Bank of Baroda Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| — | — | — | —% | ₹— | 130 | ₹— | 17.0% | — | — | — |
| — | — | — | —% | ₹— | 135 | ₹— | 16.2% | — | — | — |
| — | — | — | —% | ₹— | 140 | ₹— | 15.4% | — | — | — |
| — | — | — | —% | ₹— | 145 | ₹— | 14.6% | — | — | — |
| — | — | — | —% | ₹— | 150 | ₹— | 13.9% | — | — | — |
| — | — | — | —% | ₹— | 155 | ₹— | 13.2% | — | — | — |
| — | — | — | —% | ₹— | 160 | ₹— | 12.5% | — | — | — |
| — | — | — | —% | ₹— | 165 | ₹— | 11.8% | — | — | — |
| — | — | — | —% | ₹— | 167.5 | ₹— | 11.4% | — | — | — |
| — | — | — | —% | ₹— | 170 | ₹— | 11.1% | — | — | — |
| — | — | — | —% | ₹— | 172.5 | ₹— | 10.8% | — | — | — |
| — | — | — | —% | ₹— | 175 | ₹— | 10.5% | — | — | — |
| — | — | — | —% | ₹— | 177.5 | ₹— | 10.2% | — | — | — |
| — | — | — | —% | ₹— | 180 | ₹— | 9.9% | — | — | — |
| — | — | — | —% | ₹— | 182.5 | ₹— | 9.6% | — | — | — |
| — | — | — | —% | ₹— | 185 | ₹— | 9.3% | — | — | — |
| — | — | — | —% | ₹— | 187.5 | ₹— | 9.0% | — | — | — |
| — | — | — | —% | ₹— | 190 | ₹— | 8.7% | — | — | — |
| — | — | — | —% | ₹— | 192.5 | ₹— | 8.4% | — | — | — |
| — | — | — | —% | ₹— | 195 | ₹— | 8.1% | — | — | — |
| — | — | — | —% | ₹— | 197.5 | ₹— | 7.8% | — | — | — |
| — | — | — | —% | ₹— | 200 | ₹— | 7.5% | — | — | — |
| — | — | — | —% | ₹— | 202.5 | ₹— | 7.3% | — | — | — |
| — | — | — | —% | ₹— | 205 | ₹— | 7.0% | — | — | — |
| — | — | — | —% | ₹— | 207.5 | ₹— | 6.7% | — | — | — |
| — | — | — | —% | ₹95.40 | 210 | ₹0.05 | —% | 56K | -29K | 7.0 L |
| — | — | — | —% | ₹84.90 | 212.5 | ₹0.05 | 77.7% | — | — | — |
| 12K | 0 | — | —% | ₹59.00 | 215 | ₹0.16 | 86.5% | — | 0 | 2.8 L |
| — | — | — | —% | ₹84.10 | 217.5 | ₹0.10 | 78.1% | — | — | — |
| 5.4 L | 0 | — | —% | ₹60.48 | 220 | ₹0.09 | 76.6% | 61K | -12K | 6.3 L |
| — | — | — | —% | ₹79.20 | 222.5 | ₹0.39 | 88.4% | — | 0 | 64K |
| — | — | — | —% | ₹80.95 | 225 | ₹0.20 | 76.1% | — | 0 | 1.4 L |
| 6K | 0 | — | —% | ₹36.30 | 227.5 | ₹0.25 | 75.4% | — | 0 | 2.5 L |
| 35K | 0 | — | —% | ₹25.37 | 230 | ₹0.15 | 68.6% | 41K | -35K | 6.0 L |
| — | — | — | —% | ₹83.45 | 232.5 | ₹0.36 | 73.2% | — | 0 | 1.3 L |
| — | — | — | —% | ₹71.60 | 235 | ₹0.23 | 64.6% | — | 0 | 2.9 L |
| — | — | — | —% | ₹78.60 | 237.5 | ₹0.65 | 74.5% | — | 0 | 59K |
| 6.7 L | 0 | — | 63.8% | ₹41.89 | 240 | ₹0.24 | 62.1% | 7.5 L | -1.7 L | 14.2 L |
| 41K | 0 | — | 63.3% | ₹39.50 | 242.5 | ₹0.36 | 59.5% | — | 0 | 47K |
| 3.8 L | 0 | 3K | 45.6% | ₹39.00 | 245 | ₹0.33 | 58.5% | 3.2 L | +26K | 6.6 L |
| 2.1 L | 0 | — | —% | ₹31.63 | 247.5 | ₹0.36 | 56.4% | 73K | +15K | 2.5 L |
| 14.8 L | -1.4 L | 5.2 L | —% | ₹33.60 | 250 | ₹0.41 | 54.4% | 15.7 L | -5.5 L | 39.7 L |
