BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
13 Mar 2025 04:13 PM IST
| BANKBARODA 27MAR2025 195 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.86
Vega: 0.09
Theta: -0.13
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 205.52 | 11.75 | 1.55 | 26.82 | 196 | -21 | 233 | |||
| 12 Mar | 202.40 | 9.9 | -0.65 | 28.43 | 275 | -32 | 254 | |||
| 11 Mar | 202.56 | 10.7 | -0.4 | 32.45 | 162 | 34 | 287 | |||
| 10 Mar | 204.03 | 11.2 | -2.05 | 27.11 | 129 | -27 | 254 | |||
| 7 Mar | 205.90 | 13.05 | -1.5 | 28.00 | 60 | 1 | 281 | |||
| 6 Mar | 207.16 | 14.45 | 1.45 | 28.94 | 106 | 11 | 280 | |||
| 5 Mar | 205.22 | 13.05 | 6.15 | 29.92 | 741 | -189 | 268 | |||
| 4 Mar | 195.92 | 6.75 | -0.6 | 29.42 | 2,148 | 195 | 464 | |||
| 3 Mar | 195.91 | 7.25 | -1 | 31.02 | 1,092 | 159 | 269 | |||
| 28 Feb | 197.07 | 8.35 | -3.85 | 29.45 | 290 | 93 | 110 | |||
| 27 Feb | 203.18 | 12 | -45.6 | 30.35 | 26 | 17 | 17 | |||
| 26 Feb | 204.39 | 57.6 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 204.77 | 57.6 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 208.63 | 57.6 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 210.27 | 57.6 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 213.57 | 57.6 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 208.89 | 57.6 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 206.09 | 57.6 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 206.96 | 57.6 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 205.16 | 57.6 | 0 | - | 0 | 0 | 0 | |||
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| 13 Feb | 210.80 | 57.6 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 212.54 | 57.6 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 216.32 | 57.6 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 212.89 | 57.6 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 207.99 | 57.6 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 210.84 | 57.6 | 0 | - | 0 | 0 | 0 | |||
| 31 Jan | 213.39 | 57.6 | 0 | - | 0 | 0 | 0 | |||
| 27 Jan | 219.62 | 0 | 0 | - | 0 | 0 | 0 | |||
| 13 Jan | 217.69 | 0 | - | 0 | 0 | 0 | ||||
For Bank Of Baroda - strike price 195 expiring on 27MAR2025
Delta for 195 CE is 0.86
Historical price for 195 CE is as follows
On 13 Mar BANKBARODA was trading at 205.52. The strike last trading price was 11.75, which was 1.55 higher than the previous day. The implied volatity was 26.82, the open interest changed by -21 which decreased total open position to 233
On 12 Mar BANKBARODA was trading at 202.40. The strike last trading price was 9.9, which was -0.65 lower than the previous day. The implied volatity was 28.43, the open interest changed by -32 which decreased total open position to 254
On 11 Mar BANKBARODA was trading at 202.56. The strike last trading price was 10.7, which was -0.4 lower than the previous day. The implied volatity was 32.45, the open interest changed by 34 which increased total open position to 287
On 10 Mar BANKBARODA was trading at 204.03. The strike last trading price was 11.2, which was -2.05 lower than the previous day. The implied volatity was 27.11, the open interest changed by -27 which decreased total open position to 254
On 7 Mar BANKBARODA was trading at 205.90. The strike last trading price was 13.05, which was -1.5 lower than the previous day. The implied volatity was 28.00, the open interest changed by 1 which increased total open position to 281
On 6 Mar BANKBARODA was trading at 207.16. The strike last trading price was 14.45, which was 1.45 higher than the previous day. The implied volatity was 28.94, the open interest changed by 11 which increased total open position to 280
On 5 Mar BANKBARODA was trading at 205.22. The strike last trading price was 13.05, which was 6.15 higher than the previous day. The implied volatity was 29.92, the open interest changed by -189 which decreased total open position to 268
On 4 Mar BANKBARODA was trading at 195.92. The strike last trading price was 6.75, which was -0.6 lower than the previous day. The implied volatity was 29.42, the open interest changed by 195 which increased total open position to 464
On 3 Mar BANKBARODA was trading at 195.91. The strike last trading price was 7.25, which was -1 lower than the previous day. The implied volatity was 31.02, the open interest changed by 159 which increased total open position to 269
On 28 Feb BANKBARODA was trading at 197.07. The strike last trading price was 8.35, which was -3.85 lower than the previous day. The implied volatity was 29.45, the open interest changed by 93 which increased total open position to 110
