Bank of Maharashtra Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 70 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 72 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 74 | ₹— | —% | — | 0 | 7K |
| 0 | 0 | — | —% | ₹— | 75 | ₹— | —% | — | -13K | 6.6 L |
| 0 | 0 | — | —% | ₹— | 76 | ₹— | —% | — | 0 | 65K |
| 0 | 0 | — | —% | ₹— | 77 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 78 | ₹— | —% | — | -7K | 2.1 L |
| 0 | 0 | — | —% | ₹— | 79 | ₹— | —% | — | 0 | 0 |
| 4.9 L | 0 | — | —% | ₹— | 80 | ₹— | —% | — | -39K | 17.1 L |
| 26K | 0 | — | —% | ₹— | 81 | ₹— | —% | — | -7K | 26K |
| 72K | +33K | — | —% | ₹— | 82 | ₹— | —% | — | +7K | 4.0 L |
| 3.7 L | +13K | — | —% | ₹— | 83 | ₹— | —% | — | +78K | 7.1 L |
| 4.5 L | -26K | — | —% | ₹— | 84 | ₹— | —% | — | -33K | 7.5 L |
| 27.0 L | -3.3 L | — | —% | ₹— | 85 | ₹— | —% | — | -1.1 L | 24.7 L |
| 12.8 L | -98K | — | —% | ₹— | 86 | ₹— | —% | — | -91K | 18.8 L |
| 25.8 L | +5.3 L | — | —% | ₹— | 87 | ₹— | —% | — | +2.9 L | 7.0 L |
| 10.9 L | -39K | — | —% | ₹— | 88 | ₹— | —% | — | -78K | 3.4 L |
| 2.6 L | +13K | — | —% | ₹— | 89 | ₹— | —% | — | 0 | 0 |
| 83.2 L | +1.2 L | — | —% | ₹— | 90ATM | ₹— | —% | — | +20K | 1.2 L |
| 1.3 L | -7K | — | —% | ₹— | 91 | ₹— | —% | — | 0 | 0 |
| 15.9 L | 0 | — | —% | ₹— | 92 | ₹— | —% | — | 0 | 0 |
| 7.2 L | -91K | — | —% | ₹— | 93 | ₹— | —% | — | 0 | 0 |
| 3.6 L | +98K | — | —% | ₹— | 94 | ₹— | —% | — | 0 | 0 |
| 24.6 L | -3.8 L | — | —% | ₹— | 95 | ₹— | —% | — | 0 | 0 |
| 65K | 0 | — | —% | ₹— | 96 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 97 | ₹— | —% | — | 0 | 0 |
| 4.3 L | -33K | — | —% | ₹— | 98 | ₹— | —% | — | +78K | 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 open‑interest (OI) profile clusters around the ₹85‑90 band, with the largest CE stack at ₹85 and the largest PE stack also at ₹85, indicating a tight resistance‑support corridor. The ATM strike (₹86) sits just below the ceiling of the call‑heavy zone, while the put‑heavy zone centres around ₹83‑85, suggesting the market’s implied range is roughly ₹80‑90. The concentration of OI at these levels reinforces the notion that traders expect price action to stay within this interval through expiry.
OI Buildup Activity
During the latest session, fresh call OI adds appear at ₹87 (+5 contracts, 33 k), ₹90 (+1 contract, 117 k) and ₹94 (+0.97 k), reflecting new bullish positioning near the upper edge of the range. On the put side, significant accumulation occurs at ₹87 (+2.92 k) and a modest build at ₹83 (+52 k), indicating defensive bets just below the current spot. The pattern of additions shows writers and takers concentrating around the same strike bands, with no single strike dominating the new flow beyond the established peaks.
Volatility Read
The at‑the‑money implied volatility stands at 29.71 %, a level that is moderately elevated for this instrument. The volatility skew is bearish, meaning out‑of‑the‑money puts are priced higher relative to calls, hinting that market participants price a greater downside risk.
Key OI Levels
The highest call OI concentrates at ₹85 (100 k) and the highest put OI at ₹85 (100 k), marking the primary resistance and support pillars for the underlying.