BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
13 Mar 2025 04:13 PM IST
| BANKBARODA 27MAR2025 185 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.85
Vega: 0.09
Theta: -0.23
Gamma: 0.01
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 205.52 | 22.7 | 3.95 | 55.44 | 4 | -2 | 74 | |||
| 12 Mar | 202.40 | 18.75 | 0.05 | 32.73 | 7 | 1 | 75 | |||
| 11 Mar | 202.56 | 18.7 | -1.4 | 26.70 | 22 | -4 | 72 | |||
|
|
||||||||||
| 10 Mar | 204.03 | 20.1 | -3.45 | 28.11 | 3 | 76 | 76 | |||
| 7 Mar | 205.90 | 23.55 | 0 | 0.00 | 0 | 2 | 0 | |||
| 6 Mar | 207.16 | 23.55 | 1.85 | 32.69 | 5 | 2 | 74 | |||
| 5 Mar | 205.22 | 21.8 | 8.05 | 33.43 | 121 | -66 | 71 | |||
| 4 Mar | 195.92 | 13.7 | -0.6 | 31.55 | 293 | 8 | 137 | |||
| 3 Mar | 195.91 | 14.3 | -1.05 | 34.40 | 156 | 116 | 124 | |||
| 28 Feb | 197.07 | 15 | -51.35 | 27.29 | 20 | 9 | 9 | |||
| 27 Feb | 203.18 | 66.35 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 204.39 | 66.35 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 204.77 | 66.35 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 208.63 | 66.35 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 210.27 | 66.35 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 213.57 | 66.35 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 208.89 | 66.35 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 206.09 | 66.35 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 206.96 | 66.35 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 205.16 | 66.35 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 216.32 | 66.35 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 212.89 | 66.35 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 207.99 | 66.35 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 210.84 | 66.35 | 0 | - | 0 | 0 | 0 | |||
| 31 Jan | 213.39 | 0 | 0 | - | 0 | 0 | 0 | |||
For Bank Of Baroda - strike price 185 expiring on 27MAR2025
Delta for 185 CE is 0.85
Historical price for 185 CE is as follows
On 13 Mar BANKBARODA was trading at 205.52. The strike last trading price was 22.7, which was 3.95 higher than the previous day. The implied volatity was 55.44, the open interest changed by -2 which decreased total open position to 74
On 12 Mar BANKBARODA was trading at 202.40. The strike last trading price was 18.75, which was 0.05 higher than the previous day. The implied volatity was 32.73, the open interest changed by 1 which increased total open position to 75
On 11 Mar BANKBARODA was trading at 202.56. The strike last trading price was 18.7, which was -1.4 lower than the previous day. The implied volatity was 26.70, the open interest changed by -4 which decreased total open position to 72
On 10 Mar BANKBARODA was trading at 204.03. The strike last trading price was 20.1, which was -3.45 lower than the previous day. The implied volatity was 28.11, the open interest changed by 76 which increased total open position to 76
On 7 Mar BANKBARODA was trading at 205.90. The strike last trading price was 23.55, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 2 which increased total open position to 0
On 6 Mar BANKBARODA was trading at 207.16. The strike last trading price was 23.55, which was 1.85 higher than the previous day. The implied volatity was 32.69, the open interest changed by 2 which increased total open position to 74
On 5 Mar BANKBARODA was trading at 205.22. The strike last trading price was 21.8, which was 8.05 higher than the previous day. The implied volatity was 33.43, the open interest changed by -66 which decreased total open position to 71
On 4 Mar BANKBARODA was trading at 195.92. The strike last trading price was 13.7, which was -0.6 lower than the previous day. The implied volatity was 31.55, the open interest changed by 8 which increased total open position to 137
On 3 Mar BANKBARODA was trading at 195.91. The strike last trading price was 14.3, which was -1.05 lower than the previous day. The implied volatity was 34.40, the open interest changed by 116 which increased total open position to 124
On 28 Feb BANKBARODA was trading at 197.07. The strike last trading price was 15, which was -51.35 lower than the previous day. The implied volatity was 27.29, the open interest changed by 9 which increased total open position to 9
