Vedanta Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 13K | 0 | — | —% | ₹— | 220 | ₹— | —% | — | -6K | 1.2 L |
| 3K | 0 | — | —% | ₹— | 230 | ₹— | —% | — | 0 | 76K |
| 1K | 0 | — | —% | ₹— | 235 | ₹— | —% | — | 0 | 60K |
| 1.2 L | 0 | — | —% | ₹— | 240 | ₹— | —% | — | +3K | 8.1 L |
| 63K | -1K | — | —% | ₹— | 245 | ₹— | —% | — | +14K | 2.0 L |
| 3.1 L | +31K | — | —% | ₹— | 250 | ₹— | —% | — | +3.2 L | 11.1 L |
| 1.2 L | -1K | — | —% | ₹— | 255 | ₹— | —% | — | -22K | 5.0 L |
| 5.0 L | +6K | — | —% | ₹— | 260 | ₹— | —% | — | -22K | 13.5 L |
| 4.1 L | +51K | — | —% | ₹— | 265 | ₹— | —% | — | +28K | 28.5 L |
| 30.4 L | +1.1 L | — | —% | ₹— | 270 | ₹— | —% | — | +2.1 L | 22.1 L |
| 19.3 L | -1.2 L | — | —% | ₹— | 275 | ₹— | —% | — | +1.3 L | 33.9 L |
| 42.8 L | +56K | — | —% | ₹— | 280 | ₹— | —% | — | +43K | 27.6 L |
| 19.2 L | -23K | — | —% | ₹— | 285 | ₹— | —% | — | +7K | 9.0 L |
| 41.1 L | -1.8 L | — | —% | ₹— | 290 | ₹— | —% | — | +25K | 19.7 L |
| 10.0 L | -13K | — | —% | ₹— | 295 | ₹— | —% | — | 0 | 2.4 L |
| 68.2 L | +4.9 L | — | —% | ₹— | 300ATM | ₹— | —% | — | -10K | 12.1 L |
| 7.5 L | +2.0 L | — | —% | ₹— | 305 | ₹— | —% | — | -1K | 1.0 L |
| 30.9 L | -14K | — | —% | ₹— | 310 | ₹— | —% | — | +1K | 3.0 L |
| 5.5 L | -30K | — | —% | ₹— | 315 | ₹— | —% | — | 0 | 41K |
| 33.6 L | +1K | — | —% | ₹— | 320 | ₹— | —% | — | 0 | 1.9 L |
| 14.3 L | -1.1 L | — | —% | ₹— | 330 | ₹— | —% | — | -6K | 2.0 L |
| 1.5 L | +16K | — | —% | ₹— | 340 | ₹— | —% | — | 0 | 2K |
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) picture shows a tight concentration around the 270 ₹ and 275 ₹ strikes, anchoring the implied range near the current spot of 272.1 ₹. The highest CE OI sits at 120 ₹, acting as a resistance ceiling, while the highest PE OI also rests at 120 ₹, providing a support floor. Together these levels suggest market participants are bracketing price movement within roughly ₹150 – ₹390.
OI Buildup Activity
Fresh OI accumulates strongly at the 300 ₹ CE (300 ₹, +4 89,900 contracts), 305 ₹ CE (+1 95,500), and 270 ₹ CE (+1 12,700), indicating new bullish writer positioning near the upper‑mid range. On the downside, PE OI builds at 250 ₹ (+3 23,150), 270 ₹ (+2 13,900), and 275 ₹ (+1 25,350), reflecting added defensive exposure around the key support zone. The net inflow of contracts underscores a balanced tilt toward hedging rather than directional speculation.
Volatility Read
The at‑the‑money implied volatility stands at 30.99 %, pointing to moderate price expectations for the September expiry. A bearish skew is evident, with out‑of‑the‑money calls pricing higher than comparable puts, suggesting market bias toward downside risk.
Key OI Levels
The strikes with the largest CE and PE open‑interest concentrations are both at 120 ₹, marking the primary resistance and support benchmarks.