Tata Consultancy Services Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 900 | 0 | — | —% | ₹— | 1,720 | ₹— | —% | — | 0 | 4K |
| 0 | 0 | — | —% | ₹— | 1,760 | ₹— | —% | — | 0 | 225 |
| 19K | 0 | — | —% | ₹— | 1,800 | ₹— | —% | — | +27K | 81K |
| 1K | 0 | — | —% | ₹— | 1,840 | ₹— | —% | — | +13K | 31K |
| 225 | 0 | — | —% | ₹— | 1,860 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 1,880 | ₹— | —% | — | 0 | 5K |
| 2K | 0 | — | —% | ₹— | 1,900 | ₹— | —% | — | -4K | 63K |
| 0 | 0 | — | —% | ₹— | 1,920 | ₹— | —% | — | -900 | 18K |
| 0 | 0 | — | —% | ₹— | 1,940 | ₹— | —% | — | 0 | 3K |
| 675 | +675 | — | —% | ₹— | 1,960 | ₹— | —% | — | +3K | 13K |
| 0 | 0 | — | —% | ₹— | 1,980 | ₹— | —% | — | +2K | 22K |
| 24K | -2K | — | —% | ₹— | 2,000 | ₹— | —% | — | +3.1 L | 5.9 L |
| 675 | +450 | — | —% | ₹— | 2,020 | ₹— | —% | — | +7K | 12K |
| 6K | 0 | — | —% | ₹— | 2,040 | ₹— | —% | — | +2K | 22K |
| 1K | 0 | — | —% | ₹— | 2,060 | ₹— | —% | — | +23K | 34K |
| 10K | 0 | — | —% | ₹— | 2,080 | ₹— | —% | — | +12K | 38K |
| 70K | +1K | — | —% | ₹— | 2,100 | ₹— | —% | — | +56K | 2.5 L |
| 31K | 0 | — | —% | ₹— | 2,120 | ₹— | —% | — | +21K | 41K |
| 2K | 0 | — | —% | ₹— | 2,140 | ₹— | —% | — | +23K | 51K |
| 6K | 0 | — | —% | ₹— | 2,160 | ₹— | —% | — | +37K | 72K |
| 2K | 0 | — | —% | ₹— | 2,180 | ₹— | —% | — | +22K | 66K |
| 2.1 L | -10K | — | —% | ₹— | 2,200 | ₹— | —% | — | +96K | 5.5 L |
| 4K | -225 | — | —% | ₹— | 2,220 | ₹— | —% | — | +25K | 56K |
| 12K | +225 | — | —% | ₹— | 2,240 | ₹— | —% | — | +28K | 87K |
| 19K | +9K | — | —% | ₹— | 2,260 | ₹— | —% | — | +2.5 L | 3.5 L |
| 8K | 0 | — | —% | ₹— | 2,280 | ₹— | —% | — | +50K | 1.1 L |
| 2.2 L | -10K | — | —% | ₹— | 2,300 | ₹— | —% | — | +3.0 L | 8.1 L |
| 14K | -450 | — | —% | ₹— | 2,320 | ₹— | —% | — | +4.7 L | 5.4 L |
| 22K | 0 | — | —% | ₹— | 2,340 | ₹— | —% | — | +90K | 1.7 L |
| 60K | +7K | — | —% | ₹— | 2,360 | ₹— | —% | — | +45K | 1.4 L |
| 18K | -675 | — | —% | ₹— | 2,380 | ₹— | —% | — | +39K | 77K |
| 3.0 L | +31K | — | —% | ₹— | 2,400 | ₹— | —% | — | +16K | 5.9 L |
| 1.2 L | +1.1 L | — | —% | ₹— | 2,420 | ₹— | —% | — | +97K | 1.6 L |
| 4.2 L | +3.9 L | — | —% | ₹— | 2,440 | ₹— | —% | — | +1.5 L | 2.5 L |
| 5.5 L | +5.1 L | — | —% | ₹— | 2,460 | ₹— | —% | — | +89K | 1.9 L |
| 1.8 L | +34K | — | —% | ₹— | 2,480 | ₹— | —% | — | -34K | 1.8 L |
| 13.6 L | +6.9 L | — | —% | ₹— | 2,500ATM | ₹— | —% | — | -1.3 L | 5.1 L |
| 1.9 L | +2K | — | —% | ₹— | 2,520 | ₹— | —% | — | -41K | 1.3 L |
| 2.5 L | +7K | — | —% | ₹— | 2,540 | ₹— | —% | — | -23K | 1.8 L |
| 2.1 L | +12K | — | —% | ₹— | 2,560 | ₹— | —% | — | -19K | 1.0 L |
