RBL Bank Limited Option Chain Analysis
| CE OI | Chg | Vol | IV | LTP | Strike | LTP | IV | Vol | Chg | PE OI |
|---|---|---|---|---|---|---|---|---|---|---|
| 0 | 0 | — | —% | ₹— | 290 | ₹— | —% | — | +13K | 51K |
| 0 | 0 | — | —% | ₹— | 295 | ₹— | —% | — | 0 | 3K |
| 0 | 0 | — | —% | ₹— | 300 | ₹— | —% | — | -32K | 1.1 L |
| 0 | 0 | — | —% | ₹— | 305 | ₹— | —% | — | 0 | 44K |
| 0 | 0 | — | —% | ₹— | 310 | ₹— | —% | — | +1.3 L | 3.0 L |
| 0 | 0 | — | —% | ₹— | 315 | ₹— | —% | — | +41K | 2.3 L |
| 76K | 0 | — | —% | ₹— | 320 | ₹— | —% | — | +29K | 7.2 L |
| 3K | 0 | — | —% | ₹— | 325 | ₹— | —% | — | +67K | 2.5 L |
| 98K | +64K | — | —% | ₹— | 330 | ₹— | —% | — | +41K | 5.6 L |
| 67K | 0 | — | —% | ₹— | 335 | ₹— | —% | — | +54K | 3.9 L |
| 4.4 L | -19K | — | —% | ₹— | 340 | ₹— | —% | — | +3K | 8.5 L |
| 86K | +10K | — | —% | ₹— | 345 | ₹— | —% | — | +1.5 L | 4.2 L |
| 24.4 L | +67K | — | —% | ₹— | 350 | ₹— | —% | — | +98K | 10.0 L |
| 2.4 L | +1.1 L | — | —% | ₹— | 355 | ₹— | —% | — | +25K | 2.0 L |
| 23.9 L | +10.5 L | — | —% | ₹— | 360 | ₹— | —% | — | +48K | 4.4 L |
| 5.1 L | +1.8 L | — | —% | ₹— | 365 | ₹— | —% | — | 0 | 2.1 L |
| 28.2 L | +1.2 L | — | —% | ₹— | 370ATM | ₹— | —% | — | +10K | 13.2 L |
| 4.2 L | +83K | — | —% | ₹— | 375 | ₹— | —% | — | 0 | 51K |
| 16.9 L | +1.3 L | — | —% | ₹— | 380 | ₹— | —% | — | 0 | 9.0 L |
| 3.9 L | +16K | — | —% | ₹— | 385 | ₹— | —% | — | 0 | 48K |
| 18.3 L | +3.4 L | — | —% | ₹— | 390 | ₹— | —% | — | 0 | 4.3 L |
| 1.8 L | +73K | — | —% | ₹— | 395 | ₹— | —% | — | 0 | 10K |
| 22.7 L | +92K | — | —% | ₹— | 400 | ₹— | —% | — | 0 | 5.7 L |
| 73K | 0 | — | —% | ₹— | 405 | ₹— | —% | — | 0 | 3K |
| 5.0 L | +1.3 L | — | —% | ₹— | 410 | ₹— | —% | — | 0 | 89K |
| 73K | 0 | — | —% | ₹— | 415 | ₹— | —% | — | 0 | 13K |
| 11.4 L | +1.2 L | — | —% | ₹— | 420 | ₹— | —% | — | -22K | 1.6 L |
| 32K | 0 | — | —% | ₹— | 425 | ₹— | —% | — | 0 | 10K |
| 2.0 L | +3K | — | —% | ₹— | 430 | ₹— | —% | — | 0 | 57K |
| 0 | 0 | — | —% | ₹— | 435 | ₹— | —% | — | 0 | 0 |
| 3.2 L | -13K | — | —% | ₹— | 440 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 445 | ₹— | —% | — | 0 | 0 |
| 4.4 L | -51K | — | —% | ₹— | 450 | ₹— | —% | — | 0 | 38K |
| 0 | 0 | — | —% | ₹— | 455 | ₹— | —% | — | 0 | 0 |
| 1.7 L | 0 | — | —% | ₹— | 460 | ₹— | —% | — | 0 | 0 |
| 0 | 0 | — | —% | ₹— | 470 | ₹— | —% | — | 0 | 0 |
| 51K | 0 | — | —% | ₹— | 480 | ₹— | —% | — | 0 | 64K |
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 profile clusters tightly around the 345‑350‑365 strike corridor, suggesting market participants view this band as the primary price discovery zone for the November expiry. With the spot price sitting at ₹349.95, the 350 strike acts as the de‑facto at‑the‑money reference point, while the 365 call and 345 put serve as the nearest resistance and support thresholds respectively. The implied range derived from the at‑the‑money volatility aligns closely with this 345‑365 band, reinforcing the view that market consensus centers on a modest upside swing.
OI Buildup Activity
Fresh open‑interest inflows appear at the 360 call (OI +10,054 contracts) and 390 call (OI +3,725 contracts), indicating new long call positioning above the current price. On the put side, accumulation surfaces at the 345 strike (+1,52,400) and 310 strike (+1,30,175), reflecting protective or bearish hedging activity near key support levels. The modest OI addition at 350 put (+98,425) suggests some participants are reinforcing the immediate support zone while keeping flexibility for potential downside moves.
Volatility Read
The at‑the‑money implied volatility stands at 27.42%, a level that signals a moderately priced premium for near‑term directional bets. The skew is tilted bearish, indicating that put options are relatively cheaper than calls, which often reflects market anticipation of downside pressure.
Key OI Levels
The largest open‑interest concentrations sit at the 360 call (170 contracts) and the 345 put (170 contracts), marking the primary resistance and support pillars in the market consensus today.