Vodafone Idea Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 8 | ₹— | —% | — | +7.9 L | 57.9 L |
| 0 | 0 | — | —% | ₹— | 9 | ₹— | —% | — | +23.6 L | 72.9 L |
| 16.4 L | +2.9 L | — | —% | ₹— | 10 | ₹— | —% | — | +53.6 L | 5.07 Cr |
| 4.77 Cr | +34.3 L | — | —% | ₹— | 11 | ₹— | —% | — | -10.7 L | 6.43 Cr |
| 18.75 Cr | +2.39 Cr | — | —% | ₹— | 12ATM | ₹— | —% | — | +1.41 Cr | 13.74 Cr |
| 22.11 Cr | +3.74 Cr | — | —% | ₹— | 13 | ₹— | —% | — | +6.4 L | 9.63 Cr |
| 20.91 Cr | +1.47 Cr | — | —% | ₹— | 14 | ₹— | —% | — | +71K | 8.42 Cr |
| 9.73 Cr | +26.4 L | — | —% | ₹— | 15 | ₹— | —% | — | -2.1 L | 4.65 Cr |
| 6.68 Cr | +56.5 L | — | —% | ₹— | 16 | ₹— | —% | — | 0 | 5.53 Cr |
| 1.17 Cr | +7.1 L | — | —% | ₹— | 17 | ₹— | —% | — | — | — |
| 2.34 Cr | -5.7 L | — | —% | ₹— | 18 | ₹— | —% | — | — | — |
| 1.65 Cr | -1.4 L | — | —% | ₹— | 20 | ₹— | —% | — | — | — |
| 72.2 L | 0 | — | —% | ₹— | 22 | ₹— | —% | — | — | — |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Live Greeks Panel
Key Strike Levels
Open interest clusters at the 13‑strike call (13 contracts = 21,62,83,350 OI) and the 12‑strike put (12 contracts = 13,74,46,425 OI), marking resistance and support near the ₹11.86 spot. Mid‑range strikes such as 14 call and 10 put show modest open interest, indicating that market participants are testing the upper and lower bounds of the implied price corridor, as traders gauge the earnings release and regulatory outcomes. Given the ATM implied volatility of 44.6%, the market is pricing a relatively wide one‑month swing, consistent with the observed concentration of OI at the 13/12 strike pair.
OI Buildup Activity
Today's data reveal a net addition of 3 contracts (₹3,25,21,125 OI) to the 13‑strike call, increasing its total to 21,62,83,350, which signals fresh bullish positioning at the resistance level. The 12‑strike put accumulates an extra 1 contract (₹1,40,80,575 OI), lifting its open interest to 13,74,46,425 and reinforcing the support zone. Additional inflows appear at the 14‑strike call (+1 contract, ₹1,42,95,000 OI) and the 10‑strike put (+53 contracts, ₹53,60,625 OI), suggesting a balanced spread of new exposure across both sides.
Volatility Read
The implied volatility stands at 44.6%, a level that exceeds the 30‑day historical norm and reflects heightened uncertainty ahead of the expiry. The skew is bearish, indicating that out‑of‑the‑money puts carry slightly higher implied volatilities than calls, which may point to a modest downside bias.
Key OI Levels
The greatest concentration of open interest resides at the 13‑strike call (21,62,83,350 OI) and the 12‑strike put (13,74,46,425 OI).