| 3.2 L | 0 | — | 41.9% | ₹29.25 | 252.5 | ₹0.49 | 53.7% | 79K | -15K | 4.3 L |
| 8.6 L | -6K | 73K | —% | ₹29.13 | 255 | ₹0.55 | 50.5% | 10.1 L | +3.1 L | 13.5 L |
| 7.2 L | 0 | 3K | —% | ₹27.20 | 257.5 | ₹0.62 | 48.4% | 4.9 L | -2.4 L | 5.2 L |
| 21.1 L | -20K | 56K | —% | ₹24.55 | 260 | ₹0.70 | 46.2% | 7.5 L | -2.2 L | 20.2 L |
| 3.5 L | 0 | — | 33.2% | ₹19.85 | 262.5 | ₹0.84 | 44.2% | 1.8 L | +35K | 4.4 L |
| 9.1 L | 0 | — | 32.4% | ₹17.73 | 265 | ₹1.01 | 42.5% | 11.4 L | +91K | 14.4 L |
| 2.7 L | 0 | — | 31.7% | ₹15.29 | 267.5 | ₹1.26 | 41.2% | 1.7 L | +67K | 6.3 L |
| 17.8 L | +1.1 L | 4.2 L | 27.0% | ₹14.51 | 270 | ₹1.55 | 39.2% | 18.5 L | +1.9 L | 27.6 L |
| 4.7 L | 0 | 15K | 27.0% | ₹13.00 | 272.5 | ₹1.90 | 38.4% | 4.6 L | -23K | 6.9 L |
| 16.4 L | -1.2 L | 5.0 L | 31.7% | ₹10.54 | 275 | ₹2.38 | 36.4% | 10.9 L | -1.9 L | 13.0 L |
| 6.8 L | -9K | 85K | 29.3% | ₹9.30 | 277.5 | ₹3.00 | 36.3% | 2.5 L | -3K | 6.7 L |
| 36.2 L | -2.5 L | 21.3 L | 29.5% | ₹7.13 | 280ATM | ₹3.81 | 34.5% | 20.3 L | +1.3 L | 35.9 L |
| 8.6 L | +82K | 10.1 L | 29.4% | ₹5.50 | 282.5 | ₹4.95 | 35.3% | 7.2 L | +50K | 7.8 L |
| 40.5 L | +3.4 L | 59.9 L | 29.3% | ₹4.25 | 285 | ₹6.13 | 35.3% | 10.7 L | +2.0 L | 16.0 L |
| 4.7 L | -85K | 9.9 L | 28.8% | ₹3.20 | 287.5 | ₹9.38 | 40.8% | — | 0 | 1.9 L |
| 39.5 L | -79K | 51.5 L | 29.4% | ₹2.38 | 290 | ₹8.88 | 34.4% | 1.8 L | -53K | 18.5 L |
| 2.6 L | +6K | 3.3 L | 29.8% | ₹1.74 | 292.5 | ₹13.71 | 44.7% | — | 0 | 59K |
| 15.4 L | +35K | 18.2 L | 29.8% | ₹1.24 | 295 | ₹12.37 | 36.5% | 23K | -6K | 8.0 L |
| 1.8 L | +18K | 2.8 L | 30.1% | ₹0.91 | 297.5 | ₹15.21 | 38.6% | 3K | 0 | 32K |
| 45.0 L | +1.3 L | 21.5 L | 30.8% | ₹0.66 | 300 | ₹17.00 | 41.3% | 6.8 L | -2.0 L | 16.4 L |
| 1.0 L | -23K | 41K | 31.0% | ₹0.46 | 302.5 | ₹22.60 | 49.9% | — | 0 | 23K |
| 7.9 L | -6K | 4.1 L | 30.9% | ₹0.30 | 305 | ₹23.94 | 39.2% | — | 0 | 85K |
| 32K | 0 | — | 36.6% | ₹0.30 | 307.5 | ₹27.00 | 50.3% | — | 0 | 12K |
| 13.3 L | +2.8 L | 8.9 L | 31.7% | ₹0.13 | 310 | ₹27.00 | 50.5% | 5.9 L | -3.3 L | 4.9 L |
| 23K | 0 | — | 43.4% | ₹0.36 | 312.5 | ₹15.35 | —% | — | — | — |
| 1.6 L | -41K | 3.2 L | 34.5% | ₹0.08 | 315 | ₹31.06 | 52.0% | 9K | +3K | 38K |
| — | — | — | 187.1% | ₹17.10 | 317.5 | ₹17.85 | —% | — | — | — |
| 27.5 L | -26K | 2.3 L | 36.8% | ₹0.06 | 320 | ₹36.30 | 61.2% | 18K | -3K | 6.2 L |
| — | — | — | 181.4% | ₹14.90 | 322.5 | ₹20.60 | —% | — | — | — |
| 1.3 L | 0 | — | 40.6% | ₹0.04 | 325 | ₹40.55 | —% | — | 0 | 15K |
| — | — | — | 176.4% | ₹12.95 | 327.5 | ₹23.60 | —% | — | — | — |
