BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
13 Mar 2025 04:13 PM IST
| BANKBARODA 27MAR2025 192.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.88
Vega: 0.08
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 205.52 | 14.2 | 1.9 | 30.54 | 94 | -5 | 44 | |||
| 12 Mar | 202.40 | 12.05 | -0.6 | 30.16 | 96 | -1 | 50 | |||
| 11 Mar | 202.56 | 12.65 | -1.55 | 33.02 | 78 | -8 | 50 | |||
| 10 Mar | 204.03 | 14.2 | -0.8 | 35.72 | 22 | -9 | 59 | |||
| 7 Mar | 205.90 | 15 | -1.65 | 26.82 | 12 | 0 | 68 | |||
| 6 Mar | 207.16 | 16.6 | 1.55 | 29.51 | 24 | 0 | 68 | |||
| 5 Mar | 205.22 | 15.05 | 6.7 | 30.84 | 143 | -28 | 66 | |||
| 4 Mar | 195.92 | 8.3 | -0.55 | 30.11 | 296 | 12 | 93 | |||
| 3 Mar | 195.91 | 8.65 | -1.15 | 30.96 | 148 | 60 | 82 | |||
| 28 Feb | 197.07 | 9.85 | -25.05 | 29.35 | 114 | 22 | 22 | |||
| 27 Feb | 203.18 | 34.9 | 0 | - | 0 | 0 | 0 | |||
| 26 Feb | 204.39 | 34.9 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 204.77 | 34.9 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 208.63 | 34.9 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 210.27 | 34.9 | 0 | - | 0 | 0 | 0 | |||
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| 20 Feb | 213.57 | 34.9 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 208.89 | 34.9 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 206.09 | 34.9 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 206.96 | 34.9 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 205.16 | 34.9 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 210.80 | 34.9 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 212.54 | 34.9 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 216.32 | 34.9 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 212.89 | 34.9 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 207.99 | 34.9 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 210.84 | 34.9 | 0 | - | 0 | 0 | 0 | |||
For Bank Of Baroda - strike price 192.5 expiring on 27MAR2025
Delta for 192.5 CE is 0.88
Historical price for 192.5 CE is as follows
On 13 Mar BANKBARODA was trading at 205.52. The strike last trading price was 14.2, which was 1.9 higher than the previous day. The implied volatity was 30.54, the open interest changed by -5 which decreased total open position to 44
On 12 Mar BANKBARODA was trading at 202.40. The strike last trading price was 12.05, which was -0.6 lower than the previous day. The implied volatity was 30.16, the open interest changed by -1 which decreased total open position to 50
On 11 Mar BANKBARODA was trading at 202.56. The strike last trading price was 12.65, which was -1.55 lower than the previous day. The implied volatity was 33.02, the open interest changed by -8 which decreased total open position to 50
On 10 Mar BANKBARODA was trading at 204.03. The strike last trading price was 14.2, which was -0.8 lower than the previous day. The implied volatity was 35.72, the open interest changed by -9 which decreased total open position to 59
On 7 Mar BANKBARODA was trading at 205.90. The strike last trading price was 15, which was -1.65 lower than the previous day. The implied volatity was 26.82, the open interest changed by 0 which decreased total open position to 68
On 6 Mar BANKBARODA was trading at 207.16. The strike last trading price was 16.6, which was 1.55 higher than the previous day. The implied volatity was 29.51, the open interest changed by 0 which decreased total open position to 68
On 5 Mar BANKBARODA was trading at 205.22. The strike last trading price was 15.05, which was 6.7 higher than the previous day. The implied volatity was 30.84, the open interest changed by -28 which decreased total open position to 66
On 4 Mar BANKBARODA was trading at 195.92. The strike last trading price was 8.3, which was -0.55 lower than the previous day. The implied volatity was 30.11, the open interest changed by 12 which increased total open position to 93
On 3 Mar BANKBARODA was trading at 195.91. The strike last trading price was 8.65, which was -1.15 lower than the previous day. The implied volatity was 30.96, the open interest changed by 60 which increased total open position to 82
