Waaree Energies Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 1,900 | ₹— | 13.4% | — | — | — |
| — | — | — | —% | ₹— | 2,000 | ₹— | 12.3% | — | — | — |
| — | — | — | —% | ₹671.55 | 2,100 | ₹44.15 | —% | — | — | — |
| — | — | — | —% | ₹— | 2,150 | ₹— | 10.7% | — | — | — |
| 9K | 0 | — | —% | ₹1313.90 | 2,200 | ₹0.50 | —% | — | 0 | 5K |
| — | — | — | —% | ₹— | 2,250 | ₹18.75 | —% | — | — | — |
| — | — | — | —% | ₹519.70 | 2,300 | ₹0.90 | —% | 5K | +875 | 5K |
| 175 | 0 | — | —% | ₹741.15 | 2,350 | ₹44.00 | —% | — | 0 | 350 |
| 3K | 0 | — | —% | ₹1124.95 | 2,400 | ₹1.40 | —% | — | 0 | 4K |
| — | — | — | —% | ₹646.25 | 2,450 | ₹3.00 | —% | — | 0 | 1K |
| 2K | 0 | — | —% | ₹642.35 | 2,500 | ₹1.00 | —% | 2K | -175 | 9K |
| 1K | 0 | — | —% | ₹568.90 | 2,550 | ₹1.00 | —% | — | 0 | 1K |
| 4K | 0 | — | —% | ₹532.80 | 2,600 | ₹1.25 | —% | 175 | 0 | 10K |
| 350 | +350 | — | —% | ₹160.00 | 2,650 | ₹1.70 | —% | 3K | -175 | 3K |
| 4K | 0 | — | —% | ₹693.95 | 2,700 | ₹1.95 | —% | 14K | 0 | 24K |
| 525 | 0 | — | —% | ₹613.00 | 2,750 | ₹2.15 | 82.0% | 8K | +3K | 11K |
| 4K | 0 | — | —% | ₹644.00 | 2,800 | ₹2.20 | 76.0% | 1K | -350 | 29K |
| 175 | +175 | — | —% | ₹587.50 | 2,850 | ₹2.35 | 72.1% | 175 | 0 | 18K |
| 8K | 0 | 175 | 80.7% | ₹663.30 | 2,900 | ₹2.65 | 67.4% | 5K | -3K | 53K |
| 12K | 0 | — | —% | ₹541.70 | 2,950 | ₹2.50 | 62.9% | 3K | -350 | 28K |
| 23K | 0 | 2K | 64.2% | ₹517.00 | 3,000 | ₹2.65 | 57.4% | 78K | +7K | 1.7 L |
| 16K | 0 | — | —% | ₹412.30 | 3,050 | ₹2.60 | 53.8% | 1K | +175 | 28K |
| 62K | -525 | 2K | 58.7% | ₹440.00 | 3,100 | ₹4.15 | 51.5% | 25K | -10K | 1.0 L |
| 65K | -1K | 5K | 54.9% | ₹400.80 | 3,150 | ₹4.70 | 46.7% | 26K | +9K | 56K |
| 71K | -8K | 17K | 46.3% | ₹325.15 | 3,200 | ₹5.90 | 43.7% | 1.0 L | -27K | 1.4 L |
| 48K | -700 | 5K | 36.5% | ₹266.80 | 3,250 | ₹8.75 | 41.7% | 83K | -2K | 36K |
| 1.3 L | -23K | 80K | 34.6% | ₹216.85 | 3,300 | ₹13.75 | 40.1% | 4.4 L | +11K | 1.3 L |
| 19K | -1K | 11K | 35.9% | ₹179.95 | 3,350 | ₹20.95 | 38.9% | 88K | +4K | 57K |
| 1.1 L | -20K | 100K | 36.0% | ₹139.80 | 3,400 | ₹33.90 | 39.2% | 2.7 L | -2K | 1.2 L |
| 58K | -20K | 1.9 L | 36.6% | ₹105.00 | 3,450 | ₹49.00 | 39.3% | 2.0 L | +4K | 96K |
| 2.9 L | -73K | 11.4 L | 38.5% | ₹80.00 | 3,500ATM | ₹74.70 | 40.1% | 5.9 L | -60K | 1.6 L |
| 1.3 L | +43K | 5.6 L | 39.6% | ₹60.00 | 3,550 | ₹102.15 | 41.0% | 1.2 L | +10K | 26K |
| 1.7 L | -13K | 6.8 L | 40.0% | ₹42.40 | 3,600 | ₹132.60 | 41.6% | 66K | +10K | 23K |