On 27 Feb BANKBARODA was trading at 203.18. The strike last trading price was 66.35, 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 26 Feb BANKBARODA was trading at 204.39. The strike last trading price was 66.35, 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 25 Feb BANKBARODA was trading at 204.77. The strike last trading price was 66.35, 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 24 Feb BANKBARODA was trading at 208.63. The strike last trading price was 66.35, 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 21 Feb BANKBARODA was trading at 210.27. The strike last trading price was 66.35, 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 20 Feb BANKBARODA was trading at 213.57. The strike last trading price was 66.35, 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 19 Feb BANKBARODA was trading at 208.89. The strike last trading price was 66.35, 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 18 Feb BANKBARODA was trading at 206.09. The strike last trading price was 66.35, 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 17 Feb BANKBARODA was trading at 206.96. The strike last trading price was 66.35, 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 14 Feb BANKBARODA was trading at 205.16. The strike last trading price was 66.35, 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 7 Feb BANKBARODA was trading at 216.32. The strike last trading price was 66.35, 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 4 Feb BANKBARODA was trading at 212.89. The strike last trading price was 66.35, 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 3 Feb BANKBARODA was trading at 207.99. The strike last trading price was 66.35, 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 1 Feb BANKBARODA was trading at 210.84. The strike last trading price was 66.35, 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 31 Jan BANKBARODA was trading at 213.39. The strike last trading price was 0, 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 185 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.07
Vega: 0.05
Theta: -0.07
Gamma: 0.01
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 205.52 | 0.45 | -0.3 | 37.41 | 200 | -31 | 389 |
| 12 Mar | 202.40 | 0.75 | -0.1 | 37.52 | 328 | 9 | 420 |
| 11 Mar | 202.56 | 0.85 | 0.1 | 37.93 | 326 | -19 | 415 |
| 10 Mar | 204.03 | 0.75 | 0.05 | 37.29 | 327 | -29 | 436 |
| 7 Mar | 205.90 | 0.7 | 0 | 35.83 | 228 | -17 | 465 |
| 6 Mar | 207.16 | 0.7 | -0.25 | 36.56 | 652 | 108 | 486 |
| 5 Mar | 205.22 | 0.9 | -1.45 | 35.94 | 685 | -74 | 387 |
| 4 Mar | 195.92 | 2.3 | 0.05 | 34.78 | 740 | 68 | 464 |
| 3 Mar | 195.91 | 2.25 | -0.1 | 33.88 | 607 | 123 | 397 |
| 28 Feb | 197.07 | 2.3 | 0.75 | 34.75 | 731 | 186 | 273 |
| 27 Feb | 203.18 | 1.6 | 0.25 | 35.48 | 158 | 87 | 87 |
| 26 Feb | 204.39 | 1.35 | 0 | 11.10 | 0 | 0 | 0 |
| 25 Feb | 204.77 | 1.35 | 0 | 11.10 | 0 | 0 | 0 |
| 24 Feb | 208.63 | 1.35 | 0 | 12.72 | 0 | 0 | 0 |
| 21 Feb | 210.27 | 1.35 | 0 | 12.73 | 0 | 0 | 0 |
| 20 Feb | 213.57 | 1.35 | 0 | 13.64 | 0 | 0 | 0 |
| 19 Feb | 208.89 | 1.35 | 0 | 11.97 | 0 | 0 | 0 |
| 18 Feb | 206.09 | 1.35 | 0 | 10.75 | 0 | 0 | 0 |
| 17 Feb | 206.96 | 1.35 | 0 | 11.34 | 0 | 0 | 0 |
| 14 Feb | 205.16 | 1.35 | 0 | 10.20 | 0 | 0 | 0 |
| 7 Feb | 216.32 | 1.35 | 0 | 13.27 | 0 | 0 | 0 |
| 4 Feb | 212.89 | 1.35 | 0 | 11.73 | 0 | 0 | 0 |
| 3 Feb | 207.99 | 1.35 | 0 | 10.35 | 0 | 0 | 0 |
| 1 Feb | 210.84 | 1.35 | 0 | 11.22 | 0 | 0 | 0 |
| 31 Jan | 213.39 | 1.35 | 0 | 11.87 | 0 | 0 | 0 |
For Bank Of Baroda - strike price 185 expiring on 27MAR2025
Delta for 185 PE is -0.07
Historical price for 185 PE is as follows
On 13 Mar BANKBARODA was trading at 205.52. The strike last trading price was 0.45, which was -0.3 lower than the previous day. The implied volatity was 37.41, the open interest changed by -31 which decreased total open position to 389
On 12 Mar BANKBARODA was trading at 202.40. The strike last trading price was 0.75, which was -0.1 lower than the previous day. The implied volatity was 37.52, the open interest changed by 9 which increased total open position to 420
On 11 Mar BANKBARODA was trading at 202.56. The strike last trading price was 0.85, which was 0.1 higher than the previous day. The implied volatity was 37.93, the open interest changed by -19 which decreased total open position to 415
