Voltas Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 2K | +750 | — | —% | ₹— | 800 | ₹— | —% | — | +15K | 2.1 L |
| 0 | 0 | — | —% | ₹— | 820 | ₹— | —% | — | 0 | 0 |
| 2K | +2K | — | —% | ₹— | 840 | ₹— | —% | — | -3K | 63K |
| 1K | 0 | — | —% | ₹— | 860 | ₹— | —% | — | +5K | 53K |
| 375 | 0 | — | —% | ₹— | 880 | ₹— | —% | — | +30K | 62K |
| 26K | +7K | — | —% | ₹— | 900 | ₹— | —% | — | +48K | 1.6 L |
| 19K | +7K | — | —% | ₹— | 920 | ₹— | —% | — | +9K | 1.1 L |
| 1.6 L | +15K | — | —% | ₹— | 940 | ₹— | —% | — | +75K | 2.6 L |
| 3.1 L | -71K | — | —% | ₹— | 960 | ₹— | —% | — | -5K | 2.7 L |
| 1.1 L | +39K | — | —% | ₹— | 980 | ₹— | —% | — | +3.2 L | 3.8 L |
| 3.4 L | +1.4 L | — | —% | ₹— | 1,000ATM | ₹— | —% | — | +1.7 L | 3.1 L |
| 1.3 L | +74K | — | —% | ₹— | 1,020 | ₹— | —% | — | +30K | 79K |
| 1.4 L | +63K | — | —% | ₹— | 1,040 | ₹— | —% | — | +18K | 44K |
| 1.2 L | +36K | — | —% | ₹— | 1,060 | ₹— | —% | — | +750 | 22K |
| 80K | -17K | — | —% | ₹— | 1,080 | ₹— | —% | — | 0 | 12K |
| 2.1 L | +23K | — | —% | ₹— | 1,100 | ₹— | —% | — | +15K | 90K |
| 86K | +42K | — | —% | ₹— | 1,120 | ₹— | —% | — | -2K | 18K |
| 1.3 L | +98K | — | —% | ₹— | 1,140 | ₹— | —% | — | -375 | 14K |
| 1.3 L | +1.0 L | — | —% | ₹— | 1,160 | ₹— | —% | — | +2K | 19K |
| 72K | +6K | — | —% | ₹— | 1,180 | ₹— | —% | — | 0 | 11K |
| 1.7 L | +21K | — | —% | ₹— | 1,200 | ₹— | —% | — | +23K | 1.2 L |
| 1.4 L | +2K | — | —% | ₹— | 1,240 | ₹— | —% | — | +1K | 96K |
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 tightly around the 1000‑strike call (3,45,000 contracts) and the 1000‑strike put (3,05,250 contracts), forming a well‑defined resistance‑support band that many market participants watch. The implied price range, derived from the ATM implied volatility, spans roughly ₹950 to ₹1,070, anchoring the market’s collective expectation for near‑term movement. This corridor aligns closely with the current spot of ₹1,011.9, indicating that the majority of traders anticipate the stock to trade within these bounds until the November 23 expiry.
OI Buildup Activity
Fresh open interest accrues prominently at the 1000‑strike call with an addition of 1,41,000 contracts, suggesting that option writers are reinforcing the identified resistance zone with new short positions. The 1160‑strike call also sees a notable increase of 1,01,250 contracts, pointing to speculative hedge activity that protects against upside moves above the current price level. On the downside, the 980‑strike put gains a substantial 3,30,000 contracts, while the 1000‑strike put adds 1,68,375 contracts, together bolstering the support tier and indicating defensive positioning by writers.
Volatility Read
The at‑the‑money implied volatility stands at 37.79 %, reflecting moderate price uncertainty for the near‑term horizon. The volatility skew remains neutral, implying a balanced market perception of upside versus downside risk across the strike spectrum.
Key OI Levels
The strikes with the highest open‑interest concentration are 1000 for calls (3,45,000) and 1000 for puts (3,05,250).