MAHABANK BANK OF MAHARASHTRA
BANK OF MAHARASHTRA — on this desk since 26 Aug 2026.
Option chain
| Calls | Strike | Puts | ||||||
|---|---|---|---|---|---|---|---|---|
| What happened | Price | Change in OI | Open interest | Open interest | Change in OI | Price | What happened | |
| — | 12.30 | 0 | 19,500 | 68 | 39,000 | 0 | 0.01 | — |
| — | 10.32 | 0 | 6,500 | 70 | 6,56,500 | +1,56,000 | 0.15 | long build-up |
| — | — | — | — | 72 | 2,21,000 | +52,000 | 0.10 | long build-up |
| — | — | — | — | 73 | 10,20,500 | +5,26,500 | 0.33 | long build-up |
| — | — | — | — | 74 | 4,81,000 | +13,000 | 0.25 | long build-up |
| — | 5.69 | 0 | 45,500 | 75 | 15,47,000 | −52,000 | 0.57 | short covering |
| — | — | — | — | 76 | 2,21,000 | −13,000 | 0.74 | short covering |
| — | — | — | — | 77 | 6,24,000 | +1,95,000 | 1.03 | long build-up |
| — | 3.41 | 0 | 58,500 | 78 | 3,83,500 | +58,500 | 1.28 | long build-up |
| — | 2.79 | 0 | 1,17,000 | 79 | 4,81,000 | +65,000 | 1.61 | long build-up |
| short build-up | 2.44 | +12,02,500 | 25,28,500 | 80at the money | wall34,19,000 | −4,74,500 | 2.10 | short covering |
| short build-up | 1.95 | +1,17,000 | 7,15,000 | 81 | 4,16,000 | −13,000 | 2.71 | short covering |
| short build-up | 1.52 | +4,61,500 | 9,68,500 | 82 | 4,29,000 | +6,500 | 3.17 | long build-up |
| short build-up | 1.21 | +6,95,500 | 17,03,000 | 83 | 5,52,500 | −78,000 | 3.73 | short covering |
| short build-up | 0.95 | +2,21,000 | 11,63,500 | 84 | 4,74,500 | −26,000 | 4.46 | short covering |
| short build-up | 0.68 | +6,17,500 | 52,19,500wall | 85 | 7,73,500 | −13,000 | 5.25 | short covering |
| long unwinding | 0.51 | −1,62,500 | 7,08,500 | 86 | 52,000 | 0 | 6.09 | — |
| long unwinding | 0.39 | −2,08,000 | 7,86,500 | 87 | — | — | — | — |
| long unwinding | 0.31 | −84,500 | 6,89,000 | 88 | 1,43,000 | 0 | 7.87 | — |
| long unwinding | 0.14 | −71,500 | 4,35,500 | 89 | — | — | — | — |
| long unwinding | 0.17 | −4,29,000 | 26,58,500 | 90 | 58,500 | 0 | 9.76 | — |
The options were priced for a move of about 5.7% by 27 Oct.
Open interest
Short build: price fell and open interest rose.
For this stock, 7 of 13 times the close 5 sessions later was higher — too few to read much into.
Across every F&O stock, 58,860 of 1,16,717 times the close 5 sessions later was higher.
Basis, rollover and the ban
The future traded 0.15% above the share.
Not in the F&O ban this session; open interest stood at 26% of its market-wide limit.
Implied volatility
The options were priced for a move of about 5.7% by 27 Oct; over the sessions the desk holds it ranged 1.8–10.1%.
Puts were priced dearer than calls the same distance out.
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Implied and realised around results
No results meeting with an option chain on its eve yet.
The futures, session by session
| session | futures | implied move | basis | ban |
|---|---|---|---|---|
| Thu 15 Oct | short build | 5.7% | 0.15% | |
| Wed 14 Oct | short build | 5.7% | 0.23% | |
| Tue 13 Oct | long build | 5.9% | -0.27% | |
| Mon 12 Oct | short build | 6.0% | 0.13% | |
| Fri 9 Oct | long build | 6.4% | 0.23% | |
| Thu 8 Oct | long unwind | 6.9% | 0.57% | |
| Wed 7 Oct | long build | 7.0% | -0.08% | |
| Tue 6 Oct | short build | 7.0% | 0.24% | |
| Mon 5 Oct | long build | 7.1% | 0.12% | |
| Thu 1 Oct | long build | 7.8% | 0.61% | |
| Wed 30 Sep | long build | 9.3% | 1.13% | |
| Tue 29 Sep | short build | 8.0% | 0.81% | |
| Mon 28 Sep | long unwind | 8.0% | 0.17% | |
| Fri 25 Sep | long build | 1.8% | -0.08% | |
| Thu 24 Sep | short build | 2.7% | -0.40% | |
| Wed 23 Sep | long build | 2.6% | 0.15% | |
| Tue 22 Sep | long build | 3.2% | 0.36% | |
| Mon 21 Sep | short build | 3.3% | 0.27% | |
| Fri 18 Sep | short cover | 3.9% | -0.61% | |
| Thu 17 Sep | short cover | 4.1% | 0.64% |
After a name entered or left the ban
- Every F&O stock, on entering the ban: 755 of 1,496 times the close 5 sessions later was higher.
- Every F&O stock, on leaving it: 747 of 1,496 times the close 5 sessions later was higher.
Before comparing across time
Open interest is in shares. Traded volume is in contracts before July 2024 and in shares after, so volumes are not compared across that change.