UPL Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 4K | +4K | — | —% | ₹— | 460 | ₹— | —% | — | 0 | 43K |
| 0 | 0 | — | —% | ₹— | 480 | ₹— | —% | — | 0 | 3K |
| 45K | -4K | — | —% | ₹— | 500 | ₹— | —% | — | -7K | 1.2 L |
| 9K | 0 | — | —% | ₹— | 510 | ₹— | —% | — | 0 | 53K |
| 11K | 0 | — | —% | ₹— | 520 | ₹— | —% | — | -7K | 2.8 L |
| 3K | 0 | — | —% | ₹— | 530 | ₹— | —% | — | -77K | 1.2 L |
| 46K | 0 | — | —% | ₹— | 540 | ₹— | —% | — | -38K | 3.1 L |
| 1.4 L | -5K | — | —% | ₹— | 550 | ₹— | —% | — | -89K | 6.7 L |
| 2.3 L | -9K | — | —% | ₹— | 560 | ₹— | —% | — | +3K | 6.6 L |
| 7.4 L | -11K | — | —% | ₹— | 570 | ₹— | —% | — | -38K | 17.7 L |
| 16.3 L | +1.7 L | — | —% | ₹— | 580ATM | ₹— | —% | — | +24K | 11.4 L |
| 6.4 L | -54K | — | —% | ₹— | 590 | ₹— | —% | — | +19K | 2.9 L |
| 17.3 L | -81K | — | —% | ₹— | 600 | ₹— | —% | — | -22K | 5.7 L |
| 2.8 L | -34K | — | —% | ₹— | 610 | ₹— | —% | — | 0 | 64K |
| 3.5 L | -57K | — | —% | ₹— | 620 | ₹— | —% | — | 0 | 1.2 L |
| 3.3 L | +1.3 L | — | —% | ₹— | 630 | ₹— | —% | — | 0 | 38K |
| 1.9 L | +9K | — | —% | ₹— | 640 | ₹— | —% | — | -1K | 43K |
| 5.2 L | +3K | — | —% | ₹— | 650 | ₹— | —% | — | 0 | 1.3 L |
| 1.1 L | -7K | — | —% | ₹— | 660 | ₹— | —% | — | 0 | 16K |
| 41K | -1K | — | —% | ₹— | 670 | ₹— | —% | — | +1K | 23K |
| 1.4 L | 0 | — | —% | ₹— | 680 | ₹— | —% | — | 0 | 50K |
| 1.5 L | +9K | — | —% | ₹— | 700 | ₹— | —% | — | -8K | 1.2 L |
| 9K | 0 | — | —% | ₹— | 720 | ₹— | —% | — | -1K | 73K |
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 580 ₹ call and put contracts each hold 260 k contracts, forming a clear resistance and support band around the current spot of 582.15 ₹.
The 630 ₹ call cluster, with 260 k contracts, extends the bullish ceiling, while the 590 ₹ put build‑up of 260 k contracts reinforces the downside floor.
Combined open‑interest at these strikes suggests an implied price corridor roughly between 580 ₹ and 640 ₹ for the September expiry.
OI Buildup Activity
On the call side, fresh open‑interest appears at 580 ₹ (+1,73,440 contracts), 630 ₹ (+1,23,305 contracts) and 640 ₹ (+10,840 contracts), indicating writers are adding exposure at higher strikes.
Put‑side additions are concentrated at 580 ₹ (+24,390 contracts) and 590 ₹ (+20,325 contracts), reflecting writer positioning near the current level.
Overall, the influx of new contracts points to a balanced stance among market participants, with neither side showing a pronounced directional bias.
Volatility Read
The at‑the‑money implied volatility stands at 22.32 %, implying moderate premium pricing relative to the underlying’s recent range.
Implied volatility skew is neutral, indicating comparable demand for calls and puts across strikes.
Key OI Levels
The strikes with the highest open‑interest concentrations are 580 ₹ for both calls and puts (260 k contracts each).