2,100 | ₹1.50 | 56.2% | — | 0 | 53K |
| 400 | 0 | — | —% | ₹295.15 | 2,120 | ₹1.65 | 57.3% | 400 | 0 | 9K |
| — | — | — | 216.9% | ₹478.50 | 2,140 | ₹2.60 | 55.5% | — | 0 | 9K |
| 7K | 0 | — | —% | ₹270.20 | 2,160 | ₹3.90 | 56.8% | — | 0 | 4K |
| — | — | — | 207.3% | ₹442.65 | 2,180 | ₹5.05 | 56.6% | — | 0 | 6K |
| 400 | 0 | — | 81.9% | ₹293.00 | 2,200 | ₹3.40 | 51.6% | 7K | +3K | 50K |
| — | — | — | 198.3% | ₹407.75 | 2,220 | ₹5.05 | 50.0% | — | 0 | 800 |
| — | — | — | 277.6% | ₹496.70 | 2,240 | ₹6.20 | 49.1% | — | 0 | 8K |
| — | — | — | 189.9% | ₹374.00 | 2,260 | ₹4.90 | 45.3% | 5K | -200 | 8K |
| — | — | — | 267.1% | ₹462.70 | 2,280 | ₹5.45 | 43.4% | 3K | -200 | 8K |
| 16K | -1K | 2K | 43.8% | ₹189.90 | 2,300 | ₹6.40 | 41.6% | 16K | +8K | 92K |
| — | — | — | 257.1% | ₹429.65 | 2,320 | ₹7.85 | 39.8% | 6K | +1K | 10K |
| 9K | -2K | 2K | 40.6% | ₹153.15 | 2,340 | ₹9.90 | 39.6% | 13K | +2K | 27K |
| 13K | +400 | 800 | 37.7% | ₹135.30 | 2,360 | ₹11.60 | 37.8% | 8K | +1K | 23K |
| 23K | 0 | — | 40.9% | ₹112.60 | 2,380 | ₹15.45 | 37.6% | 19K | -200 | 16K |
| 96K | -800 | 20K | 37.2% | ₹102.50 | 2,400 | ₹18.60 | 35.9% | 35K | -800 | 1.7 L |
| 29K | 0 | 3K | 37.9% | ₹88.55 | 2,420 | ₹23.70 | 35.0% | 24K | -2K | 41K |
| 95K | -3K | 27K | 37.4% | ₹74.90 | 2,440 | ₹29.60 | 35.1% | 29K | -5K | 53K |
| 72K | +2K | 75K | 36.1% | ₹61.60 | 2,460 | ₹37.10 | 33.7% | 88K | +10K | 68K |
| 52K | +3K | 85K | 36.3% | ₹51.35 | 2,480 | ₹45.05 | 32.6% | 47K | +3K | 34K |
| 4.4 L | +25K | 4.2 L | 35.5% | ₹41.00 | 2,500ATM | ₹57.00 | 33.4% | 78K | +5K | 1.6 L |
| 1.5 L | +4K | 1.8 L | 35.2% | ₹32.55 | 2,520 | ₹67.30 | 32.2% | 50K | +3K | 56K |
| 68K | -2K | 90K | 34.5% | ₹25.00 | 2,540 | ₹79.85 | 31.5% | 23K | +6K | 32K |
| 55K | +5K | 53K | 34.4% | ₹19.20 | 2,560 | ₹96.50 | 35.2% | — | 0 | 20K |
| 24K | -3K | 21K | 33.6% | ₹14.55 | 2,580 | ₹102.90 | —% | — | 0 | 6K |
| 2.3 L | -6K | 1.4 L | 34.3% | ₹10.90 | 2,600 | ₹126.50 | 32.7% | 200 | 0 | 78K |
| 23K | -200 | 8K | 34.0% | ₹8.05 | 2,620 | ₹170.00 | 49.4% | — | 0 | 1K |
| 61K | +400 | 12K | 34.3% | ₹5.90 | 2,640 | ₹135.65 | —% | — | 0 | 400 |
| 1.0 L | -200 | 39K | 34.3% | ₹4.25 | 2,660 | ₹160.90 | —% | — | 0 | 800 |
| 66K | +2K | 16K | 35.3% | ₹3.65 | 2,680 | ₹199.95 | 41.0% | 200 | 0 | 1K |
| 2.1 L | -32K | 65K | 36.4% | ₹2.75 | 2,700 | ₹184.00 | —% | — | 0 | 6K |
| 7K | 0 | — | 41.6% | ₹3.45 | 2,720 | ₹227.75 | 48.7% | 400 | 0 | 400 |
| 11K | 0 | — | 43.5% | ₹3.25 | 2,740 | ₹277.00 | 52.8% | — | 0 | 1K |
| 9K | 0 | — | 43.5% | ₹2.45 | 2,760 | ₹278.70 | —% | — | 0 | 800 |
| 9K | 0 | — | 43.2% | ₹1.75 | 2,780 | ₹297.00 | —% | — | 0 | 200 |
| 47K | -1K | 5K | 41.7% | ₹1.15 | 2,800 | ₹315.00 | —% | — | 0 | 26K |
| 7K | 0 | — | 60.1% | ₹6.10 | 2,820 | ₹334.50 | —% | — | 0 | 400 |
| 1K | 0 | — | 91.5% | ₹25.60 | 2,840 | ₹340.00 | —% | — | 0 | 600 |
| 8K | 0 | — | 52.7% | ₹2.00 | 2,860 | ₹335.30 | —% | — | +600 | 600 |
| 800 | 0 | — | 88.6% | ₹18.65 | 2,880 | ₹385.70 | —% | — | 0 | 200 |
