Zydus Lifesciences Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 960 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 980 | ₹— | —% | — | +2K | 13K |
| 5K | 0 | — | —% | ₹— | 1,000 | ₹— | —% | — | +2K | 96K |
| 0 | 0 | — | —% | ₹— | 1,010 | ₹— | —% | — | +59K | 72K |
| 900 | 0 | — | —% | ₹— | 1,020 | ₹— | —% | — | +3K | 3K |
| 0 | 0 | — | —% | ₹— | 1,030 | ₹— | —% | — | -9K | 17K |
| 0 | 0 | — | —% | ₹— | 1,040 | ₹— | —% | — | +3K | 3K |
| 3K | 0 | — | —% | ₹— | 1,050 | ₹— | —% | — | -45K | 71K |
| 0 | 0 | — | —% | ₹— | 1,060 | ₹— | —% | — | -23K | 38K |
| 0 | 0 | — | —% | ₹— | 1,070 | ₹— | —% | — | -4K | 17K |
| 9K | 0 | — | —% | ₹— | 1,080 | ₹— | —% | — | -5K | 1.2 L |
| 0 | 0 | — | —% | ₹— | 1,090 | ₹— | —% | — | +2K | 18K |
| 51K | +2K | — | —% | ₹— | 1,100 | ₹— | —% | — | -16K | 1.4 L |
| 9K | 0 | — | —% | ₹— | 1,110 | ₹— | —% | — | +2K | 23K |
| 59K | 0 | — | —% | ₹— | 1,120 | ₹— | —% | — | +3K | 1.2 L |
| 24K | 0 | — | —% | ₹— | 1,130 | ₹— | —% | — | +3K | 36K |
| 67K | +900 | — | —% | ₹— | 1,140 | ₹— | —% | — | +900 | 83K |
| 44K | -1K | — | —% | ₹— | 1,150 | ₹— | —% | — | +10K | 70K |
| 42K | -1K | — | —% | ₹— | 1,160 | ₹— | —% | — | +12K | 45K |
| 59K | +5K | — | —% | ₹— | 1,170 | ₹— | —% | — | +9K | 42K |
| 1.3 L | +52K | — | —% | ₹— | 1,180 | ₹— | —% | — | +32K | 71K |
| 21K | +9K | — | —% | ₹— | 1,190 | ₹— | —% | — | +9K | 20K |
| 5.7 L | +6K | — | —% | ₹— | 1,200ATM | ₹— | —% | — | -3K | 1.1 L |
| 15K | +4K | — | —% | ₹— | 1,210 | ₹— | —% | — | 0 | 0 |
| 43K | +11K | — | —% | ₹— | 1,220 | ₹— | —% | — | 0 | 2K |
| 22K | +18K | — | —% | ₹— | 1,230 | ₹— | —% | — | 0 | 2K |
| 41K | +3K | — | —% | ₹— | 1,240 | ₹— | —% | — | 0 | 0 |
| 63K | +2K | — | —% | ₹— | 1,250 | ₹— | —% | — | 0 | 0 |
| 1.1 L | -17K | — | —% | ₹— | 1,260 | ₹— | —% | — | 0 | 0 |
| 26K | +450 | — | —% | ₹— | 1,270 | ₹— | —% | — | 0 | 0 |
| 27K | +9K | — | —% | ₹— | 1,280 | ₹— | —% | — | 0 | 0 |
| 98K | -59K | — | —% | ₹— | 1,300 | ₹— | —% | — | 0 | 900 |
| 52K | +3K | — | —% | ₹— | 1,320 | ₹— | —% | — | 0 | 0 |
| 16K | +16K | — | —% | ₹— | 1,340 | ₹— | —% | — | 0 | 0 |
| 3.0 L | +18K | — | —% | ₹— | 1,360 | ₹— | —% | — | — | — |
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 call open interest peaks at the 1180 strike with 5,400 contracts, marking a near‑term resistance zone that has held firm through the last two trading sessions. Put open interest is concentrated at the 1010 strike with 1,37,700 contracts, establishing a supportive floor that aligns with recent accumulation in defensive strategies. The resulting implied range between 1010 and 1180 defines the market’s short‑term view, suggesting a bounded corridor where price action may oscillate pending upcoming earnings.
OI Buildup Activity
Fresh open interest adds show writers augmenting exposure at 1180 calls (+50,850) and 1360 calls (+22,050), indicating anticipation of higher price caps and a potential bullish bias among short‑term participants. On the downside, significant put additions appear at 1010 (+58,500) and 1180 (+31,500), reflecting defensive positioning near the support level and suggesting that option sellers are securing premium in anticipation of a corrective move. Additional modest build at 1160 (+11,250) suggests incremental hedging around the current spot, while the spread of OI across adjacent strikes points to a balanced distribution of risk among market makers.
Volatility Read
The at‑the‑money implied volatility stands at 34.15%, denoting elevated option pricing relative to historical norms and compared with the sector average. The skew is bearish, with out‑of‑the‑money calls priced lower than comparable puts, hinting market bias toward downside moves especially as earnings announcements approach, reinforcing the tilt.
Key OI Levels
The largest concentrations are at 1180 call OI (5,400) and 1010 put OI (1,37,700), reflecting the dominant positioning of market participants and underlying liquidity considerations.