`
[--[65.84.65.76]--]
BANKBARODA
Bank Of Baroda

205.52 3.12 (1.54%)

Back to Option Chain


Historical option data for BANKBARODA

13 Mar 2025 04:13 PM IST
BANKBARODA 27MAR2025 165 CE
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 205.52 26.7 0 0.00 0 0 0
12 Mar 202.40 26.7 0 0.00 0 0 0
11 Mar 202.56 26.7 0 0.00 0 0 0
10 Mar 204.03 26.7 0 0.00 0 0 0
7 Mar 205.90 26.7 0 0.00 0 0 0
6 Mar 207.16 26.7 0 0.00 0 0 0
5 Mar 205.22 26.7 0 0.00 0 4 0
4 Mar 195.92 26.7 -52.55 - 4 0 0
3 Mar 195.91 79.25 0 - 0 0 0
28 Feb 197.07 79.25 0 - 0 0 0


For Bank Of Baroda - strike price 165 expiring on 27MAR2025

Delta for 165 CE is 0.00

Historical price for 165 CE is as follows

On 13 Mar BANKBARODA was trading at 205.52. The strike last trading price was 26.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 12 Mar BANKBARODA was trading at 202.40. The strike last trading price was 26.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 11 Mar BANKBARODA was trading at 202.56. The strike last trading price was 26.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 10 Mar BANKBARODA was trading at 204.03. The strike last trading price was 26.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 7 Mar BANKBARODA was trading at 205.90. The strike last trading price was 26.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 6 Mar BANKBARODA was trading at 207.16. The strike last trading price was 26.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 5 Mar BANKBARODA was trading at 205.22. The strike last trading price was 26.7, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 4 which increased total open position to 0


On 4 Mar BANKBARODA was trading at 195.92. The strike last trading price was 26.7, which was -52.55 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Mar BANKBARODA was trading at 195.91. The strike last trading price was 79.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Feb BANKBARODA was trading at 197.07. The strike last trading price was 79.25, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


BANKBARODA 27MAR2025 165 PE
Delta: -0.01
Vega: 0.01
Theta: -0.02
Gamma: 0.00
Date Close Ltp Change IV Volume Change OI OI
13 Mar 205.52 0.1 0 52.29 1 0 106
12 Mar 202.40 0.1 -0.3 48.07 32 -9 106
11 Mar 202.56 0.4 0.2 - 1 0 115
10 Mar 204.03 0.2 0 0.00 0 0 0
7 Mar 205.90 0.2 0 49.22 1 0 115
6 Mar 207.16 0.2 0 49.26 1 0 116
5 Mar 205.22 0.2 -0.25 46.40 37 -5 117
4 Mar 195.92 0.45 0 43.86 151 18 122
3 Mar 195.91 0.45 -0.05 43.05 182 15 106
28 Feb 197.07 0.5 0.1 42.94 246 96 96


For Bank Of Baroda - strike price 165 expiring on 27MAR2025

Delta for 165 PE is -0.01

Historical price for 165 PE is as follows

On 13 Mar BANKBARODA was trading at 205.52. The strike last trading price was 0.1, which was 0 lower than the previous day. The implied volatity was 52.29, the open interest changed by 0 which decreased total open position to 106


On 12 Mar BANKBARODA was trading at 202.40. The strike last trading price was 0.1, which was -0.3 lower than the previous day. The implied volatity was 48.07, the open interest changed by -9 which decreased total open position to 106


On 11 Mar BANKBARODA was trading at 202.56. The strike last trading price was 0.4, which was 0.2 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 115


On 10 Mar BANKBARODA was trading at 204.03. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0


On 7 Mar BANKBARODA was trading at 205.90. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 49.22, the open interest changed by 0 which decreased total open position to 115


On 6 Mar BANKBARODA was trading at 207.16. The strike last trading price was 0.2, which was 0 lower than the previous day. The implied volatity was 49.26, the open interest changed by 0 which decreased total open position to 116


On 5 Mar BANKBARODA was trading at 205.22. The strike last trading price was 0.2, which was -0.25 lower than the previous day. The implied volatity was 46.40, the open interest changed by -5 which decreased total open position to 117


On 4 Mar BANKBARODA was trading at 195.92. The strike last trading price was 0.45, which was 0 lower than the previous day. The implied volatity was 43.86, the open interest changed by 18 which increased total open position to 122


On 3 Mar BANKBARODA was trading at 195.91. The strike last trading price was 0.45, which was -0.05 lower than the previous day. The implied volatity was 43.05, the open interest changed by 15 which increased total open position to 106


On 28 Feb BANKBARODA was trading at 197.07. The strike last trading price was 0.5, which was 0.1 higher than the previous day. The implied volatity was 42.94, the open interest changed by 96 which increased total open position to 96