Cochin Shipyard Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 3K | +400 | — | —% | ₹— | 1,200 | ₹— | —% | — | — | — |
| — | — | — | —% | ₹— | 1,260 | ₹— | —% | — | -400 | 4K |
| 400 | 0 | — | —% | ₹— | 1,280 | ₹— | —% | — | +400 | 4K |
| — | — | — | —% | ₹— | 1,300 | ₹— | —% | — | -800 | 12K |
| 0 | 0 | — | —% | ₹— | 1,320 | ₹— | —% | — | 0 | 0 |
| 3K | 0 | — | —% | ₹— | 1,340 | ₹— | —% | — | -3K | 43K |
| 0 | 0 | — | —% | ₹— | 1,360 | ₹— | —% | — | +4K | 4K |
| 0 | 0 | — | —% | ₹— | 1,380 | ₹— | —% | — | 0 | 0 |
| 2.2 L | +800 | — | —% | ₹— | 1,400 | ₹— | —% | — | +24K | 3.0 L |
| 400 | 0 | — | —% | ₹— | 1,420 | ₹— | —% | — | +2K | 2K |
| 2K | 0 | — | —% | ₹— | 1,440 | ₹— | —% | — | +91K | 2.5 L |
| 37K | +8K | — | —% | ₹— | 1,460 | ₹— | —% | — | +11K | 1.4 L |
| 84K | +18K | — | —% | ₹— | 1,480 | ₹— | —% | — | +26K | 2.2 L |
| 4.5 L | +65K | — | —% | ₹— | 1,500 | ₹— | —% | — | -4K | 2.1 L |
| 94K | -12K | — | —% | ₹— | 1,520 | ₹— | —% | — | +8K | 31K |
| 2.1 L | -24K | — | —% | ₹— | 1,540 | ₹— | —% | — | +30K | 1.6 L |
| 3.1 L | -38K | — | —% | ₹— | 1,560 | ₹— | —% | — | +1K | 71K |
| 1.8 L | +6K | — | —% | ₹— | 1,580 | ₹— | —% | — | +6K | 12K |
| 7.1 L | -59K | — | —% | ₹— | 1,600ATM | ₹— | —% | — | -1K | 32K |
| 1.1 L | -4K | — | —% | ₹— | 1,620 | ₹— | —% | — | +800 | 800 |
| 28K | +11K | — | —% | ₹— | 1,640 | ₹— | —% | — | 0 | 3K |
| 2.2 L | +8K | — | —% | ₹— | 1,660 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,680 | ₹— | —% | — | 0 | 0 |
| 1.9 L | +4K | — | —% | ₹— | 1,700 | ₹— | —% | — | 0 | 32K |
| 1.6 L | +400 | — | —% | ₹— | 1,720 | ₹— | —% | — | 0 | 8K |
| 38K | +24K | — | —% | ₹— | 1,760 | ₹— | —% | — | 0 | 0 |
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 clusters around the 1,440 ₹ and 1,480 ₹ strikes on both sides, forming a tight “support‑resistance corridor.” The highest call OI sits at 1,000 ₹, while the highest put OI also rests at 1,000 ₹, indicating that market participants view these levels as the outer bounds of the near‑term price range. With the spot price at 1,499.1 ₹, the implied range, derived from the concentrated OI band, spans roughly 1,440 ₹ – 1,560 ₹.
OI Buildup Activity
During the latest reporting window, the 1,500 ₹ call contract accrues 1,500 contracts (+64,800 ₹), signalling fresh bullish positioning near the ATM level. The 1,760 ₹ call also adds 23,600 ₹ of OI, reflecting speculative interest in a higher upside scenario. On the downside, the 1,440 ₹ put garners the largest increase with 91,200 ₹ of new OI, followed by the 1,480 ₹ put (26,400 ₹) and the 1,460 ₹ put (11,200 ₹), showing intensified protective positioning around the current spot.
Volatility Read
The at‑the‑money implied volatility stands at 27.52 %, indicating moderate pricing of forward uncertainty. The volatility skew is bearish, with out‑of‑the‑money puts priced higher than equivalent calls, suggesting market bias toward downside risk.
Key OI Levels
The peak open‑interest concentrations are observed at the 1,000 ₹ call strike (1000 contracts) and the 1,000 ₹ put strike (1000 contracts).