Vedanta Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 10K | +6K | — | —% | ₹— | 190 | ₹— | —% | — | +35K | 2.4 L |
| 1.2 L | +13K | — | —% | ₹— | 200 | ₹— | —% | — | -55K | 6.7 L |
| 1.7 L | +1.7 L | — | —% | ₹— | 205 | ₹— | —% | — | +61K | 1.3 L |
| 2.5 L | +2.0 L | — | —% | ₹— | 210 | ₹— | —% | — | +4.5 L | 9.9 L |
| 97K | +82K | — | —% | ₹— | 215 | ₹— | —% | — | +61K | 2.7 L |
| 8.7 L | +4.3 L | — | —% | ₹— | 220 | ₹— | —% | — | +6K | 18.2 L |
| 9.5 L | +1.3 L | — | —% | ₹— | 225 | ₹— | —% | — | +21K | 19.9 L |
| 33.4 L | +2.4 L | — | —% | ₹— | 230ATM | ₹— | —% | — | +3.8 L | 22.9 L |
| 19.8 L | +12.2 L | — | —% | ₹— | 235 | ₹— | —% | — | +2.0 L | 7.6 L |
| 21.6 L | +8.9 L | — | —% | ₹— | 240 | ₹— | —% | — | +1.1 L | 11.3 L |
| 9.6 L | +5.1 L | — | —% | ₹— | 245 | ₹— | —% | — | -35K | 2.3 L |
| 34.1 L | +10.8 L | — | —% | ₹— | 250 | ₹— | —% | — | +64K | 20.6 L |
| 8.5 L | +5.8 L | — | —% | ₹— | 255 | ₹— | —% | — | +2.7 L | 3.3 L |
| 18.7 L | +4.4 L | — | —% | ₹— | 260 | ₹— | —% | — | +3.0 L | 6.6 L |
| 4.2 L | +1.8 L | — | —% | ₹— | 265 | ₹— | —% | — | +1.2 L | 2.3 L |
| 12.2 L | +1.5 L | — | —% | ₹— | 270 | ₹— | —% | — | +1K | 9.3 L |
| 3.2 L | +36K | — | —% | ₹— | 275 | ₹— | —% | — | +9K | 13K |
| 3.9 L | +1.3 L | — | —% | ₹— | 280 | ₹— | —% | — | +1K | 2.3 L |
| 1K | 0 | — | —% | ₹— | 285 | ₹— | —% | — | 0 | 8K |
| 5.8 L | +2.4 L | — | —% | ₹— | 290 | ₹— | —% | — | +8K | 79K |
| 8.7 L | +1.2 L | — | —% | ₹— | 300 | ₹— | —% | — | +6K | 4.9 L |
| 40K | -5K | — | —% | ₹— | 310 | ₹— | —% | — | 0 | 1.6 L |
| 61K | -12K | — | —% | ₹— | 320 | ₹— | —% | — | — | — |
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 pool clusters around the 235 CE and 210 PE strikes, indicating a tentative range of ₹210–₹250 for the underlying through the November expiry, with the majority of contracts concentrated within a tight 15‑point band during the near‑term horizon. The 235 strike hosts the largest call OI at 110 contracts, acting as a resistance ceiling, while the 210 put strike mirrors this with 110 contracts, providing support and a clear pivot for market participants. The intermediate strikes 240 CE and 230 PE also show notable buildup, suggesting traders are hedging within this band as the spot approaches the mid‑range.
OI Buildup Activity
New call OI appears at 235 (+12 contracts, 25,900 units), 250 (+10 contracts, 82,150 units) and 240 (+8 contracts, 94,700 units), reflecting fresh writer interest above the current spot and a tilt toward upside protection. Put side additions surface at 210 (+4 contracts, 50,800 units), 230 (+3 contracts, 86,400 units) and 260 (+2 contracts, 94,400 units), indicating protective positioning down‑side and a modest hedge against a potential pullback. Overall, the recent inflows reinforce the existing concentration at the identified resistance and support levels, underscoring a balanced sentiment as expiration approaches.
Volatility Read
The at‑the‑money implied volatility stands at 31.42 %, modestly elevated relative to the sector average and reflecting a measured uncertainty ahead of earnings today. The volatility skew is bearish, with out‑of‑the‑money calls priced higher than equivalent puts, hinting at greater demand for downside protection and a risk‑averse bias.
Key OI Levels
The strikes with the highest open interest are 235 CE and 210 PE, each holding 110 contracts.