Option chain
OFSS
29 Sept 2026 expiry · 21 strikes around the money
11,643.75
Put-call ratio0.66more calls open
Max pain11,800strike of least writer payout
ATM straddle₹605.75call + put at 11,700
Expected move± ₹605.755.18% by expiry
LiquidityGood77% of legs quoted
PositioningBearish positioning35% confidence
The chain prices a move to roughly ₹11,081.25 – ₹12,292.75 by expiry.
Option chain
Reference strike 11,600| Calls | Puts | |||||||
|---|---|---|---|---|---|---|---|---|
| OI | Volume | IV | LTP | Strike | LTP | IV | Volume | OI |
| 0 | 0 | 48.48% | — | 10,600 | ₹38.55 | 48.48% | 900 | 3,500 |
| 0 | 0 | 54.59% | — | CE10,700PE | 54.59% | 0 | 9,000 | |
| 600 | 0 | 46.18% | CE10,800PE | 46.18% | 11,100 | 8,100 | ||
| 1,300 | 0 | 43.09% | CE10,900PE | 43.09% | 2,600 | 4,600 | ||
| 10,600 | 3,100 | 44.93% | CE11,000PE | 44.93% | 59,500 | 78,400 | ||
| 900 | 400 | 44.09% | CE11,100PE | 44.09% | 5,900 | 8,800 | ||
| 1,700 | 400 | 43.75% | CE11,200PE | 43.75% | 39,600 | 61,200 | ||
| 2,200 | 0 | 43.70% | CE11,300PE | 43.70% | 22,000 | 16,000 | ||
| 3,300 | 1,000 | 42.37% | CE11,400PE | 42.37% | 23,700 | 9,800 | ||
| 42,700 | 29,200 | 43.58% | CE11,500PES | 43.58% | 94,400 | 86,700 | ||
| 20,400 | 17,400 | 43.28% | CE11,600PE | 43.28% | 31,500 | 27,200 | ||
| Spot ₹11,643.75 | ||||||||
| 45,200 | 71,100 | 42.91% | CE11,700PE | 42.91% | 53,000 | 52,300 | ||
| 94,000 | 1.33 L | 44.68% | CE11,800PEMP | 44.68% | 83,200 | 45,200 | ||
| 41,100 | 1.45 L | 44.09% | CE11,900PE | 44.09% | 53,900 | 10,500 | ||
| 1.48 L | 5.52 L | 44.58% | CE12,000PER | 44.58% | 79,500 | 64,600 | ||
| 42,600 | 1.03 L | 44.88% | CE12,100PE | 44.88% | 3,400 | 12,600 | ||
| 57,200 | 79,400 | 45.41% | CE12,200PE | 45.41% | 8,200 | 30,600 | ||
| 63,600 | 72,500 | 45.75% | CE12,300PE | 45.75% | 600 | 12,100 | ||
| 28,300 | 39,300 | 46.55% | CE12,400PE | 46.55% | 0 | 11,600 | ||
| 1.39 L | 3.53 L | 47.46% | CE12,500PE | 47.46% | 2,700 | 23,900 | ||
| 18,500 | 28,100 | 47.80% | CE12,600PE | 47.80% | 700 | 2,100 | ||
2 of 42 legs unpricedMP max painS open-interest supportR resistanceShaded cells are in the moneyChoose a premium to trade · CE / PE opens the contract