Voltas Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 960 | ₹— | —% | — | 0 | 0 |
| 1K | +1K | — | —% | ₹— | 1,000 | ₹— | —% | — | +3K | 18K |
| 0 | 0 | — | —% | ₹— | 1,020 | ₹— | —% | — | 0 | 0 |
| 750 | 0 | — | —% | ₹— | 1,040 | ₹— | —% | — | -3K | 38K |
| 3K | 0 | — | —% | ₹— | 1,060 | ₹— | —% | — | -9K | 48K |
| 11K | 0 | — | —% | ₹— | 1,080 | ₹— | —% | — | -5K | 1.4 L |
| 34K | 0 | — | —% | ₹— | 1,100 | ₹— | —% | — | +32K | 2.8 L |
| 10K | 0 | — | —% | ₹— | 1,120 | ₹— | —% | — | 0 | 2.8 L |
| 70K | 0 | — | —% | ₹— | 1,140 | ₹— | —% | — | +29K | 2.4 L |
| 1.9 L | -11K | — | —% | ₹— | 1,160 | ₹— | —% | — | +11K | 3.6 L |
| 2.3 L | -2K | — | —% | ₹— | 1,180 | ₹— | —% | — | +4K | 2.6 L |
| 5.9 L | +14K | — | —% | ₹— | 1,200 | ₹— | —% | — | +6K | 4.9 L |
| 3.6 L | -24K | — | —% | ₹— | 1,220 | ₹— | —% | — | +1K | 2.1 L |
| 6.1 L | -22K | — | —% | ₹— | 1,240 | ₹— | —% | — | 0 | 3.5 L |
| 7.5 L | +71K | — | —% | ₹— | 1,260 | ₹— | —% | — | -1K | 4.3 L |
| 3.7 L | +15K | — | —% | ₹— | 1,280 | ₹— | —% | — | -3K | 1.9 L |
| 12.3 L | +60K | — | —% | ₹— | 1,300ATM | ₹— | —% | — | -1K | 2.2 L |
| 1.9 L | +6K | — | —% | ₹— | 1,320 | ₹— | —% | — | 0 | 19K |
| 2.0 L | -11K | — | —% | ₹— | 1,340 | ₹— | —% | — | -375 | 26K |
| 1.9 L | +2K | — | —% | ₹— | 1,360 | ₹— | —% | — | 0 | 12K |
| 38K | 0 | — | —% | ₹— | 1,380 | ₹— | —% | — | 0 | 7K |
| 5.6 L | -9K | — | —% | ₹— | 1,400 | ₹— | —% | — | 0 | 86K |
| 24K | -1K | — | —% | ₹— | 1,420 | ₹— | —% | — | 0 | 3K |
| 35K | 0 | — | —% | ₹— | 1,440 | ₹— | —% | — | 0 | 8K |
| 12K | -375 | — | —% | ₹— | 1,460 | ₹— | —% | — | 0 | 1K |
| 58K | -375 | — | —% | ₹— | 1,480 | ₹— | —% | — | 0 | 8K |
| 1.6 L | -15K | — | —% | ₹— | 1,520 | ₹— | —% | — | 0 | 42K |
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 (OI) map shows a pronounced concentration of call contracts at the ₹1,125 strike (1,000 contracts), which is acting as a resistance ceiling. On the put side, the ₹18,000 strike also carries 1,000 contracts, establishing a strong support floor. Together these two clusters frame an implied price corridor spanning roughly ₹1,125 to ₹18,000 for the September‑29 expiry.
OI Buildup Activity
During the latest trading session, fresh call OI is added at ₹1,260 (+70,875 contracts), ₹1,300 (+61,125 contracts) and ₹1,280 (+15,375 contracts), indicating that option writers are stacking exposure near the upper half of the corridor. On the put side, the most notable increases occur at ₹1,100 (+32,250 contracts), ₹1,140 (+28,875 contracts) and ₹1,160 (+10,875 contracts), suggesting that sellers are fortifying protection around the lower boundary. The pattern of incremental OI suggests a balanced positioning between bullish and bearish writers, with no single side overwhelmingly dominant.
Volatility Read
Implied volatility (IV) for the at‑the‑money strike stands at 24.01 percent, reflecting moderate market uncertainty for the remaining days to expiry. The volatility skew is bearish, meaning out‑of‑the‑money puts are priced relatively higher than calls, hinting at a market bias toward downside risk.
Key OI Levels
The highest call OI is concentrated at ₹1,125 (1,000 contracts), while the highest put OI sits at ₹18,000 (1,000 contracts).