Waaree Energies Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 1,880 | ₹— | —% | — | +11K | 11K |
| 0 | 0 | — | —% | ₹— | 1,920 | ₹— | —% | — | +525 | 50K |
| 0 | 0 | — | —% | ₹— | 1,960 | ₹— | —% | — | -1K | 11K |
| 3K | +3K | — | —% | ₹— | 2,000 | ₹— | —% | — | -50K | 1.6 L |
| 0 | 0 | — | —% | ₹— | 2,040 | ₹— | —% | — | -8K | 9K |
| 0 | 0 | — | —% | ₹— | 2,060 | ₹— | —% | — | +6K | 6K |
| 0 | 0 | — | —% | ₹— | 2,080 | ₹— | —% | — | +6K | 17K |
| 12K | +5K | — | —% | ₹— | 2,100 | ₹— | —% | — | +36K | 1.1 L |
| 1K | +700 | — | —% | ₹— | 2,120 | ₹— | —% | — | +4K | 4K |
| 8K | +8K | — | —% | ₹— | 2,140 | ₹— | —% | — | +7K | 7K |
| 7K | +7K | — | —% | ₹— | 2,160 | ₹— | —% | — | +90K | 95K |
| 20K | +20K | — | —% | ₹— | 2,180 | ₹— | —% | — | +15K | 25K |
| 1.3 L | +1.2 L | — | —% | ₹— | 2,200 | ₹— | —% | — | +31K | 1.3 L |
| 34K | +34K | — | —% | ₹— | 2,220 | ₹— | —% | — | +21K | 32K |
| 62K | +60K | — | —% | ₹— | 2,240 | ₹— | —% | — | +76K | 100K |
| 1.1 L | +92K | — | —% | ₹— | 2,260 | ₹— | —% | — | +61K | 85K |
| 32K | +7K | — | —% | ₹— | 2,280 | ₹— | —% | — | +17K | 26K |
| 3.0 L | +1.1 L | — | —% | ₹— | 2,300ATM | ₹— | —% | — | -79K | 2.3 L |
| 37K | +5K | — | —% | ₹— | 2,320 | ₹— | —% | — | +3K | 16K |
| 28K | -4K | — | —% | ₹— | 2,340 | ₹— | —% | — | +175 | 7K |
| 62K | +12K | — | —% | ₹— | 2,360 | ₹— | —% | — | +5K | 9K |
| 24K | +10K | — | —% | ₹— | 2,380 | ₹— | —% | — | +175 | 700 |
| 2.3 L | +49K | — | —% | ₹— | 2,400 | ₹— | —% | — | +1K | 84K |
| 11K | +6K | — | —% | ₹— | 2,420 | ₹— | —% | — | 0 | 1K |
| 23K | +17K | — | —% | ₹— | 2,440 | ₹— | —% | — | 0 | 3K |
| 10K | +6K | — | —% | ₹— | 2,460 | ₹— | —% | — | 0 | 2K |
| 18K | +13K | — | —% | ₹— | 2,480 | ₹— | —% | — | 0 | 175 |
| 3.3 L | +46K | — | —% | ₹— | 2,500 | ₹— | —% | — | -2K | 48K |
| 0 | 0 | — | —% | ₹— | 2,520 | ₹— | —% | — | 0 | 0 |
| 8K | -875 | — | —% | ₹— | 2,540 | ₹— | —% | — | 0 | 0 |
| 8K | +3K | — | —% | ₹— | 2,560 | ₹— | —% | — | 0 | 1K |
| 2K | -525 | — | —% | ₹— | 2,580 | ₹— | —% | — | 0 | 0 |
| 98K | +16K | — | —% | ₹— | 2,600 | ₹— | —% | — | 0 | 21K |
| 3K | +525 | — | —% | ₹— | 2,620 | ₹— | —% | — | 0 | 175 |
| 5K | +2K | — | —% | ₹— | 2,640 | ₹— | —% | — | 0 | 175 |
| 875 | 0 | — | —% | ₹— | 2,660 | ₹— | —% | — | 0 | 0 |
| 8K | +3K | — | —% | ₹— | 2,680 | ₹— | —% | — | 0 | 525 |
| 52K | +13K | — | —% | ₹— | 2,700 | ₹— | —% | — | 0 | 17K |
| 2K | -525 | — | —% | ₹— | 2,720 | ₹— | —% | — | 0 | 0 |
| 875 | +175 | — | —% | ₹— | 2,740 | ₹— | —% | — | 0 | 175 |
| 1K | 0 | — | —% | ₹— | 2,760 | ₹— | —% | — | 0 | 0 |
| 6K | +175 | — | —% | ₹— | 2,780 | ₹— | —% | — | 0 | 0 |
| 31K | -4K | — | —% | ₹— | 2,800 | ₹— | —% | — | 0 | 19K |
| 175 | 0 | — | —% | ₹— | 2,840 | ₹— | —% | — | 0 | 0 |
| 14K | -175 | — | —% | ₹— | 2,880 | ₹— | —% | — | 0 | 3K |
| 5K | 0 | — | —% | ₹— | 2,920 | ₹— | —% | — | 0 | 12K |
| 15K | 0 | — | —% | ₹— | 2,960 | ₹— | —% | — | 0 | 33K |
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 cluster prominently centres around the 2,200 ₹ and 2,300 ₹ call strikes, while the put side shows a notable concentration near 2,160 ₹ and 2,240 ₹ during the current trading session. Combined OI at these levels suggests an implied price corridor of roughly 2,150 ₹ to 2,310 ₹ for the November expiry, based on market sentiment and recent trading ranges. Resistance is signalled by the biggest call OI at 2,080 ₹ and support by the largest put OI at the same strike, which historically acts as a pivot point in the option chain.
OI Buildup Activity
Fresh open interest adds of 1,20,750 contracts at the 2,200 ₹ call, 1,09,375 at 2,300 ₹ and 92,750 at 2,260 ₹ indicate significant aggressive positioning by option writers on the upside. On the downside, new put OI of 90,650 contracts at 2,160 ₹, 76,300 at 2,240 ₹ and 61,075 at 2,260 ₹ reflect similar enthusiasm for bearish exposure. The simultaneous accumulation across adjacent strikes points to a broadened straddle of hedging activity ahead of the November expiry.
Volatility Read
The at‑the‑money implied volatility stands at 33.37 %, a level that aligns with recent historical averages for the underlying. The volatility skew is tilted bearish, implying higher implied volatility for out‑of‑the‑money puts relative to calls.
Key OI Levels
The highest call open interest of 1,080 contracts sits at 2,080 ₹, and the highest put open interest of 1,080 contracts also resides at 2,080 ₹.