Bank of India Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 120 | ₹— | —% | — | 0 | 5K |
| 0 | 0 | — | —% | ₹— | 125 | ₹— | —% | — | -42K | 7.1 L |
| 0 | 0 | — | —% | ₹— | 127.5 | ₹— | —% | — | +94K | 94K |
| 2.3 L | 0 | — | —% | ₹— | 130 | ₹— | —% | — | +1.1 L | 26.8 L |
| 26K | +16K | — | —% | ₹— | 132.5 | ₹— | —% | — | +5.7 L | 8.1 L |
| 6.8 L | 0 | — | —% | ₹— | 135 | ₹— | —% | — | +21K | 29.4 L |
| 8.0 L | 0 | — | —% | ₹— | 137.5 | ₹— | —% | — | +5K | 37.8 L |
| 20.0 L | +94K | — | —% | ₹— | 140 | ₹— | —% | — | +1.2 L | 48.2 L |
| 7.7 L | -26K | — | —% | ₹— | 142.5 | ₹— | —% | — | +1.2 L | 38.4 L |
| 54.8 L | -4.5 L | — | —% | ₹— | 145ATM | ₹— | —% | — | +4.5 L | 44.2 L |
| 21.0 L | -3.3 L | — | —% | ₹— | 147.5 | ₹— | —% | — | +78K | 5.5 L |
| 55.7 L | -2.0 L | — | —% | ₹— | 150 | ₹— | —% | — | +21K | 15.8 L |
| 17.7 L | +52K | — | —% | ₹— | 152.5 | ₹— | —% | — | 0 | 21K |
| 68.6 L | +42K | — | —% | ₹— | 155 | ₹— | —% | — | -1.1 L | 9.4 L |
| 0 | 0 | — | —% | ₹— | 157.5 | ₹— | —% | — | 0 | 0 |
| 26.8 L | +3.1 L | — | —% | ₹— | 160 | ₹— | —% | — | 0 | 12.7 L |
| 55.5 L | -83K | — | —% | ₹— | 165 | ₹— | —% | — | 0 | 68K |
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) picture shows a tight cluster around the ₹140‑₹152.5 corridor for calls and the ₹132.5‑₹145 corridor for puts. The largest call OI sits at the ₹100 strike, which traditionally acts as a resistance ceiling, while the biggest put OI also sits at the ₹100 strike, representing a support floor. With spot trading at ₹145, the implied range implied by the OI concentration spans roughly ₹140 to ₹152.5 on the upside and ₹132.5 to ₹145 on the downside.
OI Buildup Activity
During the latest reporting window, fresh call OI accrues at the ₹160 strike (+3 contracts, ₹17,200), at ₹140 (+88 contracts, ₹400,000) and at ₹152.5 (+52 contracts, ₹0). In the put side, new OI appears at the ₹132.5 strike (+5 contracts, ₹72,000), at ₹145 (+4 contracts, ₹42,000) and at ₹142.5 (+1 contract, ₹24,800). These additions suggest that option writers are positioning to collect premium near the key resistance and support levels, while also hedging near the current spot. The modest magnitude of the fresh builds indicates a balanced sentiment rather than aggressive directional positioning.
Volatility Read
The at‑the‑money (ATM) implied volatility stands at 21.35 %, reflecting moderate expectations of price movement over the remaining 25 days to expiry. The volatility skew is neutral, indicating no pronounced bias toward either calls or puts.
Key OI Levels
The strikes with the highest open interest are ₹100 for both calls (resistance) and puts (support).