Vodafone Idea Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 8 | ₹— | —% | — | +71K | 17.9 L |
| 1.29 Cr | +5.0 L | — | —% | ₹— | 10 | ₹— | —% | — | +3.6 L | 70.0 L |
| 14.3 L | -1.4 L | — | —% | ₹— | 11 | ₹— | —% | — | +2.1 L | 1.25 Cr |
| 75.8 L | 0 | — | —% | ₹— | 12 | ₹— | —% | — | +21.4 L | 5.05 Cr |
| 4.34 Cr | -23.6 L | — | —% | ₹— | 13 | ₹— | —% | — | +9.3 L | 15.95 Cr |
| 25.48 Cr | -6.04 Cr | — | —% | ₹— | 14 | ₹— | —% | — | +9.3 L | 24.73 Cr |
| 52.51 Cr | -2.34 Cr | — | —% | ₹— | 15ATM | ₹— | —% | — | +2.10 Cr | 18.76 Cr |
| 33.31 Cr | +50.0 L | — | —% | ₹— | 16 | ₹— | —% | — | +34.3 L | 11.67 Cr |
| 15.87 Cr | -1.85 Cr | — | —% | ₹— | 17 | ₹— | —% | — | +2.9 L | 92.2 L |
| 14.48 Cr | +31.4 L | — | —% | ₹— | 18 | ₹— | —% | — | 0 | 33.6 L |
| 5.55 Cr | +41.5 L | — | —% | ₹— | 20 | ₹— | —% | — | — | — |
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 call open interest peaks at the 15 strike with 52,51,26,825 contracts, forming a strong resistance near the current spot of ₹15.02 and historically marks a ceiling in previous trading cycles. Put open interest is concentrated at the 14 strike with 24,74,46,450 contracts, acting as a key support level which has repeatedly provided a floor during bearish rallies. The implied price range for the week centers between ₹14 and ₹16, reflecting the clustered OI at these strikes. This band aligns with the 1‑standard‑deviation confidence interval derived from current IV.
OI Buildup Activity
During the latest reporting period, fresh call OI adds are observed at the 16 strike (+48,60,300), the 20 strike (+42,17,025) and the 18 strike (+30,73,425), indicating writers are stacking positions above the spot to capitalize on upside moves. On the put side, new OI accumulates at the 15 strike (+2,10,85,125), at the 13 strike (+70,76,025) and at the 16 strike (+34,30,800), suggesting defensive positioning below the spot as market sentiment tilts bearish. The distribution of additions highlights a balanced stance among market participants across the near‑term strikes with no strike dominating the flow.
Volatility Read
The at‑the‑money implied volatility stands at 39.3%, signaling elevated premium levels relative to historical norms. The implied volatility skew is bearish, with out‑of‑the‑money puts priced higher than comparable calls.
Key OI Levels
The 15 strike holds the largest call open interest, while the 14 strike carries the largest put open interest.