Voltas Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 640 | ₹— | 17.9% | — | — | — |
| — | — | — | —% | ₹— | 680 | ₹— | 16.6% | — | — | — |
| — | — | — | —% | ₹— | 720 | ₹— | 15.3% | — | — | — |
| — | — | — | —% | ₹— | 760 | ₹— | 14.1% | — | — | — |
| — | — | — | —% | ₹— | 800 | ₹— | 13.0% | — | — | — |
| — | — | — | —% | ₹— | 820 | ₹— | 12.4% | — | — | — |
| — | — | — | —% | ₹— | 840 | ₹— | 11.9% | — | — | — |
| — | — | — | —% | ₹— | 860 | ₹— | 11.4% | — | — | — |
| — | — | — | —% | ₹— | 880 | ₹— | 10.9% | — | — | — |
| — | — | — | —% | ₹— | 900 | ₹— | 10.4% | — | — | — |
| — | — | — | —% | ₹— | 920 | ₹— | 9.9% | — | — | — |
| — | — | — | —% | ₹— | 940 | ₹— | 9.4% | — | — | — |
| — | — | — | —% | ₹— | 960 | ₹— | 9.0% | — | — | — |
| — | — | — | —% | ₹— | 980 | ₹— | 8.5% | — | — | — |
| 2K | 0 | 375 | —% | ₹459.20 | 1,000 | ₹0.15 | —% | — | 0 | 15K |
| 2K | 0 | — | —% | ₹386.10 | 1,020 | ₹0.80 | —% | — | +375 | 375 |
| 5K | 0 | — | —% | ₹405.00 | 1,040 | ₹0.80 | —% | 1K | -375 | 51K |
| 750 | 0 | — | —% | ₹404.10 | 1,060 | ₹0.10 | —% | 4K | 0 | 9K |
| 27K | 0 | 375 | —% | ₹380.30 | 1,080 | ₹0.45 | —% | — | 0 | 18K |
| 27K | 0 | — | —% | ₹355.50 | 1,100 | ₹0.20 | 77.7% | 11K | -9K | 1.4 L |
| 8K | 0 | — | —% | ₹155.25 | 1,120 | ₹0.35 | 72.9% | — | 0 | 18K |
| 28K | 0 | — | —% | ₹264.35 | 1,140 | ₹0.40 | 74.0% | 3K | -1K | 1.2 L |
| 32K | 0 | — | —% | ₹199.40 | 1,160 | ₹0.55 | 71.8% | 35K | -18K | 80K |
| 41K | 0 | — | —% | ₹246.00 | 1,180 | ₹0.65 | 68.6% | 15K | -5K | 1.2 L |
| 70K | +750 | 2K | —% | ₹266.40 | 1,200 | ₹0.95 | 66.8% | 60K | -18K | 5.8 L |
| 76K | 0 | 750 | —% | ₹240.95 | 1,220 | ₹0.85 | 61.4% | 14K | -2K | 1.1 L |
| 71K | 0 | 2K | —% | ₹223.00 | 1,240 | ₹1.15 | 59.3% | 26K | -20K | 65K |
| 1.1 L | -2K | 3K | —% | ₹195.45 | 1,260 | ₹1.40 | 56.5% | 24K | 0 | 2.3 L |
| 1.1 L | -2K | 5K | —% | ₹174.85 | 1,280 | ₹1.80 | 53.6% | 39K | -13K | 1.2 L |
| 5.6 L | -375 | 8K | —% | ₹150.50 | 1,300ATM | ₹2.55 | 51.4% | 1.1 L | +41K | 5.0 L |
| 80K | -375 | 5K | —% | ₹132.25 | 1,320 | ₹3.15 | 48.5% | 26K | -750 | 1.1 L |
| 1.5 L | -2K | 14K | —% | ₹115.95 | 1,340 | ₹4.20 | 45.4% | 82K | -750 | 1.9 L |
| 93K | -6K | 20K | —% | ₹93.75 | 1,360 | ₹5.75 | 43.4% | 1.8 L | +12K | 2.3 L |
| 1.1 L | -2K | 13K | 29.3% | ₹80.30 | 1,380 | ₹7.90 | 41.7% | 1.6 L | +12K | 1.7 L |
| 2.9 L | -9K | 1.1 L | 31.8% | ₹63.00 | 1,400 | ₹12.00 | 40.5% | 3.5 L | +3K | 3.2 L |
| 1.2 L | -4K | 74K | 33.0% | ₹50.80 | 1,420 | ₹17.70 | 40.4% | 1.9 L | +15K | 1.3 L |
| 1.6 L | -33K | 3.8 L | 33.7% | ₹35.80 | 1,440 | ₹25.90 | 40.5% | 3.1 L | +14K | 1.7 L |
| 4.2 L | -74K | 8.2 L | 34.6% | ₹26.05 | 1,460 | ₹35.45 | 40.7% | 3.6 L | -9K | 1.4 L |
| 2.8 L | +63K | 6.9 L | 35.0% | ₹18.30 | 1,480 | ₹47.55 | 41.9% | 71K | +8K | 32K |
