Cholamandalam Investment and Finance Company Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 1,160 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,200 | ₹— | —% | — | +4K | 4K |
| 0 | 0 | — | —% | ₹— | 1,240 | ₹— | —% | — | +14K | 34K |
| 0 | 0 | — | —% | ₹— | 1,260 | ₹— | —% | — | +37K | 37K |
| 0 | 0 | — | —% | ₹— | 1,280 | ₹— | —% | — | +12K | 39K |
| 3K | 0 | — | —% | ₹— | 1,300 | ₹— | —% | — | +18K | 51K |
| 0 | 0 | — | —% | ₹— | 1,320 | ₹— | —% | — | +11K | 39K |
| 0 | 0 | — | —% | ₹— | 1,340 | ₹— | —% | — | -2K | 21K |
| 0 | 0 | — | —% | ₹— | 1,360 | ₹— | —% | — | +2K | 1.1 L |
| 3K | 0 | — | —% | ₹— | 1,380 | ₹— | —% | — | 0 | 34K |
| 34K | +4K | — | —% | ₹— | 1,400 | ₹— | —% | — | +26K | 2.1 L |
| 9K | -625 | — | —% | ₹— | 1,420 | ₹— | —% | — | +16K | 41K |
| 49K | -8K | — | —% | ₹— | 1,440 | ₹— | —% | — | -19K | 1.7 L |
| 58K | -36K | — | —% | ₹— | 1,460 | ₹— | —% | — | 0 | 1.1 L |
| 58K | -18K | — | —% | ₹— | 1,480 | ₹— | —% | — | +21K | 80K |
| 3.5 L | +93K | — | —% | ₹— | 1,500ATM | ₹— | —% | — | +3.0 L | 4.7 L |
| 1.3 L | +66K | — | —% | ₹— | 1,520 | ₹— | —% | — | +1.1 L | 1.2 L |
| 3.5 L | +1.5 L | — | —% | ₹— | 1,540 | ₹— | —% | — | +1.9 L | 2.1 L |
| 2.5 L | +1.6 L | — | —% | ₹— | 1,560 | ₹— | —% | — | +88K | 1.6 L |
| 51K | +4K | — | —% | ₹— | 1,580 | ₹— | —% | — | +4K | 15K |
| 3.8 L | +1.1 L | — | —% | ₹— | 1,600 | ₹— | —% | — | +26K | 79K |
| 81K | +43K | — | —% | ₹— | 1,620 | ₹— | —% | — | 0 | 4K |
| 1.3 L | +84K | — | —% | ₹— | 1,640 | ₹— | —% | — | -5K | 26K |
| 71K | +61K | — | —% | ₹— | 1,660 | ₹— | —% | — | 0 | 0 |
| 63K | +60K | — | —% | ₹— | 1,680 | ₹— | —% | — | 0 | 625 |
| 1.6 L | +34K | — | —% | ₹— | 1,700 | ₹— | —% | — | -625 | 43K |
| 21K | +19K | — | —% | ₹— | 1,720 | ₹— | —% | — | -4K | 13K |
| 76K | +65K | — | —% | ₹— | 1,740 | ₹— | —% | — | -1K | 5K |
| 21K | +18K | — | —% | ₹— | 1,760 | ₹— | —% | — | 0 | 4K |
| 2K | +1K | — | —% | ₹— | 1,780 | ₹— | —% | — | 0 | 0 |
| 1.2 L | +73K | — | —% | ₹— | 1,800 | ₹— | —% | — | +3K | 33K |
| 3K | 0 | — | —% | ₹— | 1,840 | ₹— | —% | — | 0 | 3K |
| 16K | +10K | — | —% | ₹— | 1,880 | ₹— | —% | — | 0 | 2K |
| 16K | 0 | — | —% | ₹— | 1,920 | ₹— | —% | — | 0 | 2K |
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 options market shows a tight open‑interest cluster around the 1540–1560 band for calls and 1500–1540 for puts on a daily basis, indicating trader consensus today. Call OI spikes at 1560, 1540 and 1600 collectively hold about 3.6 % of total OI, suggesting a resistance corridor near ₹1550‑₹1560. Put OI peaks at 1500, 1540 and 1520, forming a support zone roughly between ₹1500 and ₹1540.
OI Buildup Activity
During the most recent reporting interval, fresh call OI of 1,58,125 contracts accumulates at the 1560 strike, indicating aggressive writing at that level by market makers. The 1540 call sees an addition of 1,49,375 contracts, while the 1600 call gathers a modest 1,10,000 contracts, reflecting a layered hedge structure for speculative participants. On the put side, the 1500 strike records the largest influx with 3,00,625 contracts, followed by 1,68,750 contracts at 1540 and 1,06,875 contracts at 1520, highlighting defensive positioning near the identified support band in anticipation of downside risk.
Volatility Read
The at‑the‑money implied volatility stands at 29.52 %, aligning with the medium‑range volatility regime for this underlying as observed over the past month. The volatility skew remains neutral, indicating comparable pricing pressure for out‑of‑the‑money calls and puts across nearby expiries.
Key OI Levels
The highest call open interest resides at the 1560 strike, while the highest put open interest concentrates at the 1500 strike.