Bank of India Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 105 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 107.5 | ₹— | —% | — | 0 | 0 |
| 5K | 0 | — | —% | ₹— | 110 | ₹— | —% | — | 0 | 3.5 L |
| 0 | 0 | — | —% | ₹— | 112.5 | ₹— | —% | — | +16K | 1.4 L |
| 0 | 0 | — | —% | ₹— | 115 | ₹— | —% | — | +16K | 7.5 L |
| 0 | 0 | — | —% | ₹— | 117.5 | ₹— | —% | — | -16K | 1.5 L |
| 42K | 0 | — | —% | ₹— | 120 | ₹— | —% | — | +1.3 L | 12.7 L |
| 0 | 0 | — | —% | ₹— | 122.5 | ₹— | —% | — | +42K | 2.8 L |
| 9.5 L | -57K | — | —% | ₹— | 125 | ₹— | —% | — | -1.4 L | 18.1 L |
| 1.7 L | -21K | — | —% | ₹— | 127.5 | ₹— | —% | — | +83K | 2.2 L |
| 22.6 L | -2.1 L | — | —% | ₹— | 130 | ₹— | —% | — | -2.8 L | 24.7 L |
| 7.5 L | +78K | — | —% | ₹— | 132.5 | ₹— | —% | — | +4.4 L | 6.3 L |
| 28.1 L | -68K | — | —% | ₹— | 135ATM | ₹— | —% | — | +3.5 L | 19.6 L |
| 2.9 L | +1.4 L | — | —% | ₹— | 137.5 | ₹— | —% | — | 0 | 68K |
| 26.3 L | +68K | — | —% | ₹— | 140 | ₹— | —% | — | -10K | 12.9 L |
| 11.0 L | -1.0 L | — | —% | ₹— | 142.5 | ₹— | —% | — | 0 | 62K |
| 15.4 L | +2.0 L | — | —% | ₹— | 145 | ₹— | —% | — | 0 | 3.2 L |
| 1.4 L | +73K | — | —% | ₹— | 147.5 | ₹— | —% | — | 0 | 5K |
| 15.6 L | -10K | — | —% | ₹— | 150 | ₹— | —% | — | 0 | 4.1 L |
| 26K | 0 | — | —% | ₹— | 152.5 | ₹— | —% | — | 0 | 31K |
| 5.5 L | +5K | — | —% | ₹— | 155 | ₹— | —% | — | 0 | 7.6 L |
| 2.8 L | 0 | — | —% | ₹— | 160 | ₹— | —% | — | 0 | 4.9 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 pool clusters around the 140‑strike call and the 132.5‑strike put, suggesting a market‑implied corridor of roughly ₹130 to ₹145 for the underlying by expiry. The 140 call sits near the resistance zone identified by the highest call OI of 100 contracts, while the 132.5 put aligns with the support zone marked by the highest put OI of 100 contracts. Consequently, the implied volatility surface brackets this range, with most speculative capital concentrating at strikes just inside the identified support and resistance.
OI Buildup Activity
New call open interest adds 145 ₹ strike (+1,97,600 contracts), 137.5 ₹ (+1,35,200) and 140 ₹ (+88,400) indicate aggressive positioning by writers near the upper boundary of the range. On the downside, fresh put builds at 132.5 ₹ (+4,47,200), 135 ₹ (+3,48,400) and 120 ₹ (+1,24,800) reflect defensive accumulation supporting the lower pole. The simultaneous inflow into both sides suggests a tightening of the spread as participants hedge against potential moves across the identified band.
Volatility Read
The at‑the‑money implied volatility stands at 26 %, indicating option pricing relative to recent historical levels. Skew is neutral, implying no pronounced bias toward either call or put side in the current market sentiment.
Key OI Levels
The highest call OI concentrates at the 140‑strike (100 contracts) and the highest put OI at the 132.5‑strike (100 contracts).