| 4.7 L | 0 | — | 44.4% | ₹0.04 | 330 | ₹46.64 | 62.9% | 9K | -3K | 2.7 L |
| — | — | — | 171.6% | ₹11.15 | 332.5 | ₹26.75 | —% | — | — | — |
| — | — | — | —% | ₹9.80 | 335 | ₹37.65 | —% | — | — | — |
| — | — | — | 4.0% | ₹— | 337.5 | ₹— | —% | — | — | — |
| 29K | 0 | — | 55.2% | ₹0.07 | 340 | ₹85.15 | —% | — | 0 | 15K |
| — | — | — | 4.3% | ₹— | 342.5 | ₹— | —% | — | — | — |
| 47K | 0 | — | 61.5% | ₹0.10 | 345 | ₹45.15 | —% | — | — | — |
| — | — | — | 4.6% | ₹— | 347.5 | ₹— | —% | — | — | — |
| 1.8 L | 0 | 9K | 53.7% | ₹0.02 | 350 | ₹66.61 | 82.0% | 18K | +15K | 44K |
| — | — | — | 5.0% | ₹— | 352.5 | ₹— | —% | — | — | — |
| — | — | — | —% | ₹5.55 | 355 | ₹53.15 | —% | — | — | — |
| — | — | — | 5.3% | ₹— | 357.5 | ₹— | —% | — | — | — |
| 35K | 0 | — | 60.8% | ₹0.02 | 360 | ₹95.90 | —% | — | 0 | 53K |
| — | — | — | 5.6% | ₹— | 362.5 | ₹— | —% | — | — | — |
| 3K | +3K | — | 70.1% | ₹0.05 | 365 | ₹61.55 | —% | — | — | — |
| 41K | 0 | — | 86.8% | ₹0.20 | 370 | ₹65.85 | —% | — | — | — |
| — | — | — | 6.3% | ₹— | 375 | ₹— | —% | — | — | — |
| — | — | — | 6.6% | ₹— | 380 | ₹— | —% | — | — | — |
| — | — | — | 6.9% | ₹— | 385 | ₹— | —% | — | — | — |
| — | — | — | 7.2% | ₹— | 390 | ₹— | —% | — | — | — |
| — | — | — | 7.5% | ₹— | 395 | ₹— | —% | — | — | — |
| — | — | — | 7.7% | ₹— | 400 | ₹— | —% | — | — | — |
Bold CE OI = highest call writing (resistance). Bold PE OI = highest put writing (support). ATM = at-the-money.
Key Strike Levels
Immediate support rests at ₹255, backed by strong put open interest buildup, while ₹310 emerges as a major resistance zone due to peak call OI. The previous significant strike at ₹130 remains a psychological floor, though action is now concentrated in current-month strikes. The implied trading range narrows between ₹255 and ₹310, with consolidation likely between ₹270 and ₹285 ahead of expiry.
OI Buildup Activity
Fresh long calls dominate at ₹310, ₹285, and ₹300, signaling aggressive bullish positioning by call writers testing resistance. Put writers add exposure at ₹255 and ₹270, indicating confidence in downside control, while rising PE OI at ₹285 suggests hedging at near-term resistance. The concurrent long call and put buildup reflects a delta-neutral bias among writers, anticipating range-bound action with explosive potential.
Volatility Read
ATM IV holds at 29.03%, reflecting moderate premium levels and balanced risk pricing. Neutral skew confirms absence of directional panic, with supply and demand in equilibrium across both wings.
Strategy Implication
Bias leans toward range-bound volatility plays between ₹255 and ₹310, with writers favoring short strangles ahead of consolidation.