Coal India Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 1.6 L | -5K | — | —% | ₹— | 330 | ₹— | —% | — | 0 | 3K |
| 7K | 0 | — | —% | ₹— | 340 | ₹— | —% | — | 0 | 39K |
| 51K | 0 | — | —% | ₹— | 350 | ₹— | —% | — | 0 | 35K |
| 1K | 0 | — | —% | ₹— | 355 | ₹— | —% | — | 0 | 1K |
| 9K | 0 | — | —% | ₹— | 360 | ₹— | —% | — | 0 | 100K |
| 11K | +1K | — | —% | ₹— | 365 | ₹— | —% | — | -3K | 72K |
| 53K | -1K | — | —% | ₹— | 370 | ₹— | —% | — | -42K | 11.2 L |
| 20K | 0 | — | —% | ₹— | 375 | ₹— | —% | — | -4K | 4.2 L |
| 1.1 L | -8K | — | —% | ₹— | 380 | ₹— | —% | — | -11K | 11.3 L |
| 80K | 0 | — | —% | ₹— | 385 | ₹— | —% | — | +1.6 L | 7.5 L |
| 5.7 L | -4K | — | —% | ₹— | 390 | ₹— | —% | — | +1.1 L | 19.1 L |
| 4.8 L | 0 | — | —% | ₹— | 395 | ₹— | —% | — | +69K | 14.6 L |
| 46.5 L | -4.0 L | — | —% | ₹— | 400ATM | ₹— | —% | — | +3K | 47.8 L |
| 24.6 L | -70K | — | —% | ₹— | 405 | ₹— | —% | — | -1.0 L | 15.7 L |
| 48.3 L | -1.6 L | — | —% | ₹— | 410 | ₹— | —% | — | +35K | 30.6 L |
| 41.0 L | +2.3 L | — | —% | ₹— | 415 | ₹— | —% | — | -2.5 L | 16.6 L |
| 62.0 L | -6.4 L | — | —% | ₹— | 420 | ₹— | —% | — | +100K | 25.3 L |
| 40.0 L | -3.6 L | — | —% | ₹— | 425 | ₹— | —% | — | -1.4 L | 8.3 L |
| 45.4 L | -3.9 L | — | —% | ₹— | 430 | ₹— | —% | — | +2.0 L | 20.4 L |
| 22.7 L | +55K | — | —% | ₹— | 435 | ₹— | —% | — | +1K | 3.7 L |
| 30.1 L | -27K | — | —% | ₹— | 440 | ₹— | —% | — | -1K | 4.8 L |
| 5.6 L | -54K | — | —% | ₹— | 445 | ₹— | —% | — | 0 | 65K |
| 18.5 L | -4.4 L | — | —% | ₹— | 450 | ₹— | —% | — | +9K | 4.6 L |
| 4.0 L | +16K | — | —% | ₹— | 455 | ₹— | —% | — | 0 | 26K |
| 12.3 L | -65K | — | —% | ₹— | 460 | ₹— | —% | — | +7K | 1.3 L |
| 30K | 0 | — | —% | ₹— | 465 | ₹— | —% | — | 0 | 22K |
| 5.1 L | +11K | — | —% | ₹— | 470 | ₹— | —% | — | 0 | 2.7 L |
| 0 | 0 | — | —% | ₹— | 475 | ₹— | —% | — | 0 | 0 |
| 2.2 L | -62K | — | —% | ₹— | 480 | ₹— | —% | — | 0 | 62K |
| 1.6 L | 0 | — | —% | ₹— | 490 | ₹— | —% | — | 0 | 3.2 L |
| 1.9 L | -16K | — | —% | ₹— | 500 | ₹— | —% | — | — | — |
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 pronounced concentration around the 415–455 ₹ call band and the 385–430 ₹ put band. The heaviest call OI sits at 415 ₹ (190 contracts), while the deepest put OI anchors at 430 ₹ (190 contracts), framing a natural resistance‑support corridor. Together these zones suggest an implied price range roughly between 385 ₹ and 455 ₹ for the September expiry.
OI Buildup Activity
During the latest session, fresh call OI accumulates strongly at 415 ₹ (+2 contracts, 38,950 units), 435 ₹ (+55,350 units) and 455 ₹ (+14,850 units), indicating that market makers are layering additional exposure near the upper side of the range. On the put side, the biggest additions appear at 430 ₹ (+2,02,500 units), 385 ₹ (+1,59,300 units) and 390 ₹ (+1,06,650 units), reflecting a systematic build‑up of defensive positions around the lower bound. The asymmetry in OI inflows points to a balanced but cautious stance among option writers, who are positioning themselves to profit from range‑bound price action while retaining the flexibility to adjust as the underlying moves.
Volatility Read
Implied volatility (IV) stands at 13.5 % for the at‑the‑money (ATM) strike, signalling moderate market uncertainty ahead of the September 29 expiration. The volatility skew is bearish, with puts priced higher relative to calls, consistent with a slight downside bias in the options market.
Key OI Levels
The highest open‑interest concentrations are observed at the 415 ₹ call strike (190 contracts) and the 430 ₹ put strike (190 contracts).