Bank of Baroda Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 200 | ₹— | —% | — | +9K | 4.0 L |
| 32K | 0 | — | —% | ₹— | 210 | ₹— | —% | — | -18K | 13.4 L |
| 1.6 L | 0 | — | —% | ₹— | 215 | ₹— | —% | — | +6K | 6.4 L |
| 1.2 L | +3K | — | —% | ₹— | 220 | ₹— | —% | — | -50K | 16.0 L |
| 2.7 L | 0 | — | —% | ₹— | 225 | ₹— | —% | — | -1.3 L | 15.4 L |
| 9.2 L | +3K | — | —% | ₹— | 230 | ₹— | —% | — | -20K | 40.7 L |
| 14.2 L | +85K | — | —% | ₹— | 235 | ₹— | —% | — | +88K | 63.1 L |
| 53.5 L | +61K | — | —% | ₹— | 240 | ₹— | —% | — | +9K | 54.8 L |
| 63.7 L | -1.6 L | — | —% | ₹— | 245 | ₹— | —% | — | +20K | 40.7 L |
| 86.7 L | +2.4 L | — | —% | ₹— | 250ATM | ₹— | —% | — | +12K | 32.6 L |
| 51.3 L | -15K | — | —% | ₹— | 255 | ₹— | —% | — | -44K | 5.0 L |
| 58.9 L | +1.2 L | — | —% | ₹— | 260 | ₹— | —% | — | 0 | 12.6 L |
| 11.7 L | +6K | — | —% | ₹— | 265 | ₹— | —% | — | 0 | 3.9 L |
| 19.9 L | +6K | — | —% | ₹— | 270 | ₹— | —% | — | 0 | 11.0 L |
| 3.5 L | +47K | — | —% | ₹— | 275 | ₹— | —% | — | 0 | 1.3 L |
| 16.1 L | +64K | — | —% | ₹— | 280 | ₹— | —% | — | 0 | 15.1 L |
| 26.6 L | +9K | — | —% | ₹— | 290 | ₹— | —% | — | 0 | 42.0 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 tight concentration around the ₹235–₹245 corridor. The biggest call open‑interest sits at the ₹235 strike (120 contracts), while the largest put open‑interest also rests at ₹235 (120 contracts), framing a clear support‑resistance band. With spot trading at ₹239, the market’s implied range is anchored near the ATM level, suggesting that most participants expect price movement to stay within the ₹225–₹255 zone through expiry.
OI Buildup Activity
During the latest session, fresh open‑interest adds are evident on the call side: the ₹250 strike gains 2 contracts (31,075 OI), the ₹235 strike adds 87,750 OI, and the ₹260 strike accumulates 73,125 OI. On the put side, the ₹235 strike also sees a boost of 87,750 OI, the ₹245 strike receives 14,625 OI, and the ₹215 strike picks up 8,775 OI. These additions indicate that option writers are layering positions around the central band, reinforcing the current OI profile.
Volatility Read
The at‑the‑money implied volatility stands at 20.76 %, reflecting moderate expectation of price swings as expiry approaches. The volatility skew is neutral, implying no pronounced bias toward either the upside or downside side of the distribution.
Key OI Levels
The strikes with the highest open‑interest concentration are ₹235 for both calls (120 contracts) and puts (120 contracts).