On 28 Feb BANKBARODA was trading at 197.07. The strike last trading price was 9.85, which was -25.05 lower than the previous day. The implied volatity was 29.35, the open interest changed by 22 which increased total open position to 22
On 27 Feb BANKBARODA was trading at 203.18. The strike last trading price was 34.9, 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 34.9, 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 34.9, 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 34.9, 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 34.9, 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 34.9, 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 34.9, 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 34.9, 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 34.9, 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 34.9, 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 13 Feb BANKBARODA was trading at 210.80. The strike last trading price was 34.9, 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 12 Feb BANKBARODA was trading at 212.54. The strike last trading price was 34.9, 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 34.9, 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 34.9, 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 34.9, 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 34.9, 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 192.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.14
Vega: 0.09
Theta: -0.10
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 205.52 | 0.95 | -0.65 | 32.73 | 463 | -43 | 194 |
| 12 Mar | 202.40 | 1.6 | -0.1 | 33.67 | 259 | 21 | 243 |
| 11 Mar | 202.56 | 1.65 | 0 | 33.37 | 223 | 7 | 222 |
| 10 Mar | 204.03 | 1.65 | 0.15 | 34.60 | 289 | 44 | 226 |
| 7 Mar | 205.90 | 1.45 | 0.1 | 32.88 | 198 | -21 | 182 |
| 6 Mar | 207.16 | 1.35 | -0.45 | 33.18 | 314 | -20 | 203 |
| 5 Mar | 205.22 | 1.8 | -2.6 | 33.15 | 782 | 64 | 224 |
| 4 Mar | 195.92 | 4.3 | 0.1 | 32.31 | 816 | 3 | 171 |
| 3 Mar | 195.91 | 4.25 | -0.15 | 31.60 | 600 | 52 | 169 |
| 28 Feb | 197.07 | 4.25 | 1.45 | 33.03 | 188 | 11 | 117 |
| 27 Feb | 203.18 | 3 | 0.7 | 33.70 | 82 | 44 | 106 |
| 26 Feb | 204.39 | 2.3 | 0.55 | 31.38 | 37 | 5 | 61 |
| 25 Feb | 204.77 | 2.3 | 0.55 | 31.38 | 37 | 4 | 61 |
| 24 Feb | 208.63 | 1.75 | -0.15 | 32.64 | 37 | 28 | 56 |
| 21 Feb | 210.27 | 1.9 | 0.3 | 33.60 | 16 | 7 | 27 |
| 20 Feb | 213.57 | 1.6 | -1 | 34.26 | 9 | 7 | 20 |
| 19 Feb | 208.89 | 2.6 | -0.8 | 35.34 | 16 | 8 | 13 |
| 18 Feb | 206.09 | 3.4 | 0.55 | 35.55 | 4 | 1 | 4 |
| 17 Feb | 206.96 | 2.85 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Feb | 205.16 | 2.85 | 0 | 0.00 | 0 | 3 | 0 |
| 13 Feb | 210.80 | 2.85 | 0 | 36.53 | 3 | 2 | 2 |
| 12 Feb | 212.54 | 2.85 | 0 | 9.76 | 0 | 0 | 0 |
| 7 Feb | 216.32 | 2.85 | 0 | 10.37 | 0 | 0 | 0 |
| 4 Feb | 212.89 | 2.85 | 0 | 9.42 | 0 | 0 | 0 |
| 3 Feb | 207.99 | 2.85 | 0 | 6.95 | 0 | 0 | 0 |
| 1 Feb | 210.84 | 2.85 | 0 | 7.78 | 0 | 0 | 0 |
For Bank Of Baroda - strike price 192.5 expiring on 27MAR2025
Delta for 192.5 PE is -0.14
Historical price for 192.5 PE is as follows
On 13 Mar BANKBARODA was trading at 205.52. The strike last trading price was 0.95, which was -0.65 lower than the previous day. The implied volatity was 32.73, the open interest changed by -43 which decreased total open position to 194
On 12 Mar BANKBARODA was trading at 202.40. The strike last trading price was 1.6, which was -0.1 lower than the previous day. The implied volatity was 33.67, the open interest changed by 21 which increased total open position to 243
On 11 Mar BANKBARODA was trading at 202.56. The strike last trading price was 1.65, which was 0 lower than the previous day. The implied volatity was 33.37, the open interest changed by 7 which increased total open position to 222
On 10 Mar BANKBARODA was trading at 204.03. The strike last trading price was 1.65, which was 0.15 higher than the previous day. The implied volatity was 34.60, the open interest changed by 44 which increased total open position to 226
On 7 Mar BANKBARODA was trading at 205.90. The strike last trading price was 1.45, which was 0.1 higher than the previous day. The implied volatity was 32.88, the open interest changed by -21 which decreased total open position to 182
