Zydus Lifesciences Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 960 | ₹— | —% | — | 0 | 13K |
| 0 | 0 | — | —% | ₹— | 980 | ₹— | —% | — | -900 | 2K |
| 14K | 0 | — | —% | ₹— | 990 | ₹— | —% | — | — | — |
| 8K | 0 | — | —% | ₹— | 1,000 | ₹— | —% | — | +8K | 63K |
| 900 | 0 | — | —% | ₹— | 1,010 | ₹— | —% | — | — | — |
| 2K | 0 | — | —% | ₹— | 1,020 | ₹— | —% | — | 0 | 54K |
| 2K | 0 | — | —% | ₹— | 1,030 | ₹— | —% | — | 0 | 5K |
| 2K | 0 | — | —% | ₹— | 1,040 | ₹— | —% | — | +14K | 50K |
| 7K | 0 | — | —% | ₹— | 1,050 | ₹— | —% | — | -11K | 64K |
| 13K | -2K | — | —% | ₹— | 1,060 | ₹— | —% | — | +900 | 74K |
| 6K | 0 | — | —% | ₹— | 1,070 | ₹— | —% | — | +5K | 40K |
| 52K | -4K | — | —% | ₹— | 1,080 | ₹— | —% | — | +3K | 96K |
| 22K | 0 | — | —% | ₹— | 1,090 | ₹— | —% | — | +18K | 77K |
| 1.7 L | +2K | — | —% | ₹— | 1,100 | ₹— | —% | — | +3K | 3.1 L |
| 44K | -900 | — | —% | ₹— | 1,110 | ₹— | —% | — | +5K | 86K |
| 1.6 L | -2K | — | —% | ₹— | 1,120 | ₹— | —% | — | -4K | 2.4 L |
| 93K | +28K | — | —% | ₹— | 1,130 | ₹— | —% | — | +14K | 1.1 L |
| 1.2 L | -4K | — | —% | ₹— | 1,140 | ₹— | —% | — | +20K | 1.8 L |
| 3.1 L | +36K | — | —% | ₹— | 1,150 | ₹— | —% | — | -11K | 2.1 L |
| 2.4 L | +11K | — | —% | ₹— | 1,160 | ₹— | —% | — | -900 | 1.5 L |
| 1.7 L | +14K | — | —% | ₹— | 1,170 | ₹— | —% | — | +900 | 1.4 L |
| 3.4 L | -7K | — | —% | ₹— | 1,180 | ₹— | —% | — | -3K | 1.6 L |
| 1.6 L | -14K | — | —% | ₹— | 1,190 | ₹— | —% | — | 0 | 57K |
| 10.2 L | +1.2 L | — | —% | ₹— | 1,200ATM | ₹— | —% | — | 0 | 1.8 L |
| 100K | +4K | — | —% | ₹— | 1,210 | ₹— | —% | — | 0 | 0 |
| 4.2 L | +64K | — | —% | ₹— | 1,220 | ₹— | —% | — | 0 | 0 |
| 87K | +4K | — | —% | ₹— | 1,230 | ₹— | —% | — | 0 | 0 |
| 2.0 L | +51K | — | —% | ₹— | 1,240 | ₹— | —% | — | 0 | 5K |
| 1.8 L | 0 | — | —% | ₹— | 1,250 | ₹— | —% | — | 0 | 10K |
| 1.3 L | +9K | — | —% | ₹— | 1,260 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,270 | ₹— | —% | — | 0 | 0 |
| 87K | 0 | — | —% | ₹— | 1,280 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,290 | ₹— | —% | — | 0 | 0 |
| 4.4 L | +5K | — | —% | ₹— | 1,300 | ₹— | —% | — | 0 | 8K |
| 0 | 0 | — | —% | ₹— | 1,320 | ₹— | —% | — | 0 | 0 |
| 40K | +4K | — | —% | ₹— | 1,340 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,360 | ₹— | —% | — | 0 | 900 |
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) profile shows a strong concentration of call contracts at the 1,200 ₹ strike (1,200 CE OI = 10,14,300), which traditionally acts as a resistance zone for the underlying. On the put side, the 1,000 ₹ strike commands the highest put OI (1,000 PE OI = 63,900), providing a clear support level. Together, these clusters suggest an implied price‑range of roughly 1,000 ₹–1,200 ₹ for the remaining days to expiry.
OI Buildup Activity
Fresh OI accumulation is evident at the 1,200 ₹ call (up +1,20,600) and the 1,220 ₹ call (up +63,900), indicating that market participants are layering additional exposure near the resistance band. On the put side, new positions are building at 1,090 ₹ (up +19,800) and 1,140 ₹ (up +18,900), reflecting a tilt toward reinforcing the support corridor. The incremental OI at 1,240 ₹ (up +50,400) and 1,040 ₹ (up +14,400) further underscores a balanced but cautious stance among option writers.
Volatility Read
The at‑the‑money implied volatility stands at 24.33 %, placing the contract in a moderate‑volatility regime. The volatility skew is bearish, with out‑of‑the‑money calls priced lower relative to puts, signaling market expectation of downside pressure.
Key OI Levels
The highest call OI resides at the 1,200 ₹ strike, while the highest put OI clusters at the 1,000 ₹ strike.