On 27 Feb BANKBARODA was trading at 203.18. The strike last trading price was 12, which was -45.6 lower than the previous day. The implied volatity was 30.35, the open interest changed by 17 which increased total open position to 17
On 26 Feb BANKBARODA was trading at 204.39. The strike last trading price was 57.6, 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 57.6, 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 57.6, 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 57.6, 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 57.6, 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 57.6, 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 57.6, 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 57.6, 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 57.6, 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 57.6, 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 57.6, 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 57.6, 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 57.6, 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 57.6, 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 57.6, 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 57.6, 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 27 Jan BANKBARODA was trading at 219.62. 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
On 13 Jan BANKBARODA was trading at 217.69. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| BANKBARODA 27MAR2025 195 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.18
Vega: 0.11
Theta: -0.11
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 205.52 | 1.3 | -0.7 | 31.85 | 1,271 | -219 | 1,084 |
| 12 Mar | 202.40 | 2.05 | -0.15 | 32.37 | 4,410 | 565 | 1,307 |
| 11 Mar | 202.56 | 2.2 | 0.1 | 32.84 | 611 | 5 | 750 |
| 10 Mar | 204.03 | 2.1 | 0.25 | 33.57 | 752 | -120 | 750 |
| 7 Mar | 205.90 | 1.85 | 0.15 | 32.00 | 311 | 4 | 870 |
| 6 Mar | 207.16 | 1.75 | -0.5 | 32.58 | 935 | 138 | 872 |
| 5 Mar | 205.22 | 2.15 | -3.25 | 31.61 | 1,715 | 162 | 766 |
| 4 Mar | 195.92 | 5.4 | 0.2 | 32.40 | 1,871 | 111 | 606 |
| 3 Mar | 195.91 | 5.25 | 0.05 | 31.21 | 1,669 | 47 | 505 |
| 28 Feb | 197.07 | 5.1 | 1.9 | 32.30 | 952 | 127 | 459 |
| 27 Feb | 203.18 | 3.45 | 0.55 | 32.08 | 544 | 169 | 332 |
| 26 Feb | 204.39 | 2.95 | 0.8 | 31.40 | 148 | 33 | 162 |
| 25 Feb | 204.77 | 2.95 | 0.8 | 31.40 | 148 | 32 | 162 |
| 24 Feb | 208.63 | 2.15 | -0.05 | 32.02 | 65 | 33 | 129 |
| 21 Feb | 210.27 | 2.3 | 0.45 | 33.00 | 42 | 27 | 96 |
| 20 Feb | 213.57 | 1.85 | -1.25 | 33.13 | 43 | 31 | 70 |
| 19 Feb | 208.89 | 3.1 | -0.9 | 34.83 | 16 | 7 | 37 |
| 18 Feb | 206.09 | 4 | 0.75 | 35.10 | 13 | 1 | 30 |
| 17 Feb | 206.96 | 3.25 | 0 | 0.00 | 0 | 0 | 0 |
| 14 Feb | 205.16 | 3.25 | 0 | 0.00 | 0 | 18 | 0 |
| 13 Feb | 210.80 | 3.25 | -0.05 | 35.62 | 33 | 18 | 29 |
| 12 Feb | 212.54 | 3.3 | 0.3 | 37.24 | 12 | 9 | 11 |
| 7 Feb | 216.32 | 2.4 | 0 | 9.74 | 0 | 0 | 0 |
| 4 Feb | 212.89 | 2.4 | 0 | 7.88 | 0 | 0 | 0 |
| 3 Feb | 207.99 | 2.4 | 0 | 6.17 | 0 | 0 | 0 |
| 1 Feb | 210.84 | 2.4 | 0 | 6.99 | 0 | 0 | 0 |
| 31 Jan | 213.39 | 2.4 | 0 | 7.83 | 0 | 0 | 0 |
| 27 Jan | 219.62 | 0 | 0 | 10.13 | 0 | 0 | 0 |
| 13 Jan | 217.69 | 0 | 8.25 | 0 | 0 | 0 | |
For Bank Of Baroda - strike price 195 expiring on 27MAR2025
Delta for 195 PE is -0.18
Historical price for 195 PE is as follows
On 13 Mar BANKBARODA was trading at 205.52. The strike last trading price was 1.3, which was -0.7 lower than the previous day. The implied volatity was 31.85, the open interest changed by -219 which decreased total open position to 1084
On 12 Mar BANKBARODA was trading at 202.40. The strike last trading price was 2.05, which was -0.15 lower than the previous day. The implied volatity was 32.37, the open interest changed by 565 which increased total open position to 1307
On 11 Mar BANKBARODA was trading at 202.56. The strike last trading price was 2.2, which was 0.1 higher than the previous day. The implied volatity was 32.84, the open interest changed by 5 which increased total open position to 750
On 10 Mar BANKBARODA was trading at 204.03. The strike last trading price was 2.1, which was 0.25 higher than the previous day. The implied volatity was 33.57, the open interest changed by -120 which decreased total open position to 750
On 7 Mar BANKBARODA was trading at 205.90. The strike last trading price was 1.85, which was 0.15 higher than the previous day. The implied volatity was 32.00, the open interest changed by 4 which increased total open position to 870
On 6 Mar BANKBARODA was trading at 207.16. The strike last trading price was 1.75, which was -0.5 lower than the previous day. The implied volatity was 32.58, the open interest changed by 138 which increased total open position to 872
