BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
13 Mar 2025 04:13 PM IST
| BANKBARODA 27MAR2025 187.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.93
Vega: 0.05
Theta: -0.11
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 205.52 | 18.8 | 2.25 | 32.46 | 18 | 2 | 53 | |||
| 12 Mar | 202.40 | 16.45 | -0.5 | 31.97 | 16 | 0 | 50 | |||
| 11 Mar | 202.56 | 16.95 | -0.45 | 34.97 | 11 | 2 | 53 | |||
| 10 Mar | 204.03 | 17.4 | -2.25 | 15.70 | 23 | 8 | 51 | |||
| 7 Mar | 205.90 | 19.55 | 0.15 | 27.74 | 9 | 2 | 43 | |||
| 6 Mar | 207.16 | 19.4 | 0 | 0.00 | 0 | 3 | 0 | |||
| 5 Mar | 205.22 | 19.4 | 7.7 | 32.25 | 75 | 3 | 41 | |||
| 4 Mar | 195.92 | 11.65 | -0.55 | 30.30 | 96 | 8 | 37 | |||
| 3 Mar | 195.91 | 12.2 | -1.15 | 32.57 | 54 | 3 | 29 | |||
| 28 Feb | 197.07 | 13.5 | -25.55 | 30.40 | 44 | 25 | 25 | |||
| 27 Feb | 203.18 | 39.05 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 204.39 | 39.05 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 204.77 | 39.05 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 208.63 | 39.05 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 210.27 | 39.05 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 213.57 | 39.05 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 208.89 | 39.05 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 206.09 | 39.05 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 206.96 | 39.05 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 205.16 | 39.05 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 216.32 | 39.05 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 212.89 | 39.05 | 0 | - | 0 | 0 | 0 | |||
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| 3 Feb | 207.99 | 39.05 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 210.84 | 39.05 | 0 | - | 0 | 0 | 0 | |||
For Bank Of Baroda - strike price 187.5 expiring on 27MAR2025
Delta for 187.5 CE is 0.93
Historical price for 187.5 CE is as follows
On 13 Mar BANKBARODA was trading at 205.52. The strike last trading price was 18.8, which was 2.25 higher than the previous day. The implied volatity was 32.46, the open interest changed by 2 which increased total open position to 53
On 12 Mar BANKBARODA was trading at 202.40. The strike last trading price was 16.45, which was -0.5 lower than the previous day. The implied volatity was 31.97, the open interest changed by 0 which decreased total open position to 50
On 11 Mar BANKBARODA was trading at 202.56. The strike last trading price was 16.95, which was -0.45 lower than the previous day. The implied volatity was 34.97, the open interest changed by 2 which increased total open position to 53
On 10 Mar BANKBARODA was trading at 204.03. The strike last trading price was 17.4, which was -2.25 lower than the previous day. The implied volatity was 15.70, the open interest changed by 8 which increased total open position to 51
On 7 Mar BANKBARODA was trading at 205.90. The strike last trading price was 19.55, which was 0.15 higher than the previous day. The implied volatity was 27.74, the open interest changed by 2 which increased total open position to 43
On 6 Mar BANKBARODA was trading at 207.16. The strike last trading price was 19.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 3 which increased total open position to 0
On 5 Mar BANKBARODA was trading at 205.22. The strike last trading price was 19.4, which was 7.7 higher than the previous day. The implied volatity was 32.25, the open interest changed by 3 which increased total open position to 41
On 4 Mar BANKBARODA was trading at 195.92. The strike last trading price was 11.65, which was -0.55 lower than the previous day. The implied volatity was 30.30, the open interest changed by 8 which increased total open position to 37
On 3 Mar BANKBARODA was trading at 195.91. The strike last trading price was 12.2, which was -1.15 lower than the previous day. The implied volatity was 32.57, the open interest changed by 3 which increased total open position to 29
On 28 Feb BANKBARODA was trading at 197.07. The strike last trading price was 13.5, which was -25.55 lower than the previous day. The implied volatity was 30.40, the open interest changed by 25 which increased total open position to 25
On 27 Feb BANKBARODA was trading at 203.18. The strike last trading price was 39.05, 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 39.05, 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 39.05, 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 39.05, 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 39.05, 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 39.05, 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 39.05, 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 39.05, 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 39.05, 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 39.05, 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 39.05, 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 39.05, 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 39.05, 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 39.05, 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 187.5 PE | |||||||
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Delta: -0.09
Vega: 0.06
Theta: -0.08
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 205.52 | 0.6 | -0.35 | 36.25 | 169 | -40 | 130 |
| 12 Mar | 202.40 | 0.9 | -0.2 | 35.46 | 132 | 4 | 172 |
| 11 Mar | 202.56 | 1.05 | 0.05 | 36.32 | 80 | -35 | 167 |
| 10 Mar | 204.03 | 0.95 | 0.05 | 36.03 | 116 | 13 | 206 |
