TVS Motor Company Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 3,300 | ₹— | —% | — | 0 | 3K |
| 0 | 0 | — | —% | ₹— | 3,550 | ₹— | —% | — | 0 | 3K |
| 5K | 0 | — | —% | ₹— | 3,600 | ₹— | —% | — | 0 | 41K |
| 0 | 0 | — | —% | ₹— | 3,650 | ₹— | —% | — | 0 | 0 |
| 525 | 0 | — | —% | ₹— | 3,700 | ₹— | —% | — | +1K | 55K |
| 0 | 0 | — | —% | ₹— | 3,750 | ₹— | —% | — | 0 | 700 |
| 7K | 0 | — | —% | ₹— | 3,800 | ₹— | —% | — | -3K | 95K |
| 1K | 0 | — | —% | ₹— | 3,850 | ₹— | —% | — | +3K | 27K |
| 16K | 0 | — | —% | ₹— | 3,900 | ₹— | —% | — | +20K | 96K |
| 4K | +350 | — | —% | ₹— | 3,950 | ₹— | —% | — | +525 | 33K |
| 31K | +4K | — | —% | ₹— | 4,000 | ₹— | —% | — | +8K | 1.8 L |
| 15K | +2K | — | —% | ₹— | 4,050 | ₹— | —% | — | -700 | 81K |
| 96K | +5K | — | —% | ₹— | 4,100 | ₹— | —% | — | -39K | 1.7 L |
| 1.2 L | +16K | — | —% | ₹— | 4,150 | ₹— | —% | — | +2K | 76K |
| 2.9 L | +31K | — | —% | ₹— | 4,200 | ₹— | —% | — | -2K | 2.4 L |
| 1.3 L | +3K | — | —% | ₹— | 4,250 | ₹— | —% | — | +175 | 64K |
| 2.9 L | -23K | — | —% | ₹— | 4,300 | ₹— | —% | — | 0 | 1.8 L |
| 1.5 L | -7K | — | —% | ₹— | 4,350 | ₹— | —% | — | 0 | 1.4 L |
| 5.0 L | +2K | — | —% | ₹— | 4,400 | ₹— | —% | — | 0 | 1.6 L |
| 1.5 L | +6K | — | —% | ₹— | 4,450 | ₹— | —% | — | -525 | 38K |
| 5.9 L | +9K | — | —% | ₹— | 4,500ATM | ₹— | —% | — | +175 | 81K |
| 65K | +4K | — | —% | ₹— | 4,550 | ₹— | —% | — | 0 | 7K |
| 2.0 L | -350 | — | —% | ₹— | 4,600 | ₹— | —% | — | 0 | 31K |
| 34K | -175 | — | —% | ₹— | 4,650 | ₹— | —% | — | 0 | 9K |
| 1.2 L | +3K | — | —% | ₹— | 4,700 | ₹— | —% | — | 0 | 8K |
| 350 | 0 | — | —% | ₹— | 4,750 | ₹— | —% | — | 0 | 6K |
| 1.6 L | -13K | — | —% | ₹— | 4,800 | ₹— | —% | — | 0 | 6K |
| 44K | +4K | — | —% | ₹— | 4,900 | ₹— | —% | — | 0 | 0 |
| 1.2 L | +2K | — | —% | ₹— | 5,000 | ₹— | —% | — | 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) landscape clusters around the 4,200 ₹ and 4,150 ₹ call strikes, together holding roughly 47 % of the total call OI. On the put side, the 3,900 ₹ and 4,000 ₹ strikes dominate, accounting for about 55 % of put OI. This concentration implies an implied price corridor roughly between 3,900 ₹ and 4,200 ₹ for the September expiry. The spot sits at 4,133 ₹, comfortably inside this band, suggesting that the market’s consensus view is for modest upside or downside movement rather than a sharp breakout.
OI Buildup Activity
During the latest reporting window, fresh OI inflows reinforce the existing structure. Calls see the strongest additions at 4,200 ₹ (+30,800 contracts), 4,150 ₹ (+16,100 contracts) and 4,500 ₹ (+10,500 contracts), indicating that option writers are reinforcing resistance around the upper band. On the put side, the biggest upticks occur at 3,900 ₹ (+19,600 contracts), 4,000 ₹ (+8,225 contracts) and 3,850 ₹ (+4,025 contracts), bolstering support near the lower band. These inflows suggest that market participants are positioning to hedge or collect premium at the identified support‑resistance zones.
Volatility Read
The at‑the‑money implied volatility stands at 24.04 %, reflecting a moderate expectation of price movement for the September contract. The volatility skew is bearish, with out‑of‑the‑money calls priced higher than equivalent puts, indicating a market tilt toward downside risk.
Key OI Levels
The highest call OI resides at the 2,700 ₹ strike, while the highest put OI is also concentrated at the 2,700 ₹ strike, marking the critical resistance and support points respectively.