Cholamandalam Investment and Finance Company Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 3K | 0 | — | —% | ₹— | 1,520 | ₹— | —% | — | — | — |
| 5K | 0 | — | —% | ₹— | 1,560 | ₹— | —% | — | 0 | 0 |
| 8K | -625 | — | —% | ₹— | 1,600 | ₹— | —% | — | -625 | 1.4 L |
| 3K | 0 | — | —% | ₹— | 1,640 | ₹— | —% | — | -4K | 32K |
| 3K | 0 | — | —% | ₹— | 1,660 | ₹— | —% | — | 0 | 76K |
| 3K | 0 | — | —% | ₹— | 1,680 | ₹— | —% | — | -4K | 45K |
| 36K | 0 | — | —% | ₹— | 1,700 | ₹— | —% | — | -8K | 1.6 L |
| 0 | 0 | — | —% | ₹— | 1,720 | ₹— | —% | — | +1K | 53K |
| 1K | 0 | — | —% | ₹— | 1,740 | ₹— | —% | — | 0 | 59K |
| 0 | 0 | — | —% | ₹— | 1,760 | ₹— | —% | — | +11K | 44K |
| 3K | 0 | — | —% | ₹— | 1,780 | ₹— | —% | — | -4K | 60K |
| 3.3 L | -2K | — | —% | ₹— | 1,800ATM | ₹— | —% | — | +9K | 4.0 L |
| 42K | -3K | — | —% | ₹— | 1,820 | ₹— | —% | — | +16K | 1.4 L |
| 1.3 L | -1K | — | —% | ₹— | 1,840 | ₹— | —% | — | +4K | 4.6 L |
| 1.5 L | +14K | — | —% | ₹— | 1,860 | ₹— | —% | — | -12K | 82K |
| 85K | -9K | — | —% | ₹— | 1,880 | ₹— | —% | — | 0 | 31K |
| 4.9 L | +18K | — | —% | ₹— | 1,900 | ₹— | —% | — | +625 | 1.2 L |
| 2.7 L | -44K | — | —% | ₹— | 1,920 | ₹— | —% | — | 0 | 24K |
| 1.3 L | +4K | — | —% | ₹— | 1,940 | ₹— | —% | — | 0 | 16K |
| 1.4 L | +13K | — | —% | ₹— | 1,960 | ₹— | —% | — | 0 | 11K |
| 0 | 0 | — | —% | ₹— | 1,980 | ₹— | —% | — | 0 | 4K |
| 2.9 L | -4K | — | —% | ₹— | 2,000 | ₹— | —% | — | 0 | 8K |
| 5K | 0 | — | —% | ₹— | 2,020 | ₹— | —% | — | 0 | 0 |
| 23K | +8K | — | —% | ₹— | 2,040 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 2,080 | ₹— | —% | — | 0 | 0 |
| 1.5 L | +4K | — | —% | ₹— | 2,100 | ₹— | —% | — | 0 | 4K |
| 0 | 0 | — | —% | ₹— | 2,120 | ₹— | —% | — | 0 | 0 |
| 20K | 0 | — | —% | ₹— | 2,160 | ₹— | —% | — | — | — |
| 16K | -625 | — | —% | ₹— | 2,200 | ₹— | —% | — | — | — |
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) stack is tightly clustered around the 1820‑1860 range, with the highest put OI at 1820 and the highest call OI at 1860, suggesting a market‑defined support‑resistance corridor. The spot price of ₹1,839 sits just above the dominant put strike, indicating that sellers view the 1820‑1860 band as a likely price‑floor. Consequently, the implied price corridor for the September expiry extends roughly from ₹1,800 to ₹1,940.
OI Buildup Activity
During the latest reporting window, fresh call OI accumulates at ₹1,900 (+18,125), ₹1,960 (+13,750) and ₹1,860 (+13,125), reflecting new long‑call positioning above the current market level. On the put side, additional OI builds at ₹1,820 (+15,625), ₹1,760 (+11,250) and ₹1,800 (+8,125), indicating fresh short‑call hedges or long‑put interest near the established support zone. The balanced inflow across both sides points to a neutral stance among option writers, with limited directional bias.
Volatility Read
The at‑the‑money implied volatility stands at 23.29%, consistent with medium‑term equity volatility expectations for this instrument. The volatility skew is neutral, showing no pronounced premium for either out‑of‑the‑money calls or puts.
Key OI Levels
The strike with the highest call OI is ₹1,860 (1080 contracts) and the strike with the highest put OI is ₹1,820 (1080 contracts).