| 4.4 L | +8K | 6.6 L | 35.3% | ₹12.25 | 1,500 | ₹60.95 | 42.0% | 77K | +3K | 65K |
| 2.5 L | 0 | 3.3 L | 35.1% | ₹7.75 | 1,520 | ₹74.30 | 43.1% | 12K | +2K | 12K |
| 2.7 L | +29K | 1.7 L | 35.4% | ₹5.00 | 1,540 | ₹93.15 | 46.1% | 6K | +3K | 5K |
| 1.0 L | +6K | 88K | 36.0% | ₹3.45 | 1,560 | ₹105.95 | 48.8% | 2K | +375 | 3K |
| 47K | -2K | 35K | 36.7% | ₹2.20 | 1,580 | ₹259.35 | 211.5% | — | +1K | 1K |
| 3.0 L | +22K | 1.5 L | 38.7% | ₹1.40 | 1,600 | ₹138.35 | 53.5% | 1K | 0 | 17K |
| 7K | 0 | — | 59.3% | ₹5.00 | 1,620 | ₹130.55 | —% | — | — | — |
| 69K | -5K | 36K | 38.8% | ₹0.50 | 1,640 | ₹303.65 | 214.7% | — | — | — |
| 29K | -4K | 16K | 40.2% | ₹0.35 | 1,660 | ₹370.25 | —% | — | 0 | 2K |
| 11K | 0 | 375 | 46.2% | ₹0.75 | 1,680 | ₹338.70 | —% | — | — | — |
| 23K | 0 | — | 53.3% | ₹0.65 | 1,700 | ₹281.80 | 118.6% | — | 0 | 1K |
| 5K | 0 | — | 53.0% | ₹0.40 | 1,720 | ₹337.80 | 180.3% | — | — | — |
| — | — | — | 4.2% | ₹— | 1,740 | ₹— | —% | — | — | — |
| 8K | 0 | 3K | 50.4% | ₹0.15 | 1,760 | ₹361.90 | —% | — | 0 | 8K |
| — | — | — | 4.7% | ₹— | 1,780 | ₹— | —% | — | — | — |
| — | — | — | 4.9% | ₹— | 1,800 | ₹— | —% | — | — | — |
| — | — | — | 5.2% | ₹— | 1,820 | ₹— | —% | — | — | — |
| — | — | — | 5.4% | ₹— | 1,840 | ₹— | —% | — | — | — |
| — | — | — | 5.6% | ₹— | 1,860 | ₹— | —% | — | — | — |
| — | — | — | 5.9% | ₹— | 1,880 | ₹— | —% | — | — | — |
| — | — | — | 6.3% | ₹— | 1,920 | ₹— | —% | — | — | — |
| — | — | — | 6.8% | ₹— | 1,960 | ₹— | —% | — | — | — |
| — | — | — | 7.2% | ₹— | 2,000 | ₹— | —% | — | — | — |
| — | — | — | 7.7% | ₹— | 2,040 | ₹— | —% | — | — | — |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Key Strike Levels
Immediate resistance rests at 1300, where call OI peaks, capping near-term upside. Strong put OI at 1200 forms a deep support zone, reflecting writer conviction below current spot. The implied range is currently boxed between 1200 and 1300, though spot action near 1440–1460 suggests price testing higher thresholds.
OI Buildup Activity
Fresh longs are building in 1520 calls (+57,000), signaling aggressive call buying as speculative upside bets increase. On the put side, 1440 sees the largest OI addition (+1,20,750), indicating defensive positioning or short-term writer coverage near spot. Additional OI accumulation at 1440 calls and puts highlights a gamma squeeze risk around this two-way pivotal strike.
Volatility Read
ATM IV holds at 38.66%, reflecting elevated but stable risk premium pricing across the chain. Neutral skew confirms lack of directional fear, with balanced put-call sentiment around key technical levels.
Strategy Implication
Bias tilts toward range expansion, with writers accumulating at extremities while fresh longs target breakout moves beyond 1520 or defensive holds at 1440.