RBL Bank Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 6K | 0 | — | —% | ₹— | 320 | ₹— | —% | — | -6K | 4.9 L |
| 16K | +6K | — | —% | ₹— | 330 | ₹— | —% | — | +1.4 L | 1.7 L |
| — | — | — | —% | ₹— | 335 | ₹— | —% | — | +22K | 41K |
| 0 | 0 | — | —% | ₹— | 340 | ₹— | —% | — | -6K | 2.6 L |
| 0 | 0 | — | —% | ₹— | 345 | ₹— | —% | — | 0 | 0 |
| 13K | 0 | — | —% | ₹— | 350 | ₹— | —% | — | -3K | 3.0 L |
| 0 | 0 | — | —% | ₹— | 355 | ₹— | —% | — | +3K | 48K |
| 57K | 0 | — | —% | ₹— | 360 | ₹— | —% | — | -1.6 L | 8.3 L |
| 3K | 0 | — | —% | ₹— | 365 | ₹— | —% | — | -54K | 4.6 L |
| 6.7 L | 0 | — | —% | ₹— | 370 | ₹— | —% | — | +16K | 15.8 L |
| 1.1 L | 0 | — | —% | ₹— | 375 | ₹— | —% | — | -25K | 4.2 L |
| 13.5 L | -89K | — | —% | ₹— | 380 | ₹— | —% | — | +2.5 L | 20.2 L |
| 6.5 L | -32K | — | —% | ₹— | 385 | ₹— | —% | — | -4.7 L | 18.2 L |
| 7.5 L | -16K | — | —% | ₹— | 390 | ₹— | —% | — | +1.6 L | 23.0 L |
| 4.5 L | +10K | — | —% | ₹— | 395 | ₹— | —% | — | +1.7 L | 9.7 L |
| 39.7 L | +16K | — | —% | ₹— | 400ATM | ₹— | —% | — | +3.0 L | 35.8 L |
| 9.9 L | +44K | — | —% | ₹— | 405 | ₹— | —% | — | +2.0 L | 12.1 L |
| 30.0 L | +4.6 L | — | —% | ₹— | 410 | ₹— | —% | — | +14.5 L | 25.7 L |
| 11.0 L | +1.7 L | — | —% | ₹— | 415 | ₹— | —% | — | +3.6 L | 5.9 L |
| 29.5 L | 0 | — | —% | ₹— | 420 | ₹— | —% | — | +4.3 L | 6.1 L |
| 9.0 L | +3.0 L | — | —% | ₹— | 425 | ₹— | —% | — | +60K | 2.6 L |
| 16.2 L | +3.3 L | — | —% | ₹— | 430 | ₹— | —% | — | +44K | 51K |
| 2.9 L | +1.9 L | — | —% | ₹— | 435 | ₹— | —% | — | +13K | 13K |
| 10.6 L | +16K | — | —% | ₹— | 440 | ₹— | —% | — | +10K | 10K |
| 64K | +44K | — | —% | ₹— | 445 | ₹— | —% | — | +10K | 10K |
| 9.9 L | -1.9 L | — | —% | ₹— | 450 | ₹— | —% | — | +3K | 29K |
| 57K | +48K | — | —% | ₹— | 455 | ₹— | —% | — | 0 | 0 |
| 3.7 L | +2.3 L | — | —% | ₹— | 460 | ₹— | —% | — | 0 | 0 |
| 51K | +51K | — | —% | ₹— | 465 | ₹— | —% | — | 0 | 0 |
| 86K | +86K | — | —% | ₹— | 470 | ₹— | —% | — | 0 | 0 |
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 shows a tight concentration around the ₹410‑₹430 band. The highest call OI sits at ₹410 ₹200 contracts, acting as a short‑term resistance, while the highest put OI also rests at ₹410 ₹200 contracts, forming a strong support level. This symmetry suggests an implied price range centred near the current spot of ₹414.35, with the market expecting limited movement through the September expiry.
OI Buildup Activity
During the latest reporting window, fresh call OI has accumulated at ₹410 (+4 contracts, 63,550 new contracts), ₹430 (+3 contracts, 27,025 new contracts) and ₹425 (+2 contracts, 95,275 new contracts). On the put side, new OI builds at ₹410 (+14 contracts, 70,025 new contracts), ₹420 (+4 contracts, 47,675 new contracts) and ₹415 (+3 contracts, 74,650 new contracts). These additions indicate that option writers are establishing positions around the identified resistance and support strikes, reinforcing the current OI landscape.
Volatility Read
The at‑the‑money implied volatility stands at 21.82 %, reflecting a moderate expectations of price fluctuation for the upcoming weekly expiry. The volatility skew is neutral, implying no pronounced bias toward either upside or downside moves.
Key OI Levels
The strikes with the heaviest open‑interest concentration are ₹410 for both calls (200 contracts) and puts (200 contracts).