Wipro Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 140 | ₹— | —% | — | -6K | 3.2 L |
| 1.9 L | 0 | — | —% | ₹— | 150 | ₹— | —% | — | -3K | 15.1 L |
| 39K | 0 | — | —% | ₹— | 155 | ₹— | —% | — | -30K | 2.1 L |
| 0 | 0 | — | —% | ₹— | 157.5 | ₹— | —% | — | 0 | 0 |
| 7.8 L | -12K | — | —% | ₹— | 160 | ₹— | —% | — | -72K | 27.9 L |
| 1.5 L | 0 | — | —% | ₹— | 162.5 | ₹— | —% | — | +27K | 2.7 L |
| 2.3 L | 0 | — | —% | ₹— | 165 | ₹— | —% | — | +6K | 26.1 L |
| 2.3 L | +3K | — | —% | ₹— | 167.5 | ₹— | —% | — | +4.8 L | 15.0 L |
| 12.8 L | -6K | — | —% | ₹— | 170 | ₹— | —% | — | +2.0 L | 34.3 L |
| 1.6 L | +12K | — | —% | ₹— | 172.5 | ₹— | —% | — | +60K | 10.6 L |
| 22.6 L | -2.5 L | — | —% | ₹— | 175 | ₹— | —% | — | +1.1 L | 53.5 L |
| 18.6 L | -1.3 L | — | —% | ₹— | 177.5 | ₹— | —% | — | +2.3 L | 23.0 L |
| 1.19 Cr | +9.0 L | — | —% | ₹— | 180ATM | ₹— | —% | — | +8.2 L | 93.3 L |
| 23.0 L | -1.4 L | — | —% | ₹— | 182.5 | ₹— | —% | — | -54K | 12.3 L |
| 63.6 L | +1.0 L | — | —% | ₹— | 185 | ₹— | —% | — | -96K | 25.5 L |
| 12.2 L | -1.3 L | — | —% | ₹— | 187.5 | ₹— | —% | — | 0 | 2.2 L |
| 89.4 L | +36K | — | —% | ₹— | 190 | ₹— | —% | — | -1.8 L | 25.4 L |
| 11.2 L | -36K | — | —% | ₹— | 192.5 | ₹— | —% | — | 0 | 1.6 L |
| 45.8 L | +3.5 L | — | —% | ₹— | 195 | ₹— | —% | — | 0 | 7.3 L |
| 3.8 L | -24K | — | —% | ₹— | 197.5 | ₹— | —% | — | 0 | 6K |
| 95.8 L | +2.3 L | — | —% | ₹— | 200 | ₹— | —% | — | -15K | 17.9 L |
| 2.2 L | 0 | — | —% | ₹— | 202.5 | ₹— | —% | — | 0 | 3K |
| 9.5 L | +6K | — | —% | ₹— | 205 | ₹— | —% | — | 0 | 3.8 L |
| 21.6 L | +78K | — | —% | ₹— | 210 | ₹— | —% | — | 0 | 4.1 L |
| 7.6 L | -12K | — | —% | ₹— | 215 | ₹— | —% | — | -3K | 26.3 L |
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 clusters around the 180‑200 ₹ band, marking the most defended resistance and support zones. The 180 ₹ call (100 k contracts) and the 180 ₹ put (100 k contracts) each hold the highest OI, creating a tight implicit price corridor. With the spot at 176.4 ₹, the market’s implied range spans roughly 180 ₹ to 200 ₹, suggesting that traders expect the underlying to gravitate toward these levels by expiry.
OI Buildup Activity
During the latest data window, fresh OI accumulates sharply at the 180 ₹ call (+9,03,000) and 180 ₹ put (+8,19,000), indicating aggressive positioning by both writers and buyers at this junction. Additional builds appear at 195 ₹ call (+3,45,000) and 167.5 ₹ put (+4,89,000), showing secondary interest in adjacent strikes. The 200 ₹ call gains +2,28,000 OI, while the 170 ₹ put adds +3,99,000, reflecting a balanced expansion of the order book across the upper‑mid and lower‑mid strike zone.
Volatility Read
The at‑the‑money implied volatility stands at 23.19 %, a moderate level that aligns with the observed OI concentration. The volatility skew tilts bearish, indicating relatively cheaper puts versus calls at comparable moneyness.
Key OI Levels
The strikes with the peak OI concentrations are 180 ₹ for both calls (100 k) and puts (100 k).