On 10 Mar BANKBARODA was trading at 204.03. The strike last trading price was 0.75, which was 0.05 higher than the previous day. The implied volatity was 37.29, the open interest changed by -29 which decreased total open position to 436
On 7 Mar BANKBARODA was trading at 205.90. The strike last trading price was 0.7, which was 0 lower than the previous day. The implied volatity was 35.83, the open interest changed by -17 which decreased total open position to 465
On 6 Mar BANKBARODA was trading at 207.16. The strike last trading price was 0.7, which was -0.25 lower than the previous day. The implied volatity was 36.56, the open interest changed by 108 which increased total open position to 486
On 5 Mar BANKBARODA was trading at 205.22. The strike last trading price was 0.9, which was -1.45 lower than the previous day. The implied volatity was 35.94, the open interest changed by -74 which decreased total open position to 387
On 4 Mar BANKBARODA was trading at 195.92. The strike last trading price was 2.3, which was 0.05 higher than the previous day. The implied volatity was 34.78, the open interest changed by 68 which increased total open position to 464
On 3 Mar BANKBARODA was trading at 195.91. The strike last trading price was 2.25, which was -0.1 lower than the previous day. The implied volatity was 33.88, the open interest changed by 123 which increased total open position to 397
On 28 Feb BANKBARODA was trading at 197.07. The strike last trading price was 2.3, which was 0.75 higher than the previous day. The implied volatity was 34.75, the open interest changed by 186 which increased total open position to 273
On 27 Feb BANKBARODA was trading at 203.18. The strike last trading price was 1.6, which was 0.25 higher than the previous day. The implied volatity was 35.48, the open interest changed by 87 which increased total open position to 87
On 26 Feb BANKBARODA was trading at 204.39. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 11.10, the open interest changed by 0 which decreased total open position to 0
On 25 Feb BANKBARODA was trading at 204.77. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 11.10, the open interest changed by 0 which decreased total open position to 0
On 24 Feb BANKBARODA was trading at 208.63. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 12.72, the open interest changed by 0 which decreased total open position to 0
On 21 Feb BANKBARODA was trading at 210.27. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 12.73, the open interest changed by 0 which decreased total open position to 0
On 20 Feb BANKBARODA was trading at 213.57. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 13.64, the open interest changed by 0 which decreased total open position to 0
On 19 Feb BANKBARODA was trading at 208.89. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 11.97, the open interest changed by 0 which decreased total open position to 0
On 18 Feb BANKBARODA was trading at 206.09. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 10.75, the open interest changed by 0 which decreased total open position to 0
On 17 Feb BANKBARODA was trading at 206.96. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 11.34, the open interest changed by 0 which decreased total open position to 0
On 14 Feb BANKBARODA was trading at 205.16. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 10.20, the open interest changed by 0 which decreased total open position to 0
On 7 Feb BANKBARODA was trading at 216.32. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 13.27, the open interest changed by 0 which decreased total open position to 0
On 4 Feb BANKBARODA was trading at 212.89. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 11.73, the open interest changed by 0 which decreased total open position to 0
On 3 Feb BANKBARODA was trading at 207.99. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 10.35, the open interest changed by 0 which decreased total open position to 0
On 1 Feb BANKBARODA was trading at 210.84. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 11.22, the open interest changed by 0 which decreased total open position to 0
On 31 Jan BANKBARODA was trading at 213.39. The strike last trading price was 1.35, which was 0 lower than the previous day. The implied volatity was 11.87, the open interest changed by 0 which decreased total open position to 0
