SAIL Options: Build-Up Over Recent Sessions

Why SAIL gets this view

Decided from the latest snapshot alone (no ledger of at least 3 sessions yet). Open interest within 5 strikes of the money is Rs 30.33L, below the Rs 150.00Cr floor. Traded volume in that window is Rs 0, below the Rs 100.00Cr floor. Only 0 of 11 near-the-money strikes carry real Open Interest and traded volume, 7 needed. The top strike holds 61.9% of total Open Interest, above the 40% ceiling, so the book is concentrated. Both at-the-money legs have a premium, so the straddle is priced. 45 strikes are listed.

On a book this thin, a single session's strike-by-strike read is not reliable: a few contracts can move a strike to the top of the list. So this page looks across sessions instead, and treats only open interest that keeps building at the same strike as worth noting, and even then as a possible build-up, not a conclusion.

Not enough sessions yet

Not enough sessions yet. Only one session (2026-10-28) has been recorded so far. At least two consecutive sessions of the same expiry are needed. The ledger holds 1 session, 28 Oct to 28 Oct. No build-up is claimed.

What the latest reading supports

The newest saved reading is from 28 Oct (expiry 2026-11-23). On a thin book only the totals are quoted, not strikes or levels.