TVS Motor Company Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 3,200 | ₹— | —% | — | 0 | 350 |
| 525 | 0 | — | —% | ₹— | 3,300 | ₹— | —% | — | +17K | 17K |
| 1K | 0 | — | —% | ₹— | 3,400 | ₹— | —% | — | +4K | 4K |
| 0 | 0 | — | —% | ₹— | 3,450 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 3,500 | ₹— | —% | — | +35K | 56K |
| 1K | 0 | — | —% | ₹— | 3,550 | ₹— | —% | — | +2K | 3K |
| 5K | 0 | — | —% | ₹— | 3,600 | ₹— | —% | — | +10K | 32K |
| 1K | 0 | — | —% | ₹— | 3,650 | ₹— | —% | — | +6K | 11K |
| 350 | 0 | — | —% | ₹— | 3,700 | ₹— | —% | — | +36K | 62K |
| 0 | 0 | — | —% | ₹— | 3,750 | ₹— | —% | — | +12K | 16K |
| 75K | -1K | — | —% | ₹— | 3,800 | ₹— | —% | — | +63K | 1.3 L |
| 2K | 0 | — | —% | ₹— | 3,850 | ₹— | —% | — | +6K | 12K |
| 44K | +1K | — | —% | ₹— | 3,900 | ₹— | —% | — | +55K | 92K |
| 7K | -525 | — | —% | ₹— | 3,950 | ₹— | —% | — | +24K | 42K |
| 90K | +2K | — | —% | ₹— | 4,000 | ₹— | —% | — | +1.2 L | 2.1 L |
| 30K | +8K | — | —% | ₹— | 4,050 | ₹— | —% | — | +32K | 43K |
| 1.4 L | +8K | — | —% | ₹— | 4,100 | ₹— | —% | — | +76K | 1.2 L |
| 95K | +79K | — | —% | ₹— | 4,150 | ₹— | —% | — | +75K | 76K |
| 2.9 L | +1.5 L | — | —% | ₹— | 4,200 | ₹— | —% | — | +78K | 1.2 L |
| 1.6 L | +1.5 L | — | —% | ₹— | 4,250 | ₹— | —% | — | +83K | 86K |
| 3.9 L | +3.0 L | — | —% | ₹— | 4,300ATM | ₹— | —% | — | +37K | 61K |
| 77K | +66K | — | —% | ₹— | 4,350 | ₹— | —% | — | +11K | 12K |
| 2.4 L | +2.1 L | — | —% | ₹— | 4,400 | ₹— | —% | — | +8K | 32K |
| 42K | +35K | — | —% | ₹— | 4,450 | ₹— | —% | — | +3K | 3K |
| 4.0 L | +3.5 L | — | —% | ₹— | 4,500 | ₹— | —% | — | +1K | 4K |
| 1.3 L | +1.1 L | — | —% | ₹— | 4,600 | ₹— | —% | — | 0 | 3K |
| 2.1 L | +1.8 L | — | —% | ₹— | 4,700 | ₹— | —% | — | 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 profile centres around the 4,200‑4,400 range, indicating a relatively tight market view. The largest call open interest sits at 2,000 contracts at the 4,300 strike, while the largest put open interest also equals 2,000 contracts at 4,200. This clustering suggests the market expects the underlying to trade roughly between 4,200 and 4,400 by expiry.
OI Buildup Activity
Recent add‑on data shows a fresh influx of call contracts at 4,500 (4,500 contracts), 4,300 (3,020 contracts) and 4,400 (2,070 contracts). On the put side, new open interest accumulates at 4,000 (1,245 contracts), 4,250 (82 contracts) and 4,200 (79 contracts). The concentration of additions around the upper‑mid strikes points to writers reinforcing their exposure near the identified resistance and support zones. Overall, the buildup of 9,000 call contracts and 2,400 put contracts across these strikes underscores a net long bias among participants, while the limited put additions suggest cautious downside protection in the current session.
Volatility Read
The at‑the‑money implied volatility stands at 28.56 %, reflecting moderate pricing of forward risk. The volatility skew is bearish, indicating higher implied volatility for out‑of‑the‑money calls relative to puts.
Key OI Levels
The strikes with the highest open interest are 4,300 for calls and 4,200 for puts, each holding 2,000 contracts.