TATA CONSUMER PRODUCTS LIMITED Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 860 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 880 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 900 | ₹— | —% | — | +2K | 37K |
| 0 | 0 | — | —% | ₹— | 910 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 920 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 930 | ₹— | —% | — | 0 | 6K |
| 0 | 0 | — | —% | ₹— | 940 | ₹— | —% | — | 0 | 7K |
| 4K | +3K | — | —% | ₹— | 950 | ₹— | —% | — | +550 | 7.5 L |
| 0 | 0 | — | —% | ₹— | 960 | ₹— | —% | — | +7K | 62K |
| 550 | +550 | — | —% | ₹— | 970 | ₹— | —% | — | +4K | 6.8 L |
| 1K | 0 | — | —% | ₹— | 980 | ₹— | —% | — | +15K | 2.1 L |
| 0 | 0 | — | —% | ₹— | 990 | ₹— | —% | — | +6K | 70K |
| 1.4 L | +30K | — | —% | ₹— | 1,000 | ₹— | —% | — | +25K | 4.0 L |
| 77K | +42K | — | —% | ₹— | 1,010 | ₹— | —% | — | +15K | 1.4 L |
| 2.9 L | +1.1 L | — | —% | ₹— | 1,020 | ₹— | —% | — | +45K | 1.8 L |
| 2.1 L | +46K | — | —% | ₹— | 1,030 | ₹— | —% | — | -3K | 96K |
| 3.9 L | -38K | — | —% | ₹— | 1,040 | ₹— | —% | — | -10K | 1.8 L |
| 5.0 L | +41K | — | —% | ₹— | 1,050 | ₹— | —% | — | -2K | 3.1 L |
| 3.6 L | +55K | — | —% | ₹— | 1,060 | ₹— | —% | — | 0 | 2.2 L |
| 91K | 0 | — | —% | ₹— | 1,070 | ₹— | —% | — | 0 | 28K |
| 2.5 L | +25K | — | —% | ₹— | 1,080 | ₹— | —% | — | 0 | 49K |
| 97K | +1K | — | —% | ₹— | 1,090 | ₹— | —% | — | 0 | 4K |
| 9.0 L | +1.4 L | — | —% | ₹— | 1,100ATM | ₹— | —% | — | -10K | 2.5 L |
| 1.6 L | 0 | — | —% | ₹— | 1,110 | ₹— | —% | — | 0 | 1K |
| 1.2 L | -550 | — | —% | ₹— | 1,120 | ₹— | —% | — | 0 | 7K |
| 7.1 L | 0 | — | —% | ₹— | 1,130 | ₹— | —% | — | 0 | 2K |
| 7.1 L | +550 | — | —% | ₹— | 1,140 | ₹— | —% | — | 0 | 7K |
| 1.4 L | -6K | — | —% | ₹— | 1,150 | ₹— | —% | — | 0 | 33K |
| 36K | -550 | — | —% | ₹— | 1,160 | ₹— | —% | — | 0 | 550 |
| 7K | 0 | — | —% | ₹— | 1,170 | ₹— | —% | — | 0 | 1K |
| 14K | 0 | — | —% | ₹— | 1,180 | ₹— | —% | — | 0 | 550 |
| 4K | 0 | — | —% | ₹— | 1,190 | ₹— | —% | — | 0 | 550 |
| 51K | +4K | — | —% | ₹— | 1,200 | ₹— | —% | — | 0 | 9K |
| 19K | 0 | — | —% | ₹— | 1,220 | ₹— | —% | — | — | — |
| 2K | +550 | — | —% | ₹— | 1,240 | ₹— | —% | — | — | — |
| 83K | +3K | — | —% | ₹— | 1,260 | ₹— | —% | — | — | — |
| 1K | 0 | — | —% | ₹— | 1,280 | ₹— | —% | — | 0 | 2K |
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 1100 call strike hosts the largest open interest at 8,96,500 contracts, acting as a strong resistance point above the current ₹1010 spot and sustained by large institutional participation. Conversely, the 1000 put strike carries 4,02,600 open interest contracts, delineating a support zone near the spot level which has held firm despite recent volatility spikes. Implied volatility suggests a trading range roughly between ₹980 and ₹1100, bounded by the heaviest put and call open interests while implied skew leans toward the lower bound.
OI Buildup Activity
During the latest trading session, call open interest increased notably at the 1100 strike by 1,40,250 contracts, followed by additions of 1,06,150 at 1020 and 55,550 at 1060, indicating fresh speculative thrust on the upside. On the put side, open interest rose at 1020 by 44,000 contracts, at 1000 by 24,200 and at 980 by 15,400, strengthening the put‑side cushion as traders hedge near‑term risks. This posture helps swings approaches.
Volatility Read
The at‑the‑money implied volatility stands at 18.3%, reflecting moderate price dispersion for the remaining expiry days. Option skew is bearish, with puts exhibiting higher implied volatility than calls, suggesting greater downside bias among participants.
Key OI Levels
The most concentrated open interest sits at the 1100 call (8,96,500) and the 1000 put (4,02,600) strikes.