Cochin Shipyard Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 920 | ₹— | —% | — | +1K | 1K |
| 0 | 0 | — | —% | ₹— | 960 | ₹— | —% | — | +400 | 400 |
| 0 | 0 | — | —% | ₹— | 980 | ₹— | —% | — | +3K | 8K |
| 4K | +3K | — | —% | ₹— | 1,000 | ₹— | —% | — | -5K | 50K |
| 0 | 0 | — | —% | ₹— | 1,020 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,040 | ₹— | —% | — | +11K | 33K |
| 30K | +30K | — | —% | ₹— | 1,060 | ₹— | —% | — | +9K | 27K |
| 0 | 0 | — | —% | ₹— | 1,080 | ₹— | —% | — | +10K | 39K |
| 64K | -2K | — | —% | ₹— | 1,100 | ₹— | —% | — | -3K | 2.3 L |
| 37K | +17K | — | —% | ₹— | 1,120 | ₹— | —% | — | +48K | 66K |
| 2.4 L | +1.6 L | — | —% | ₹— | 1,140 | ₹— | —% | — | +1.7 L | 2.8 L |
| 2.3 L | +46K | — | —% | ₹— | 1,160 | ₹— | —% | — | +10K | 71K |
| 64K | +31K | — | —% | ₹— | 1,180 | ₹— | —% | — | 0 | 2K |
| 4.8 L | +11K | — | —% | ₹— | 1,200ATM | ₹— | —% | — | 0 | 41K |
| 14K | +12K | — | —% | ₹— | 1,220 | ₹— | —% | — | 0 | 1K |
| 26K | +15K | — | —% | ₹— | 1,240 | ₹— | —% | — | -2K | 12K |
| 80K | +18K | — | —% | ₹— | 1,260 | ₹— | —% | — | 0 | 4K |
| 8K | +8K | — | —% | ₹— | 1,280 | ₹— | —% | — | 0 | 4K |
| 75K | +8K | — | —% | ₹— | 1,300 | ₹— | —% | — | 0 | 26K |
| 400 | 0 | — | —% | ₹— | 1,320 | ₹— | —% | — | 0 | 800 |
| 14K | +2K | — | —% | ₹— | 1,340 | ₹— | —% | — | 0 | 13K |
| 1K | 0 | — | —% | ₹— | 1,360 | ₹— | —% | — | 0 | 3K |
| 13K | +3K | — | —% | ₹— | 1,380 | ₹— | —% | — | 0 | 6K |
| 31K | +800 | — | —% | ₹— | 1,400 | ₹— | —% | — | 0 | 41K |
| 0 | 0 | — | —% | ₹— | 1,420 | ₹— | —% | — | 0 | 0 |
| 800 | 0 | — | —% | ₹— | 1,440 | ₹— | —% | — | 0 | 2K |
| 400 | 0 | — | —% | ₹— | 1,460 | ₹— | —% | — | 0 | 800 |
| 4K | 0 | — | —% | ₹— | 1,480 | ₹— | —% | — | 0 | 4K |
| 20K | 0 | — | —% | ₹— | 1,520 | ₹— | —% | — | 0 | 30K |
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) picture shows a tight concentration around the ₹1,140–₹1,180 call band and the ₹1,040–₹1,120 put band. The largest call OI sits at the ₹1,000 strike (4,800 contracts), acting as a short‑term resistance, while the biggest put OI also rests at the ₹1,000 strike (50,400 contracts), providing a strong support cushion. Together these levels define an implied price range of roughly ₹1,000 ± ₹140 for the November expiry.
OI Buildup Activity
Fresh call OI adds are most pronounced at the ₹1,140 strike (+1,61,600 contracts), followed by ₹1,160 (+46,000) and ₹1,180 (+31,200), indicating that option writers are stacking exposure near the upper edge of the current range. On the put side, the biggest influx appears at ₹1,140 (+1,69,600), then at ₹1,120 (+47,200) and ₹1,040 (+11,600), suggesting writers are also hedging downside risk around the same price corridor. The asymmetric magnitude of these builds reveals a tilt toward protecting against a possible breakout above ₹1,140 while still preserving downside coverage.
Volatility Read
The at‑the‑money implied volatility stands at 32.87 %, reflecting moderate premium levels for the November contract. The volatility skew is bearish, with out‑of‑the‑money puts priced higher than comparable calls, hinting that market participants price a heavier tail risk to the downside.
Key OI Levels
The strikes with the highest open interest are ₹1,000 for calls (4,800 contracts) and ₹1,000 for puts (50,400 contracts).