Coforge Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 1,480 | ₹— | —% | — | -5K | 47K |
| 2K | +2K | — | —% | ₹— | 1,520 | ₹— | —% | — | -1K | 11K |
| 950 | 0 | — | —% | ₹— | 1,560 | ₹— | —% | — | -475 | 41K |
| 0 | 0 | — | —% | ₹— | 1,580 | ₹— | —% | — | -950 | 10K |
| 2K | 0 | — | —% | ₹— | 1,600 | ₹— | —% | — | +950 | 92K |
| 950 | 0 | — | —% | ₹— | 1,620 | ₹— | —% | — | +1K | 30K |
| 0 | 0 | — | —% | ₹— | 1,640 | ₹— | —% | — | +22K | 54K |
| 0 | 0 | — | —% | ₹— | 1,660 | ₹— | —% | — | +7K | 57K |
| 0 | 0 | — | —% | ₹— | 1,680 | ₹— | —% | — | +4K | 28K |
| 14K | +950 | — | —% | ₹— | 1,700 | ₹— | —% | — | -17K | 3.6 L |
| 0 | 0 | — | —% | ₹— | 1,720 | ₹— | —% | — | -4K | 27K |
| 3K | 0 | — | —% | ₹— | 1,740 | ₹— | —% | — | +15K | 34K |
| 5K | 0 | — | —% | ₹— | 1,760 | ₹— | —% | — | +8K | 50K |
| 15K | 0 | — | —% | ₹— | 1,780 | ₹— | —% | — | -2K | 31K |
| 1.8 L | -950 | — | —% | ₹— | 1,800 | ₹— | —% | — | -78K | 2.6 L |
| 9K | 0 | — | —% | ₹— | 1,820 | ₹— | —% | — | -8K | 23K |
| 8K | 0 | — | —% | ₹— | 1,840 | ₹— | —% | — | +2K | 66K |
| 70K | -1K | — | —% | ₹— | 1,860 | ₹— | —% | — | +2K | 87K |
| 37K | +1K | — | —% | ₹— | 1,880 | ₹— | —% | — | +3K | 67K |
| 5.4 L | +31K | — | —% | ₹— | 1,900 | ₹— | —% | — | +8K | 5.8 L |
| 71K | +22K | — | —% | ₹— | 1,920 | ₹— | —% | — | +47K | 1.3 L |
| 1.1 L | +38K | — | —% | ₹— | 1,940 | ₹— | —% | — | +38K | 1.8 L |
| 1.8 L | +2K | — | —% | ₹— | 1,960 | ₹— | —% | — | +10K | 1.1 L |
| 1.7 L | +25K | — | —% | ₹— | 1,980 | ₹— | —% | — | +30K | 1.3 L |
| 12.2 L | +1.7 L | — | —% | ₹— | 2,000ATM | ₹— | —% | — | +29K | 2.8 L |
| 99K | -5K | — | —% | ₹— | 2,020 | ₹— | —% | — | -3K | 22K |
| 1.5 L | -3K | — | —% | ₹— | 2,040 | ₹— | —% | — | 0 | 16K |
| 55K | -12K | — | —% | ₹— | 2,060 | ₹— | —% | — | 0 | 21K |
| 83K | +8K | — | —% | ₹— | 2,080 | ₹— | —% | — | 0 | 475 |
| 6.0 L | +32K | — | —% | ₹— | 2,100 | ₹— | —% | — | +3K | 36K |
| 41K | -10K | — | —% | ₹— | 2,120 | ₹— | —% | — | 0 | 0 |
| 40K | +6K | — | —% | ₹— | 2,140 | ₹— | —% | — | 0 | 475 |
| 76K | +2K | — | —% | ₹— | 2,160 | ₹— | —% | — | 0 | 0 |
| 41K | +12K | — | —% | ₹— | 2,180 | ₹— | —% | — | 0 | 0 |
| 4.4 L | +1.1 L | — | —% | ₹— | 2,200 | ₹— | —% | — | +950 | 5K |
| 19K | +10K | — | —% | ₹— | 2,220 | ₹— | —% | — | 0 | 0 |
| 1.2 L | +31K | — | —% | ₹— | 2,240 | ₹— | —% | — | 0 | 3K |
| 33K | +28K | — | —% | ₹— | 2,260 | ₹— | —% | — | 0 | 0 |
| 49K | +10K | — | —% | ₹— | 2,280 | ₹— | —% | — | 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 ₹1,920, ₹1,940 and ₹1,960 for puts and around ₹1,940, ₹2,000 and ₹2,200 for calls. The highest put OI at ₹1,920 and the highest call OI at ₹2,000 act as the near‑term support and resistance levels, respectively. Given the spot price of ₹1,961.9, the implied price range for the next expiry is roughly ₹1,880 – ₹2,140, bounded by the heavy OI zones.
OI Buildup Activity
Fresh call OI adds of 2,000 contracts at the ₹2,200 strike, 1,000 contracts at ₹2,000 and 1,000 contracts at ₹1,940 signal that writers are stacking exposure in the upper‑side strikes. On the put side, new OI of 1,000 contracts at ₹1,920, 1,000 contracts at ₹1,940 and 1,000 contracts at ₹1,980 indicate positioning of sellers near the current market level. Overall, the OI additions reflect a balanced buildup, with writers concentrating around the spot to hedge directional risk.
Volatility Read
The at‑the‑money implied volatility stands at 29.06 %, consistent with a moderate‑volatility environment for the underlying. The volatility skew is bearish, implying that out‑of‑the‑money calls are priced higher than equivalent puts.
Key OI Levels
The largest concentrations are at the ₹2,000 call (1000 OI) and the ₹1,920 put (1000 OI).