Tata Power Company Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 290 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 300 | ₹— | —% | — | -67K | 1.7 L |
| 0 | 0 | — | —% | ₹— | 305 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 310 | ₹— | —% | — | -10K | 3.7 L |
| 3K | 0 | — | —% | ₹— | 315 | ₹— | —% | — | 0 | 1K |
| 19K | 0 | — | —% | ₹— | 320 | ₹— | —% | — | -23K | 3.8 L |
| 0 | 0 | — | —% | ₹— | 325 | ₹— | —% | — | -23K | 2.2 L |
| 1.1 L | +1K | — | —% | ₹— | 330 | ₹— | —% | — | -4K | 8.3 L |
| 28K | 0 | — | —% | ₹— | 335 | ₹— | —% | — | -15K | 4.2 L |
| 2.3 L | -1K | — | —% | ₹— | 340 | ₹— | —% | — | -39K | 9.4 L |
| 3.0 L | -3K | — | —% | ₹— | 345 | ₹— | —% | — | -1.2 L | 11.8 L |
| 17.8 L | +22K | — | —% | ₹— | 350 | ₹— | —% | — | -15K | 30.4 L |
| 19.9 L | +15K | — | —% | ₹— | 355 | ₹— | —% | — | +1.3 L | 26.9 L |
| 23.5 L | +1.7 L | — | —% | ₹— | 360 | ₹— | —% | — | +2.1 L | 51.4 L |
| 20.8 L | -3K | — | —% | ₹— | 365 | ₹— | —% | — | +30K | 19.1 L |
| 33.6 L | -1.6 L | — | —% | ₹— | 370 | ₹— | —% | — | +1.9 L | 26.0 L |
| 24.4 L | -1.3 L | — | —% | ₹— | 375 | ₹— | —% | — | -70K | 14.5 L |
| 39.7 L | -87K | — | —% | ₹— | 380 | ₹— | —% | — | -73K | 24.1 L |
| 31.3 L | -65K | — | —% | ₹— | 385 | ₹— | —% | — | -1K | 2.2 L |
| 19.6 L | +25K | — | —% | ₹— | 390 | ₹— | —% | — | -13K | 3.5 L |
| 7.6 L | +90K | — | —% | ₹— | 395 | ₹— | —% | — | +1K | 1.2 L |
| 71.3 L | +3.2 L | — | —% | ₹— | 400ATM | ₹— | —% | — | -1K | 12.6 L |
| 2.3 L | -9K | — | —% | ₹— | 405 | ₹— | —% | — | 0 | 6K |
| 10.0 L | -36K | — | —% | ₹— | 410 | ₹— | —% | — | 0 | 1.9 L |
| 1.5 L | -7K | — | —% | ₹— | 415 | ₹— | —% | — | 0 | 16K |
| 3.1 L | +4K | — | —% | ₹— | 420 | ₹— | —% | — | 0 | 7.1 L |
| 3K | 0 | — | —% | ₹— | 425 | ₹— | —% | — | 0 | 15K |
| 2.7 L | -1K | — | —% | ₹— | 430 | ₹— | —% | — | 0 | 3.3 L |
| 16.8 L | 0 | — | —% | ₹— | 440 | ₹— | —% | — | 0 | 23.0 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 map shows a clear concentration at the 360 ₹ and 370 ₹ strikes for puts, while calls cluster around the 395 ₹ and 400 ₹ levels. The 360 ₹ put (2 13 150 OI added) and the 370 ₹ put (1 94 300 OI added) together define a solid support zone just below the current spot of 368 ₹. On the upside, the 395 ₹ call (88 450 OI added) and the 400 ₹ call (3 21 900 OI added) create a resistance corridor a few percent higher than spot, framing an implied trading range of roughly 360 ₹–400 ₹.
OI Buildup Activity
During the latest data snapshot, fresh open interest emerges strongly at the 400 ₹ call, increasing by 3 21 900 contracts, signalling fresh writer positioning at that resistance. The 360 ₹ put also sees a sizable addition of 2 13 150 contracts, reinforcing the support side. Meanwhile, the 395 ₹ call and 370 ₹ put each receive modest inflows of 88 450 and 1 94 300 contracts respectively, indicating incremental commitment from market participants at both extremes of the range.
Volatility Read
The at‑the‑money implied volatility stands at 15.35 %, reflecting moderate pricing of forward risk. The volatility skew is neutral, suggesting comparable demand for out‑of‑the‑money calls and puts across the strike spectrum.
Key OI Levels
The highest open interest sits at the 170‑contract level for both calls and puts, marking 400 ₹ as the dominant call resistance and 360 ₹ as the primary put support.