| 7 Mar | 205.90 | 0.9 | 0 | 34.92 | 111 | 12 | 193 |
| 6 Mar | 207.16 | 0.9 | -0.25 | 35.76 | 325 | -48 | 181 |
| 5 Mar | 205.22 | 1.05 | -1.85 | 34.08 | 448 | 97 | 232 |
| 4 Mar | 195.92 | 2.9 | 0.15 | 34.25 | 448 | 29 | 135 |
| 3 Mar | 195.91 | 2.8 | -0.1 | 33.11 | 256 | 24 | 106 |
| 28 Feb | 197.07 | 2.85 | 1 | 34.21 | 166 | 26 | 84 |
| 27 Feb | 203.18 | 2 | -0.05 | 34.98 | 83 | 58 | 58 |
| 26 Feb | 204.39 | 2.05 | 0 | 9.94 | 0 | 0 | 0 |
| 25 Feb | 204.77 | 2.05 | 0 | 9.94 | 0 | 0 | 0 |
| 24 Feb | 208.63 | 2.05 | 0 | 11.80 | 0 | 0 | 0 |
| 21 Feb | 210.27 | 2.05 | 0 | 11.73 | 0 | 0 | 0 |
| 20 Feb | 213.57 | 2.05 | 0 | 12.71 | 0 | 0 | 0 |
| 19 Feb | 208.89 | 2.05 | 0 | 10.97 | 0 | 0 | 0 |
| 18 Feb | 206.09 | 2.05 | 0 | 9.66 | 0 | 0 | 0 |
| 17 Feb | 206.96 | 2.05 | 0 | 10.30 | 0 | 0 | 0 |
| 14 Feb | 205.16 | 2.05 | 0 | 9.17 | 0 | 0 | 0 |
| 7 Feb | 216.32 | 2.05 | 0 | 12.32 | 0 | 0 | 0 |
| 4 Feb | 212.89 | 2.05 | 0 | 10.86 | 0 | 0 | 0 |
| 3 Feb | 207.99 | 2.05 | 0 | 9.47 | 0 | 0 | 0 |
| 1 Feb | 210.84 | 2.05 | 0 | 10.34 | 0 | 0 | 0 |
For Bank Of Baroda - strike price 187.5 expiring on 27MAR2025
Delta for 187.5 PE is -0.09
Historical price for 187.5 PE is as follows
On 13 Mar BANKBARODA was trading at 205.52. The strike last trading price was 0.6, which was -0.35 lower than the previous day. The implied volatity was 36.25, the open interest changed by -40 which decreased total open position to 130
On 12 Mar BANKBARODA was trading at 202.40. The strike last trading price was 0.9, which was -0.2 lower than the previous day. The implied volatity was 35.46, the open interest changed by 4 which increased total open position to 172
On 11 Mar BANKBARODA was trading at 202.56. The strike last trading price was 1.05, which was 0.05 higher than the previous day. The implied volatity was 36.32, the open interest changed by -35 which decreased total open position to 167
On 10 Mar BANKBARODA was trading at 204.03. The strike last trading price was 0.95, which was 0.05 higher than the previous day. The implied volatity was 36.03, the open interest changed by 13 which increased total open position to 206
On 7 Mar BANKBARODA was trading at 205.90. The strike last trading price was 0.9, which was 0 lower than the previous day. The implied volatity was 34.92, the open interest changed by 12 which increased total open position to 193
On 6 Mar BANKBARODA was trading at 207.16. The strike last trading price was 0.9, which was -0.25 lower than the previous day. The implied volatity was 35.76, the open interest changed by -48 which decreased total open position to 181
On 5 Mar BANKBARODA was trading at 205.22. The strike last trading price was 1.05, which was -1.85 lower than the previous day. The implied volatity was 34.08, the open interest changed by 97 which increased total open position to 232
On 4 Mar BANKBARODA was trading at 195.92. The strike last trading price was 2.9, which was 0.15 higher than the previous day. The implied volatity was 34.25, the open interest changed by 29 which increased total open position to 135
On 3 Mar BANKBARODA was trading at 195.91. The strike last trading price was 2.8, which was -0.1 lower than the previous day. The implied volatity was 33.11, the open interest changed by 24 which increased total open position to 106
On 28 Feb BANKBARODA was trading at 197.07. The strike last trading price was 2.85, which was 1 higher than the previous day. The implied volatity was 34.21, the open interest changed by 26 which increased total open position to 84
On 27 Feb BANKBARODA was trading at 203.18. The strike last trading price was 2, which was -0.05 lower than the previous day. The implied volatity was 34.98, the open interest changed by 58 which increased total open position to 58
On 26 Feb BANKBARODA was trading at 204.39. The strike last trading price was 2.05, which was 0 lower than the previous day. The implied volatity was 9.94, 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 2.05, which was 0 lower than the previous day. The implied volatity was 9.94, 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 2.05, which was 0 lower than the previous day. The implied volatity was 11.80, 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 2.05, 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 20 Feb BANKBARODA was trading at 213.57. The strike last trading price was 2.05, which was 0 lower than the previous day. The implied volatity was 12.71, 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 2.05, which was 0 lower than the previous day. The implied volatity was 10.97, 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 2.05, which was 0 lower than the previous day. The implied volatity was 9.66, 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 2.05, which was 0 lower than the previous day. The implied volatity was 10.30, 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 2.05, which was 0 lower than the previous day. The implied volatity was 9.17, 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 2.05, which was 0 lower than the previous day. The implied volatity was 12.32, 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 2.05, which was 0 lower than the previous day. The implied volatity was 10.86, 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 2.05, which was 0 lower than the previous day. The implied volatity was 9.47, 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 2.05, which was 0 lower than the previous day. The implied volatity was 10.34, the open interest changed by 0 which decreased total open position to 0