On 6 Mar BANKBARODA was trading at 207.16. The strike last trading price was 1.35, which was -0.45 lower than the previous day. The implied volatity was 33.18, the open interest changed by -20 which decreased total open position to 203
On 5 Mar BANKBARODA was trading at 205.22. The strike last trading price was 1.8, which was -2.6 lower than the previous day. The implied volatity was 33.15, the open interest changed by 64 which increased total open position to 224
On 4 Mar BANKBARODA was trading at 195.92. The strike last trading price was 4.3, which was 0.1 higher than the previous day. The implied volatity was 32.31, the open interest changed by 3 which increased total open position to 171
On 3 Mar BANKBARODA was trading at 195.91. The strike last trading price was 4.25, which was -0.15 lower than the previous day. The implied volatity was 31.60, the open interest changed by 52 which increased total open position to 169
On 28 Feb BANKBARODA was trading at 197.07. The strike last trading price was 4.25, which was 1.45 higher than the previous day. The implied volatity was 33.03, the open interest changed by 11 which increased total open position to 117
On 27 Feb BANKBARODA was trading at 203.18. The strike last trading price was 3, which was 0.7 higher than the previous day. The implied volatity was 33.70, the open interest changed by 44 which increased total open position to 106
On 26 Feb BANKBARODA was trading at 204.39. The strike last trading price was 2.3, which was 0.55 higher than the previous day. The implied volatity was 31.38, the open interest changed by 5 which increased total open position to 61
On 25 Feb BANKBARODA was trading at 204.77. The strike last trading price was 2.3, which was 0.55 higher than the previous day. The implied volatity was 31.38, the open interest changed by 4 which increased total open position to 61
On 24 Feb BANKBARODA was trading at 208.63. The strike last trading price was 1.75, which was -0.15 lower than the previous day. The implied volatity was 32.64, the open interest changed by 28 which increased total open position to 56
On 21 Feb BANKBARODA was trading at 210.27. The strike last trading price was 1.9, which was 0.3 higher than the previous day. The implied volatity was 33.60, the open interest changed by 7 which increased total open position to 27
On 20 Feb BANKBARODA was trading at 213.57. The strike last trading price was 1.6, which was -1 lower than the previous day. The implied volatity was 34.26, the open interest changed by 7 which increased total open position to 20
On 19 Feb BANKBARODA was trading at 208.89. The strike last trading price was 2.6, which was -0.8 lower than the previous day. The implied volatity was 35.34, the open interest changed by 8 which increased total open position to 13
On 18 Feb BANKBARODA was trading at 206.09. The strike last trading price was 3.4, which was 0.55 higher than the previous day. The implied volatity was 35.55, the open interest changed by 1 which increased total open position to 4
On 17 Feb BANKBARODA was trading at 206.96. The strike last trading price was 2.85, 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 14 Feb BANKBARODA was trading at 205.16. The strike last trading price was 2.85, 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 13 Feb BANKBARODA was trading at 210.80. The strike last trading price was 2.85, which was 0 lower than the previous day. The implied volatity was 36.53, the open interest changed by 2 which increased total open position to 2
On 12 Feb BANKBARODA was trading at 212.54. The strike last trading price was 2.85, which was 0 lower than the previous day. The implied volatity was 9.76, 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 2.85, which was 0 lower than the previous day. The implied volatity was 10.37, 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 2.85, which was 0 lower than the previous day. The implied volatity was 9.42, 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 2.85, which was 0 lower than the previous day. The implied volatity was 6.95, 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 2.85, which was 0 lower than the previous day. The implied volatity was 7.78, the open interest changed by 0 which decreased total open position to 0
