Supreme Industries Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 3,000 | ₹— | —% | — | +350 | 5K |
| 525 | 0 | — | —% | ₹— | 3,100 | ₹— | —% | — | 0 | 350 |
| 1K | 0 | — | —% | ₹— | 3,150 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 3,200 | ₹— | —% | — | +3K | 9K |
| 0 | 0 | — | —% | ₹— | 3,250 | ₹— | —% | — | 0 | 175 |
| 5K | 0 | — | —% | ₹— | 3,300 | ₹— | —% | — | +27K | 78K |
| 1K | +350 | — | —% | ₹— | 3,350 | ₹— | —% | — | 0 | 16K |
| 5K | 0 | — | —% | ₹— | 3,400 | ₹— | —% | — | +6K | 20K |
| 1K | +875 | — | —% | ₹— | 3,450 | ₹— | —% | — | 0 | 0 |
| 27K | +2K | — | —% | ₹— | 3,500 | ₹— | —% | — | -8K | 61K |
| 24K | +4K | — | —% | ₹— | 3,550 | ₹— | —% | — | -700 | 19K |
| 84K | +7K | — | —% | ₹— | 3,600 | ₹— | —% | — | -525 | 59K |
| 59K | -2K | — | —% | ₹— | 3,650 | ₹— | —% | — | 0 | 24K |
| 1.5 L | +9K | — | —% | ₹— | 3,700 | ₹— | —% | — | -1K | 22K |
| 29K | 0 | — | —% | ₹— | 3,750 | ₹— | —% | — | 0 | 0 |
| 57K | +1K | — | —% | ₹— | 3,800 | ₹— | —% | — | 0 | 4K |
| 27K | 0 | — | —% | ₹— | 3,850 | ₹— | —% | — | 0 | 1K |
| 2.1 L | +96K | — | —% | ₹— | 3,900ATM | ₹— | —% | — | 0 | 2K |
| 11K | 0 | — | —% | ₹— | 3,950 | ₹— | —% | — | 0 | 0 |
| 22K | +525 | — | —% | ₹— | 4,000 | ₹— | —% | — | 0 | 2K |
| 20K | -2K | — | —% | ₹— | 4,100 | ₹— | —% | — | 0 | 0 |
| 14K | 0 | — | —% | ₹— | 4,200 | ₹— | —% | — | 0 | 1K |
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 shows a pronounced concentration at the 3,600 ₹ and 3,700 ₹ call strikes, together accounting for roughly 5 % of the total call OI. On the put side, the 3,300 ₹ and 3,400 ₹ strikes dominate, each holding close to 4 % of the overall put OI. This distribution pins the market’s implied range between ₹3,300 and ₹3,700, with the spot price of ₹3,475 sitting comfortably in the middle, suggesting a balanced view of upside and downside risk.
OI Buildup Activity
During the latest data window, fresh call OI appears at the 3,900 ₹ strike (+95,900 contracts) and modestly at 3,700 ₹ (+9,100) and 3,600 ₹ (+7,175), indicating that new writers are positioning above the current price to capture premium. On the put side, the 3,300 ₹ level absorbs the largest addition (+27,475 contracts), while 3,400 ₹ (+6,125) and 3,200 ₹ (+2,975) see smaller inflows, reflecting defensive positioning beneath the spot. The net effect is a buildup of protective puts at the lower end and speculative calls at the higher end, consistent with a view that the underlying may drift within the established band.
Volatility Read
The at‑the‑money implied volatility stands at 26.14 %, indicating moderate price uncertainty for the September expiry. The volatility skew is bearish, with out‑of‑the‑money calls priced lower than comparable puts, hinting that market participants expect a softer downside bias.
Key OI Levels
The highest concentration of call OI sits at the 3,600 ₹ strike, while the peak put OI resides at the 3,300 ₹ strike.