BANKBARODA options
Bank of Baroda option chain and implied move
| Metric | Value | Read |
|---|---|---|
| Market-implied move | ±₹4.72 | ±2.04% to the Tuesday, 27 October 2026 expiry, from the at-the-money straddle |
| Implied range | ₹226.18 – ₹235.62 | What option prices imply, not a forecast of where the stock will trade |
| Max pain | ₹235 | The strike at which the largest value of written options would expire worthless |
| Heaviest put strike | ₹220 | 51,86,025 contracts — the largest put position on the chain |
| Heaviest call strike | ₹240 | 83,71,350 contracts — the largest call position on the chain |
| Put-call ratio | 0.87 | Total put open interest divided by total call open interest across the chain |
| Implied volatility (ATM) | 23.93% | At-the-money implied volatility for the front expiry |
- Market-implied move
- ±₹4.72
- Implied range
- ₹226 – ₹236
- Max pain
- ₹235
- Implied volatility
- 23.93%
±2.04% over 4 days, from the ₹230 straddle
What option prices imply, not a forecast of where the stock will trade
₹4 above the close
At the money, for the front expiry
Implied rangeMax painLast close
Heaviest put ₹220Heaviest call ₹240ATM ₹230 · PCR 0.87
At the close on Friday, 23 October 2026, Bank of Baroda options were pricing a move of ±₹4.72 by the Tuesday, 27 October 2026 expiry — a range of ₹226.18 to ₹235.62 against a closing price of ₹230.90. The figure is the at-the-money straddle at the ₹230 strike, which is what the options market itself is charging for the move to expiry. It describes the price of that expectation, not a forecast MarketCue makes.
Max pain sits at ₹235, ₹4.10 above the closing price — the strike at which the largest value of written options would expire worthless. The heaviest put position on the chain is at ₹220 with 51,86,025 contracts, and the heaviest call position at ₹240 with 83,71,350 contracts. Open interest describes where positions have been built; it is not a commitment by anyone to defend a price.
At-the-money implied volatility was 23.93% for the Tuesday, 27 October 2026 expiry. Realised volatility for Bank of Baroda is not yet available for comparison.
This page is a record of where Bank of Baroda's chain finished on Friday, 23 October 2026, not a live feed — the next reading follows tomorrow's close. Figures are derived from the NSE option chain via Upstox; max pain, the implied move, put-call ratio and the volatility comparison are MarketCue's own calculations from that data. MarketCue is not a registered investment adviser, research analyst or broker under SEBI regulations, and nothing here is a recommendation to buy or sell any security.
Read the full MarketCue scoring methodology
Source: NSE option chain via Upstox. .
Frequently asked questions
- What move are Bank of Baroda options pricing this expiry?
- ±₹4.72, or 2.04%, giving a range of ₹226.18 to ₹235.62 by Tuesday, 27 October 2026. The figure is derived from the at-the-money straddle at the ₹230 strike.
- What is Bank of Baroda's max pain?
- ₹235 at the last close, against a closing price of ₹230.90. Max pain is the strike at which the largest value of written options would expire worthless.
- Where is support and resistance in the Bank of Baroda option chain?
- The largest put position sits at ₹220 with 51,86,025 contracts, and the largest call position at ₹240 with 83,71,350 contracts. Traders commonly read heavy open interest at a strike as a level, though open interest describes positioning rather than any commitment to defend a price.
- What is the lot size for Bank of Baroda options?
- 2,925 shares per lot, with strikes in steps of ₹3. At the implied move of ±₹4.72, one lot corresponds to ±₹13,806 of notional movement.