| 42K | +9K | 1.3 L | 40.8% | ₹30.05 | 3,650 | ₹172.00 | 41.9% | 14K | +5K | 6K |
| 2.9 L | -27K | 7.2 L | 41.7% | ₹21.15 | 3,700 | ₹209.70 | 41.9% | 7K | -875 | 5K |
| 16K | -2K | 1.2 L | 42.5% | ₹14.70 | 3,750 | ₹226.20 | 40.6% | 175 | — | — |
| 73K | -21K | 3.3 L | 44.1% | ₹10.90 | 3,800 | ₹271.00 | 43.8% | 175 | — | — |
| — | — | — | 2.1% | ₹— | 3,850 | ₹— | —% | — | — | — |
| 12K | +12K | 27K | 47.2% | ₹6.30 | 3,900 | ₹836.45 | 293.2% | — | — | — |
| — | — | — | 2.7% | ₹— | 3,950 | ₹— | —% | — | — | — |
| — | — | — | 3.0% | ₹— | 4,000 | ₹— | —% | — | — | — |
| — | — | — | 3.2% | ₹— | 4,050 | ₹— | —% | — | — | — |
| — | — | — | 3.5% | ₹— | 4,100 | ₹— | —% | — | — | — |
| — | — | — | 3.8% | ₹— | 4,150 | ₹— | —% | — | — | — |
| — | — | — | 4.0% | ₹— | 4,200 | ₹— | —% | — | — | — |
| — | — | — | 4.3% | ₹— | 4,250 | ₹— | —% | — | — | — |
| — | — | — | 4.6% | ₹— | 4,300 | ₹— | —% | — | — | — |
| — | — | — | 4.8% | ₹— | 4,350 | ₹— | —% | — | — | — |
| — | — | — | 5.1% | ₹— | 4,400 | ₹— | —% | — | — | — |
| — | — | — | 5.6% | ₹— | 4,500 | ₹— | —% | — | — | — |
| — | — | — | 6.0% | ₹— | 4,600 | ₹— | —% | — | — | — |
| — | — | — | 6.5% | ₹— | 4,700 | ₹— | —% | — | — | — |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Key Strike Levels
Major support and resistance both anchor at ₹1900, reflecting dense OI but zero change — indicating a stalemate at extreme levels. Immediate resistance forms at ₹3800, backed by massive fresh long calls, while near-term support holds at ₹3500 where puts see strong buildup. The implied range narrows between ₹3500 and ₹3800, with ₹3600 acting as a pivotal swing point.
OI Buildup Activity
Call writers extend exposure at ₹3800 with a surge of +46,375 OI, signaling aggressive short premium selling above spot. On the put side, fresh longs flood at ₹3500 (+42,175), suggesting institutional-grade hedging or directional bets on downside containment. Minor OI adds at ₹3550 and ₹3600 on both sides reflect range-bound positioning amid breakout anticipation.
Volatility Read
ATM IV holds at a rich 39.67%, pricing in elevated uncertainty well ahead of expiry. The bearish skew — underpinned by heavy put buying at ₹3500 and rising call writing at extended strikes — reflects hedging bias and reluctance to chase upside.
Strategy Implication
Bias edges bearish with premium sellers in control above ₹3600 and strong put support at ₹3500 anchoring the floor.