BANKBARODA Analysis · Active

BANKBARODA Options — Where Positioning Sits Today

BANKBARODA, read from the same option-chain engine as the live chain — data as of 3:21 pm IST. Every figure is measured from the saved chain; where a reading cannot be formed, the page says so instead of guessing.

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Update 3:15 pm · data as of 3:21 pm IST · Analysis only · Sahi does not provide investment advice

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BANKBARODA at a glance

StockSpotDay changePCRPut / call wallMax painVerdict
BANKBARODA232.12n/a1.13225 / 245240Direction not established

Comparison window: session. PCR is full-expiry Open Interest, puts ÷ calls. The walls are the largest put Open Interest at or below spot and the largest call Open Interest at or above it.

Why this stock has the detailed view: Decided from the latest snapshot alone (no ledger of at least 3 sessions yet); Open interest within 5 strikes of the money is Rs 777.06Cr, above the Rs 150.00Cr floor; Traded volume in that window is Rs 253.18Cr, above the Rs 100.00Cr floor; 11 of 11 near-the-money strikes carry real Open Interest and traded volume, at least 7 needed; The top strike holds 10.9% of total Open Interest, within the 40% ceiling; Both at-the-money legs have a premium, so the straddle is priced; 63 strikes are listed.

BANKBARODA — Direction not established

Not enough matched session positioning for a direction

  • The dayBANKBARODA at 232.12 · PCR 1.13 full expiry, 0.89 on screen
  • The positionsPut wall 225 (42.68L, +1.61L today) · Call wall 245 (47.74L, +2.16L today) · 0.45 puts added per call today
  • The tradingBusiest 240 (25.45L traded) · no leg changed both premium and Open Interest over today, against the previous session

Where BANKBARODA sits against its walls

  • Above the call wallSustained trade above 245 (+12.88 from spot). Next call Open Interest above: 250 (32.61L).
  • Between the walls · spot is hereSpot between 225 and 245, now 36% of the way up. Max pain 240 (+7.88 from spot).
  • Below the put wallSustained trade below 225 (−7.12 from spot). Next put Open Interest below: 220 (14.27L).

Levels

LevelPriceFrom spotOpen Interest
Move range high246+14 (+5.87%)—
Call wall245+13 (+5.55%)47.74L
Next call wall240+8 (+3.39%)44.23L
Max pain240+8 (+3.39%)—
Spot232——
Next put wall230−2 (−0.91%)36.88L
Gamma flip226−6 (−2.44%)—
Put wall225−7 (−3.07%)42.68L
Move range low219−14 (−5.87%)—

The move being priced

The ATM straddle prices a move of about ±14 to expiry, a range of 219 to 246, at an ATM implied volatility of 32.0%. This is a pricing convention, not a forecast.

How this verdict was reached

  • Comparison windowSession, previous close to 3:21 pm
  • Legs matched39 of 42 (93%) · 18 Call, 21 Put
  • Positioning leanNot measured
  • BANKBARODA vs previous closeNo previous close
  • ResultDirection not established

What is uncertain

  • 3 of 42 displayed legs have no matched session reading.
  • The previous close for the immediately preceding session is not available, so the day change is left unknown rather than measured against an older date.

Expiry 2026-11-23 · 21 displayed strikes, 207.5 to 257.5 · Full expiry, 63 strikes, 125 to 345

BANKBARODA on the live tools

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