Tata Consultancy Services Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 14K | 0 | — | —% | ₹— | 1,680 | ₹— | —% | — | 0 | 900 |
| — | — | — | —% | ₹— | 1,760 | ₹— | —% | — | 0 | 5K |
| — | — | — | —% | ₹— | 1,800 | ₹— | —% | — | -225 | 32K |
| — | — | — | —% | ₹— | 1,840 | ₹— | —% | — | 0 | 15K |
| — | — | — | —% | ₹— | 1,880 | ₹— | —% | — | 0 | 29K |
| 0 | 0 | — | —% | ₹— | 1,920 | ₹— | —% | — | 0 | 33K |
| 0 | 0 | — | —% | ₹— | 1,960 | ₹— | —% | — | -900 | 2.3 L |
| 225 | 0 | — | —% | ₹— | 1,980 | ₹— | —% | — | +11K | 1.3 L |
| 97K | +1K | — | —% | ₹— | 2,000 | ₹— | —% | — | +8K | 4.4 L |
| 675 | 0 | — | —% | ₹— | 2,020 | ₹— | —% | — | +4K | 41K |
| 21K | 0 | — | —% | ₹— | 2,040 | ₹— | —% | — | +2K | 75K |
| 2K | 0 | — | —% | ₹— | 2,060 | ₹— | —% | — | -6K | 77K |
| 16K | 0 | — | —% | ₹— | 2,080 | ₹— | —% | — | -1K | 1.5 L |
| 53K | +225 | — | —% | ₹— | 2,100 | ₹— | —% | — | +31K | 3.4 L |
| 39K | 0 | — | —% | ₹— | 2,120 | ₹— | —% | — | -5K | 91K |
| 25K | 0 | — | —% | ₹— | 2,140 | ₹— | —% | — | -30K | 4.4 L |
| 92K | -225 | — | —% | ₹— | 2,160 | ₹— | —% | — | -9K | 1.5 L |
| 23K | 0 | — | —% | ₹— | 2,180 | ₹— | —% | — | -1K | 1.2 L |
| 1.9 L | +7K | — | —% | ₹— | 2,200 | ₹— | —% | — | +50K | 5.6 L |
| 43K | 0 | — | —% | ₹— | 2,220 | ₹— | —% | — | -10K | 91K |
| 1.4 L | +2K | — | —% | ₹— | 2,240 | ₹— | —% | — | -7K | 2.3 L |
| 1.4 L | +8K | — | —% | ₹— | 2,260 | ₹— | —% | — | -3K | 2.3 L |
| 2.2 L | +11K | — | —% | ₹— | 2,280 | ₹— | —% | — | +11K | 2.8 L |
| 6.7 L | +55K | — | —% | ₹— | 2,300 | ₹— | —% | — | +39K | 8.1 L |
| 4.8 L | +1.7 L | — | —% | ₹— | 2,320 | ₹— | —% | — | -36K | 4.0 L |
| 11.0 L | +79K | — | —% | ₹— | 2,340 | ₹— | —% | — | -20K | 3.2 L |
| 8.1 L | +54K | — | —% | ₹— | 2,360 | ₹— | —% | — | +15K | 3.1 L |
| 4.3 L | +16K | — | —% | ₹— | 2,380 | ₹— | —% | — | -4K | 1.3 L |
| 13.6 L | +1.1 L | — | —% | ₹— | 2,400ATM | ₹— | —% | — | +14K | 5.0 L |
| 2.8 L | +18K | — | —% | ₹— | 2,420 | ₹— | —% | — | +2K | 1.0 L |
| 1.8 L | +18K | — | —% | ₹— | 2,440 | ₹— | —% | — | +225 | 50K |
| 2.0 L | +24K | — | —% | ₹— | 2,460 | ₹— | —% | — | -225 | 23K |
| 1.3 L | -22K | — | —% | ₹— | 2,480 | ₹— | —% | — | 0 | 24K |
| 11.1 L | +1.6 L | — | —% | ₹— | 2,500 | ₹— | —% | — | +675 | 2.5 L |
| 1.9 L | +6K | — | —% | ₹— | 2,520 | ₹— | —% | — | 0 | 21K |
| 1.5 L | +9K | — | —% | ₹— | 2,540 | ₹— | —% | — | +225 | 9K |
| 2.2 L | +2K | — | —% | ₹— | 2,560 | ₹— | —% | — | +225 | 11K |
| 2.6 L | +675 | — | —% | ₹— | 2,580 | ₹— | —% | — | 0 | 4K |
| 5.1 L | +7K | — | —% | ₹— | 2,600 | ₹— | —% | — | -225 | 2.6 L |
| 32K | +675 | — | —% | ₹— | 2,620 | ₹— | —% | — | 0 | 1K |
| 96K | +19K | — | —% | ₹— | 2,640 | ₹— | —% | — | 0 | 225 |
| 36K | -450 | — | —% | ₹— | 2,660 | ₹— | —% | — | 0 | 225 |
| 43K | -1K | — | —% | ₹— | 2,680 | ₹— | —% | — | 0 | 450 |
| 2.1 L | +2K | — | —% | ₹— | 2,700 | ₹— | —% | — | 0 | 1.5 L |
| 28K | +900 | — | —% | ₹— | 2,720 | ₹— | —% | — | 0 | 3K |
| 1.3 L | +900 | — | —% | ₹— | 2,760 | ₹— | —% | — | 0 | 450 |
| 1.5 L | +3K | — | —% | ₹— | 2,800 | ₹— | —% | — | -36K | 9.3 L |
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) landscape clusters around the 2,200 ₹ and 2,400 ₹ strikes, indicating a market‑implied price corridor of roughly 2,200–2,400 ₹ for the September expiry. The highest call OI sits at the 2,320 ₹ strike, while the highest put OI concentrates at 2,200 ₹, framing a balanced resistance‑support zone. With the spot at 2,304 ₹, the current price sits comfortably within this range, suggesting limited directional pressure.
OI Buildup Activity
Fresh OI inflows reinforce the existing structures: call OI adds of 1,69,425 contracts at 2,320 ₹, 1,65,600 at 2,500 ₹, and 1,07,325 at 2,400 ₹ show strong writer interest in the upside corridor. On the put side, new OI of 49,275 contracts at 2,200 ₹, 38,925 at 2,300 ₹, and 31,500 at 2,100 ₹ reflect accumulating defensive positions near the lower band. All additions are recorded with zero net change, indicating that the positions are being established rather than transferred.
Volatility Read
The at‑the‑money implied volatility stands at 23.37 %, aligning with typical medium‑term equity volatility levels. The skew metric is neutral, implying symmetrical pricing between calls and puts across strikes.
Key OI Levels
The highest call OI of 1,280 contracts resides at 2,320 ₹, and the highest put OI of 1,280 contracts is anchored at 2,200 ₹.