Bank of Baroda Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 195 | ₹— | —% | — | +2.6 L | 3.8 L |
| 35K | 0 | — | —% | ₹— | 200 | ₹— | —% | — | +3.2 L | 13.6 L |
| 9K | 0 | — | —% | ₹— | 205 | ₹— | —% | — | +1.4 L | 4.0 L |
| 0 | 0 | — | —% | ₹— | 207.5 | ₹— | —% | — | +76K | 2.5 L |
| 50K | 0 | — | —% | ₹— | 210 | ₹— | —% | — | +85K | 7.6 L |
| 0 | 0 | — | —% | ₹— | 212.5 | ₹— | —% | — | +61K | 1.8 L |
| 41K | +12K | — | —% | ₹— | 215 | ₹— | —% | — | +32K | 11.1 L |
| 0 | 0 | — | —% | ₹— | 217.5 | ₹— | —% | — | -3K | 1.5 L |
| 1.4 L | +20K | — | —% | ₹— | 220 | ₹— | —% | — | -20K | 14.4 L |
| 6K | 0 | — | —% | ₹— | 222.5 | ₹— | —% | — | -26K | 2.5 L |
| 3.5 L | 0 | — | —% | ₹— | 225 | ₹— | —% | — | +1.6 L | 42.7 L |
| 82K | +56K | — | —% | ₹— | 227.5 | ₹— | —% | — | +3K | 2.9 L |
| 28.9 L | +38K | — | —% | ₹— | 230 | ₹— | —% | — | +1.3 L | 37.4 L |
| 5.4 L | -32K | — | —% | ₹— | 232.5 | ₹— | —% | — | +41K | 5.4 L |
| 31.7 L | +41K | — | —% | ₹— | 235 | ₹— | —% | — | +67K | 21.4 L |
| 3.6 L | +67K | — | —% | ₹— | 237.5 | ₹— | —% | — | +3K | 2.7 L |
| 44.1 L | +2.9 L | — | —% | ₹— | 240ATM | ₹— | —% | — | -12K | 28.4 L |
| 4.4 L | +1.1 L | — | —% | ₹— | 242.5 | ₹— | —% | — | 0 | 97K |
| 47.5 L | +2.0 L | — | —% | ₹— | 245 | ₹— | —% | — | +3K | 4.9 L |
| 1.6 L | +47K | — | —% | ₹— | 247.5 | ₹— | —% | — | 0 | 9K |
| 32.4 L | +3.9 L | — | —% | ₹— | 250 | ₹— | —% | — | 0 | 10.4 L |
| 5.1 L | +85K | — | —% | ₹— | 252.5 | ₹— | —% | — | 0 | 26K |
| 7.5 L | +1.3 L | — | —% | ₹— | 255 | ₹— | —% | — | 0 | 79K |
| 3.6 L | +97K | — | —% | ₹— | 257.5 | ₹— | —% | — | 0 | 6K |
| 15.5 L | +2.2 L | — | —% | ₹— | 260 | ₹— | —% | — | +23K | 9.2 L |
| 3.7 L | +1.9 L | — | —% | ₹— | 265 | ₹— | —% | — | 0 | 50K |
| 8.5 L | +4.1 L | — | —% | ₹— | 270 | ₹— | —% | — | +20K | 6.5 L |
| 10.5 L | +3.1 L | — | —% | ₹— | 275 | ₹— | —% | — | 0 | 61K |
| — | — | — | —% | ₹— | 280 | ₹— | —% | — | 0 | 60.7 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 call side shows a pronounced open interest concentration at the 125 strike, indicating a potential resistance barrier that traders monitor closely during volatile phases. On the put side the same 125 strike holds the largest open interest, suggesting a complementary support zone that could absorb selling pressure in stress. Combined, these OI piles frame an implied price corridor roughly between ₹120 and ₹130 for the November expiry, offering a clear guide for market participants.
OI Buildup Activity
New open interest adds are evident at the 270 call, which accrued an additional 4,09,500 contracts, followed by the 250 call with 3,89,025 and the 275 call with 3,07,125 contracts, reflecting aggressive positioning by option writers ahead of potential price swings. On the downside, the 200 put absorbed 3,12,975 contracts, the 195 put added 2,60,325, and the 225 put accumulated 1,60,875 contracts, indicating fresh hedging activity as part of risk management strategies. The magnitude of these additions points to a buildup of defensive structures ahead of the upcoming expiration in the current market context.
Volatility Read
The at‑the‑money implied volatility stands at 32.22%, aligning with typical market levels for this underlying today. The volatility skew remains neutral, showing no pronounced bias toward either calls or puts.
Key OI Levels
The strikes with the highest open interest concentration are 125 for calls and 125 for puts.