On 5 Mar BANKBARODA was trading at 205.22. The strike last trading price was 2.15, which was -3.25 lower than the previous day. The implied volatity was 31.61, the open interest changed by 162 which increased total open position to 766
On 4 Mar BANKBARODA was trading at 195.92. The strike last trading price was 5.4, which was 0.2 higher than the previous day. The implied volatity was 32.40, the open interest changed by 111 which increased total open position to 606
On 3 Mar BANKBARODA was trading at 195.91. The strike last trading price was 5.25, which was 0.05 higher than the previous day. The implied volatity was 31.21, the open interest changed by 47 which increased total open position to 505
On 28 Feb BANKBARODA was trading at 197.07. The strike last trading price was 5.1, which was 1.9 higher than the previous day. The implied volatity was 32.30, the open interest changed by 127 which increased total open position to 459
On 27 Feb BANKBARODA was trading at 203.18. The strike last trading price was 3.45, which was 0.55 higher than the previous day. The implied volatity was 32.08, the open interest changed by 169 which increased total open position to 332
On 26 Feb BANKBARODA was trading at 204.39. The strike last trading price was 2.95, which was 0.8 higher than the previous day. The implied volatity was 31.40, the open interest changed by 33 which increased total open position to 162
On 25 Feb BANKBARODA was trading at 204.77. The strike last trading price was 2.95, which was 0.8 higher than the previous day. The implied volatity was 31.40, the open interest changed by 32 which increased total open position to 162
On 24 Feb BANKBARODA was trading at 208.63. The strike last trading price was 2.15, which was -0.05 lower than the previous day. The implied volatity was 32.02, the open interest changed by 33 which increased total open position to 129
On 21 Feb BANKBARODA was trading at 210.27. The strike last trading price was 2.3, which was 0.45 higher than the previous day. The implied volatity was 33.00, the open interest changed by 27 which increased total open position to 96
On 20 Feb BANKBARODA was trading at 213.57. The strike last trading price was 1.85, which was -1.25 lower than the previous day. The implied volatity was 33.13, the open interest changed by 31 which increased total open position to 70
On 19 Feb BANKBARODA was trading at 208.89. The strike last trading price was 3.1, which was -0.9 lower than the previous day. The implied volatity was 34.83, the open interest changed by 7 which increased total open position to 37
On 18 Feb BANKBARODA was trading at 206.09. The strike last trading price was 4, which was 0.75 higher than the previous day. The implied volatity was 35.10, the open interest changed by 1 which increased total open position to 30
On 17 Feb BANKBARODA was trading at 206.96. The strike last trading price was 3.25, 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 3.25, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 18 which increased total open position to 0
On 13 Feb BANKBARODA was trading at 210.80. The strike last trading price was 3.25, which was -0.05 lower than the previous day. The implied volatity was 35.62, the open interest changed by 18 which increased total open position to 29
On 12 Feb BANKBARODA was trading at 212.54. The strike last trading price was 3.3, which was 0.3 higher than the previous day. The implied volatity was 37.24, the open interest changed by 9 which increased total open position to 11
On 7 Feb BANKBARODA was trading at 216.32. The strike last trading price was 2.4, which was 0 lower than the previous day. The implied volatity was 9.74, 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 2.4, which was 0 lower than the previous day. The implied volatity was 7.88, 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 2.4, which was 0 lower than the previous day. The implied volatity was 6.17, 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 2.4, which was 0 lower than the previous day. The implied volatity was 6.99, 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 2.4, which was 0 lower than the previous day. The implied volatity was 7.83, the open interest changed by 0 which decreased total open position to 0
On 27 Jan BANKBARODA was trading at 219.62. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was 10.13, the open interest changed by 0 which decreased total open position to 0
On 13 Jan BANKBARODA was trading at 217.69. The strike last trading price was 0, which was lower than the previous day. The implied volatity was 8.25, the open interest changed by 0 which decreased total open position to 0
