Bank of Maharashtra Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 7K | 0 | — | —% | ₹— | 64 | ₹— | —% | — | -7K | 72K |
| 0 | 0 | — | —% | ₹— | 66 | ₹— | —% | — | -13K | 2.9 L |
| 0 | 0 | — | —% | ₹— | 67 | ₹— | —% | — | 0 | 1.0 L |
| 0 | 0 | — | —% | ₹— | 68 | ₹— | —% | — | +33K | 2.6 L |
| 0 | 0 | — | —% | ₹— | 69 | ₹— | —% | — | 0 | 7K |
| 33K | 0 | — | —% | ₹— | 70 | ₹— | —% | — | -2.1 L | 7.7 L |
| 0 | 0 | — | —% | ₹— | 71 | ₹— | —% | — | +46K | 1.6 L |
| 0 | 0 | — | —% | ₹— | 72 | ₹— | —% | — | -26K | 2.1 L |
| 3.6 L | 0 | — | —% | ₹— | 73 | ₹— | —% | — | -1.0 L | 2.1 L |
| 0 | 0 | — | —% | ₹— | 74 | ₹— | —% | — | -26K | 1.8 L |
| 8.3 L | -2.2 L | — | —% | ₹— | 75 | ₹— | —% | — | +1.4 L | 9.6 L |
| 4.2 L | -26K | — | —% | ₹— | 76 | ₹— | —% | — | -33K | 98K |
| 2.8 L | -26K | — | —% | ₹— | 77 | ₹— | —% | — | +7K | 2.9 L |
| 6.0 L | -85K | — | —% | ₹— | 78 | ₹— | —% | — | +46K | 6.1 L |
| 2.6 L | +39K | — | —% | ₹— | 79 | ₹— | —% | — | +33K | 1.8 L |
| 25.4 L | +26K | — | —% | ₹— | 80ATM | ₹— | —% | — | +1.3 L | 8.9 L |
| 3.1 L | +7K | — | —% | ₹— | 81 | ₹— | —% | — | +7K | 98K |
| 7.2 L | +7K | — | —% | ₹— | 82 | ₹— | —% | — | +7K | 46K |
| 98K | +13K | — | —% | ₹— | 83 | ₹— | —% | — | 0 | 7K |
| 1.6 L | +33K | — | —% | ₹— | 84 | ₹— | —% | — | 0 | 0 |
| 14.0 L | +2.2 L | — | —% | ₹— | 85 | ₹— | —% | — | -78K | 5.7 L |
| 3.8 L | +2.5 L | — | —% | ₹— | 86 | ₹— | —% | — | 0 | 7K |
| 7K | 0 | — | —% | ₹— | 87 | ₹— | —% | — | 0 | 0 |
| 2.1 L | +52K | — | —% | ₹— | 88 | ₹— | —% | — | 0 | 0 |
| 1.0 L | +39K | — | —% | ₹— | 89 | ₹— | —% | — | 0 | 0 |
| 13.5 L | +5.5 L | — | —% | ₹— | 90 | ₹— | —% | — | 0 | 13K |
| 0 | 0 | — | —% | ₹— | 91 | ₹— | —% | — | 0 | 0 |
| 7K | 0 | — | —% | ₹— | 92 | ₹— | —% | — | 0 | 20K |
| 0 | 0 | — | —% | ₹— | 94 | ₹— | —% | — | 0 | 0 |
| 13K | +7K | — | —% | ₹— | 96 | ₹— | —% | — | 0 | 78K |
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 open‑interest peaks at the 100‑strike with 100 contracts, marking a near‑term resistance zone and exhibiting strong holder commitment as price approaches this level. On the put side the same 100‑strike holds the largest open‑interest at 100 contracts, delineating a coincident support level. Combined, the concentration suggests an implied trading range roughly between ₹85 and ₹115 for the next expiry.
OI Buildup Activity
Fresh open‑interest adds are evident at the 90‑strike call, rising by 5 contracts to a total of 65,500, indicating aggressive positioning by writers and suggests optimism on the upside. The 86‑strike call accumulates an additional 2 contracts, reaching 53,500, while the 85‑strike call also adds 2 contracts to settle at 21,000, showing a layered buildup near the upper band, indicating a gradual shift toward higher strikes. On the downside, the 75‑strike put records an increase of 1 contract to 43,000, the 80‑strike put adds 1 contract to 23,500, and the 78‑strike put grows by 58,500 contracts, reflecting modest but expanding defensive hedges, as market participants hedge against potential downside moves.
Volatility Read
The at‑the‑money implied volatility stands at 30.87%, a level that aligns with the sector’s average for the current cycle and reflects modest premium expectations. The volatility skew is bearish, suggesting a slight edge for put pricing.
Key OI Levels
The strikes with the highest open‑interest concentration are 100 for both calls and puts.