| 1.5 L | +18K | — | —% | ₹— | 2,580 | ₹— | —% | — | -9K | 88K |
| 9.2 L | +2.6 L | — | —% | ₹— | 2,600 | ₹— | —% | — | -21K | 1.9 L |
| 1.5 L | +16K | — | —% | ₹— | 2,620 | ₹— | —% | — | -2K | 81K |
| 1.3 L | +10K | — | —% | ₹— | 2,640 | ₹— | —% | — | 0 | 29K |
| 96K | +1K | — | —% | ₹— | 2,660 | ₹— | —% | — | 0 | 49K |
| 1.1 L | +32K | — | —% | ₹— | 2,680 | ₹— | —% | — | 0 | 34K |
| 4.0 L | -28K | — | —% | ₹— | 2,700 | ₹— | —% | — | +450 | 1.2 L |
| 2.0 L | -78K | — | —% | ₹— | 2,720 | ₹— | —% | — | +225 | 2.8 L |
| 72K | +17K | — | —% | ₹— | 2,740 | ₹— | —% | — | 0 | 1K |
| 94K | -13K | — | —% | ₹— | 2,760 | ₹— | —% | — | 0 | 450 |
| 75K | +14K | — | —% | ₹— | 2,780 | ₹— | —% | — | 0 | 0 |
| 3.7 L | +53K | — | —% | ₹— | 2,800 | ₹— | —% | — | +5K | 4.6 L |
| 1.3 L | +19K | — | —% | ₹— | 2,820 | ₹— | —% | — | 0 | 1K |
| 3.2 L | +74K | — | —% | ₹— | 2,840 | ₹— | —% | — | -450 | 51K |
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 picture shows a pronounced concentration at the 1080‑point call and put strikes, each holding 1,080 contracts and forming a clear resistance‑support band. Around this hub, the market has amassed sizable open interest at the 2,500, 2,460 and 2,440 call strikes, suggesting a bullish bias within the 2,440‑2,500 range. On the downside, the 2,320, 2,000 and 2,300 put strikes host the largest add‑on volumes, anchoring a defensive corridor between 2,000 and 2,320. Collectively, these clusters delineate an implied price corridor from roughly ₹2,000 to ₹2,500 for the November expiry.
OI Buildup Activity
Fresh open interest continues to flow into the 2,500 call, which has gained 6 contracts amounting to 94,125 new contracts, indicating aggressive positioning by option writers at the upper edge of the bullish band. The 2,460 call also registers a healthy addition of 5 contracts (≈ 8,950 contracts), while the 2,440 call sees a modest rise of 3 contracts (≈ 5,200 contracts), reinforcing the upper‑range bias. On the put side, the 2,320 strike absorbs 4 contracts (≈ 68,450 contracts), the 2,000 put adds 3 contracts (≈ 7,125 contracts), and the 2,300 put captures 2 contracts (≈ 9,900 contracts), reflecting defensive buildup near the lower boundary of the range.
Volatility Read
The at‑the‑money implied volatility stands at 27.84 %, a level consistent with recent historical averages for the underlying. The volatility skew is neutral, indicating balanced demand for calls and puts across the strike spectrum.
Key OI Levels
The highest concentrations of open interest sit at the 1080‑contract call and put strikes, each holding 1,080 contracts.