| 23K | 0 | 600 | 46.2% | ₹0.70 | 2,900 | ₹389.45 | —% | — | 0 | 3K |
| 600 | 0 | — | 98.2% | ₹21.70 | 2,920 | ₹411.55 | —% | — | 0 | 200 |
| — | — | — | 123.4% | ₹40.80 | 2,940 | ₹363.60 | —% | — | — | — |
| — | — | — | 167.5% | ₹84.25 | 2,960 | ₹505.00 | 95.7% | — | 0 | 200 |
| — | — | — | 122.0% | ₹34.30 | 2,980 | ₹396.65 | —% | — | — | — |
| 52K | -2K | 8K | 49.2% | ₹0.20 | 3,000 | ₹500.00 | —% | 200 | 0 | 21K |
| — | — | — | 4.4% | ₹— | 3,020 | ₹— | —% | — | — | — |
| — | — | — | —% | ₹65.05 | 3,040 | ₹475.00 | —% | — | 0 | 800 |
| — | — | — | 4.7% | ₹— | 3,060 | ₹— | —% | — | — | — |
| 200 | 0 | — | 68.8% | ₹1.20 | 3,080 | ₹588.50 | —% | — | 0 | 9K |
| — | — | — | 5.0% | ₹— | 3,100 | ₹— | —% | — | — | — |
| — | — | — | —% | ₹49.45 | 3,120 | ₹439.50 | —% | — | — | — |
| — | — | — | 5.3% | ₹— | 3,140 | ₹— | —% | — | — | — |
| — | — | — | —% | ₹43.00 | 3,160 | ₹472.40 | —% | — | — | — |
| — | — | — | 5.6% | ₹— | 3,180 | ₹— | —% | — | — | — |
| — | — | — | —% | ₹37.25 | 3,200 | ₹506.05 | —% | — | — | — |
| — | — | — | 5.8% | ₹— | 3,220 | ₹— | —% | — | — | — |
| — | — | — | —% | ₹32.20 | 3,240 | ₹540.35 | —% | — | — | — |
| — | — | — | 6.1% | ₹— | 3,260 | ₹— | —% | — | — | — |
| — | — | — | —% | ₹27.75 | 3,280 | ₹575.30 | —% | — | — | — |
| — | — | — | —% | ₹23.85 | 3,320 | ₹610.80 | —% | — | — | — |
| — | — | — | —% | ₹20.45 | 3,360 | ₹646.80 | —% | — | — | — |
| — | — | — | —% | ₹17.50 | 3,400 | ₹879.00 | —% | — | 0 | 7K |
| — | — | — | —% | ₹14.95 | 3,440 | ₹720.05 | —% | — | — | — |
| — | — | — | 7.6% | ₹— | 3,480 | ₹— | —% | — | — | — |
| — | — | — | 7.8% | ₹— | 3,520 | ₹— | —% | — | — | — |
| — | — | — | 8.1% | ₹— | 3,560 | ₹— | —% | — | — | — |
| — | — | — | 8.3% | ₹— | 3,600 | ₹— | —% | — | — | — |
| — | — | — | 8.6% | ₹— | 3,640 | ₹— | —% | — | — | — |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Key Strike Levels
Immediate resistance aligns at 1320 CE, where peak call OI confluence suggests strong writer presence. Equally, 1320 PE marks a pivotal support level, indicating aggressive put writing beneath spot. The implied range is currently boxed between 1320 and 2500, with 2520 emerging as a key inflection point.
OI Buildup Activity
Fresh longs are building in 2500 CE (+1,36,800) and 2520 CE (+1,03,200), signaling aggressive call writing at higher strikes to cap upside. Notably, 2520 PE also saw significant OI addition (+45,400), reflecting hedging or short buildup around this technical node. Writers are anchoring at 2520 both in calls and puts, suggesting a high-conviction two-way barrier.
Volatility Read
ATM IV at 32.3% indicates elevated premium levels, favoring sellers in a range-bound setup. The bearish skew underscores defensive positioning, with puts commanding higher implied volatility than calls.
Strategy Implication
Bias leans toward range-bound writing with edges at 2500 and 2520, capitalizing on two-sided OI clustering and volatility premium.