Waaree Energies Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 2,100 | ₹— | —% | — | +700 | 3K |
| 2K | 0 | — | —% | ₹— | 2,200 | ₹— | —% | — | -525 | 8K |
| 525 | 0 | — | —% | ₹— | 2,250 | ₹— | —% | — | — | — |
| 2K | -175 | — | —% | ₹— | 2,300 | ₹— | —% | — | +175 | 40K |
| 0 | 0 | — | —% | ₹— | 2,350 | ₹— | —% | — | 0 | 0 |
| 1K | 0 | — | —% | ₹— | 2,400 | ₹— | —% | — | -20K | 85K |
| 6K | +5K | — | —% | ₹— | 2,450 | ₹— | —% | — | +8K | 10K |
| 36K | -4K | — | —% | ₹— | 2,500 | ₹— | —% | — | -8K | 2.4 L |
| 32K | +1K | — | —% | ₹— | 2,550 | ₹— | —% | — | +23K | 46K |
| 2.4 L | -86K | — | —% | ₹— | 2,600 | ₹— | —% | — | +39K | 3.1 L |
| 1.5 L | +15K | — | —% | ₹— | 2,650 | ₹— | —% | — | +6K | 39K |
| 6.1 L | -52K | — | —% | ₹— | 2,700ATM | ₹— | —% | — | -525 | 2.4 L |
| 85K | +1K | — | —% | ₹— | 2,750 | ₹— | —% | — | 0 | 3K |
| 2.8 L | -4K | — | —% | ₹— | 2,800 | ₹— | —% | — | -1K | 1.2 L |
| 70K | +5K | — | —% | ₹— | 2,850 | ₹— | —% | — | -350 | 700 |
| 48K | +4K | — | —% | ₹— | 2,900 | ₹— | —% | — | -1K | 9K |
| 0 | 0 | — | —% | ₹— | 2,950 | ₹— | —% | — | +350 | 525 |
| 4.4 L | -1K | — | —% | ₹— | 3,000 | ₹— | —% | — | 0 | 35K |
| — | — | — | —% | ₹— | 3,050 | ₹— | —% | — | 0 | 525 |
| 0 | 0 | — | —% | ₹— | 3,100 | ₹— | —% | — | 0 | 7K |
| 32K | +350 | — | —% | ₹— | 3,200 | ₹— | —% | — | -3K | 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 (OI) landscape shows a tight clustering around the ₹2,600‑₹2,650 corridor, where the largest put OI sits at ₹2,600 and the largest call OI sits at ₹2,650. This concentration suggests that market participants view the ₹2,550‑₹2,700 band as the most probable price range for the underlying by expiry on 29 September 2026. The ATM strike of ₹2,635 sits just below the call‑OI hub, reinforcing a modest bullish bias within the expected band.
OI Buildup Activity
During the latest trading session, fresh call OI is added at ₹2,650 (+15,400 contracts), ₹2,450 (+5,075 contracts) and ₹2,850 (+5,075 contracts), indicating that option writers are expanding exposure at both the current ATM level and at wider strikes. On the put side, fresh OI accumulates at ₹2,600 (+38,675 contracts), ₹2,550 (+22,575 contracts) and ₹2,450 (+7,700 contracts), reflecting a strong protective stance near the support zone. The magnitude of these additions denotes a pronounced positioning of market makers to hedge against moves outside the identified range.
Volatility Read
Implied volatility (IV) sits at 21.66 %, a level that is modest for a mid‑cap equity but elevated enough to sustain premium generation for near‑term strikes. The volatility skew is bearish, meaning out‑of‑the‑money calls carry relatively higher IV than comparable puts, which aligns with the higher call‑OI buildup at the ATM and OTM levels.
Key OI Levels
The highest call OI resides at the ₹2,650 strike, while the highest put OI is concentrated at the ₹2,600 strike.