Swiggy Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 200 | ₹— | —% | — | +4K | 38K |
| 5K | 0 | — | —% | ₹— | 230 | ₹— | —% | — | +1.6 L | 7.7 L |
| 1.8 L | 0 | — | —% | ₹— | 240 | ₹— | —% | — | +7.5 L | 35.5 L |
| 0 | 0 | — | —% | ₹— | 245 | ₹— | —% | — | -5K | 2.3 L |
| 1.6 L | +2K | — | —% | ₹— | 250 | ₹— | —% | — | -62K | 14.2 L |
| 97K | +26K | — | —% | ₹— | 255 | ₹— | —% | — | -37K | 7.7 L |
| 7.9 L | +57K | — | —% | ₹— | 260 | ₹— | —% | — | +8.8 L | 31.8 L |
| 9.9 L | +13K | — | —% | ₹— | 265 | ₹— | —% | — | -93K | 12.8 L |
| 38.3 L | +8.5 L | — | —% | ₹— | 270 | ₹— | —% | — | +9.2 L | 42.7 L |
| 12.0 L | +7K | — | —% | ₹— | 275 | ₹— | —% | — | +4.4 L | 13.7 L |
| 46.0 L | +14.9 L | — | —% | ₹— | 280 | ₹— | —% | — | +11.9 L | 31.7 L |
| 23.5 L | +10.8 L | — | —% | ₹— | 285 | ₹— | —% | — | +9.6 L | 15.1 L |
| 53.4 L | -7.1 L | — | —% | ₹— | 290ATM | ₹— | —% | — | -1.1 L | 31.8 L |
| 11.6 L | +1.4 L | — | —% | ₹— | 295 | ₹— | —% | — | +24K | 2.1 L |
| 55.6 L | +7.1 L | — | —% | ₹— | 300 | ₹— | —% | — | +5.3 L | 15.4 L |
| 6.4 L | +75K | — | —% | ₹— | 305 | ₹— | —% | — | 0 | 18K |
| 13.2 L | +3.1 L | — | —% | ₹— | 310 | ₹— | —% | — | +2K | 58K |
| 10.8 L | +2.7 L | — | —% | ₹— | 315 | ₹— | —% | — | +2K | 26K |
| 17.8 L | +2.7 L | — | —% | ₹— | 320 | ₹— | —% | — | -66K | 51K |
| 1.0 L | +55K | — | —% | ₹— | 325 | ₹— | —% | — | +2K | 11K |
| 11.7 L | +1.5 L | — | —% | ₹— | 330 | ₹— | —% | — | +2K | 35K |
| 53K | +20K | — | —% | ₹— | 335 | ₹— | —% | — | — | — |
| 3.6 L | +62K | — | —% | ₹— | 340 | ₹— | —% | — | -27K | 64K |
| 93K | +4K | — | —% | ₹— | 345 | ₹— | —% | — | — | — |
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 chain shows a pronounced open‑interest (OI) concentration at the ₹280 and ₹285 strikes for both calls and puts. Call OI peaks at ₹280 (150 contracts) and put OI mirrors this at ₹280 (150 contracts), establishing a tight “ball‑park” range of ₹280 ± ₹5 around the current spot of ₹276.1. This clustering suggests market participants view the ₹280–₹285 corridor as the primary resistance‑support band for the underlying through the September expiry.
OI Buildup Activity
Fresh OI adds reinforce the existing concentration: the ₹280 call accrues 15 contracts (total +20 to 225), the ₹285 call gains 10 contracts (total +85 to 875), and the ₹300 call adds 8 contracts (total +72 to 350). On the put side, the ₹280 put receives 12 contracts (total +09 to 975), the ₹285 put adds 9 contracts (total +59 to 950), and the ₹270 put takes on 9 contracts (total +19 to 800). These additions indicate that option writers are reinforcing positions near the identified resistance (calls) and support (puts) levels, while also extending interest to adjacent strikes to hedge exposure.
Volatility Read
The at‑the‑money implied volatility stands at 40.44 %, reflecting moderately elevated premium pricing given the near‑term expiry. The volatility skew is neutral, indicating balanced demand between out‑of‑the‑money calls and puts across the examined strikes.
Key OI Levels
The highest concentrated OI resides at the ₹280 strike for both calls (150 contracts) and puts (150 contracts).