BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
13 Mar 2025 04:13 PM IST
| BANKBARODA 27MAR2025 197.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.78
Vega: 0.12
Theta: -0.16
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 205.52 | 9.9 | 1.6 | 28.36 | 158 | -1 | 194 | |||
| 12 Mar | 202.40 | 8.1 | -0.55 | 28.42 | 256 | 25 | 196 | |||
| 11 Mar | 202.56 | 8.8 | -0.5 | 31.30 | 113 | 0 | 171 | |||
| 10 Mar | 204.03 | 9.2 | -1.95 | 26.37 | 246 | -6 | 170 | |||
| 7 Mar | 205.90 | 10.85 | -1.65 | 26.15 | 107 | -26 | 176 | |||
| 6 Mar | 207.16 | 12.5 | 1.45 | 29.10 | 141 | -43 | 204 | |||
| 5 Mar | 205.22 | 11.05 | 5.5 | 29.37 | 673 | -58 | 249 | |||
| 4 Mar | 195.92 | 5.45 | -0.55 | 29.18 | 1,252 | 61 | 309 | |||
| 3 Mar | 195.91 | 5.95 | -0.9 | 30.78 | 860 | 161 | 248 | |||
| 28 Feb | 197.07 | 6.9 | -3.65 | 29.05 | 242 | 57 | 88 | |||
| 27 Feb | 203.18 | 10.55 | -20.45 | 31.29 | 38 | 31 | 31 | |||
| 26 Feb | 204.39 | 31 | 0 | - | 0 | 0 | 0 | |||
| 25 Feb | 204.77 | 31 | 0 | - | 0 | 0 | 0 | |||
| 24 Feb | 208.63 | 31 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 210.27 | 31 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 213.57 | 31 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 208.89 | 31 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 206.09 | 31 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 206.96 | 31 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 205.16 | 31 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 210.80 | 31 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 212.54 | 31 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 216.32 | 31 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 212.89 | 31 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 207.99 | 31 | 0 | - | 0 | 0 | 0 | |||
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| 1 Feb | 210.84 | 31 | 0 | - | 0 | 0 | 0 | |||
For Bank Of Baroda - strike price 197.5 expiring on 27MAR2025
Delta for 197.5 CE is 0.78
Historical price for 197.5 CE is as follows
On 13 Mar BANKBARODA was trading at 205.52. The strike last trading price was 9.9, which was 1.6 higher than the previous day. The implied volatity was 28.36, the open interest changed by -1 which decreased total open position to 194
On 12 Mar BANKBARODA was trading at 202.40. The strike last trading price was 8.1, which was -0.55 lower than the previous day. The implied volatity was 28.42, the open interest changed by 25 which increased total open position to 196
On 11 Mar BANKBARODA was trading at 202.56. The strike last trading price was 8.8, which was -0.5 lower than the previous day. The implied volatity was 31.30, the open interest changed by 0 which decreased total open position to 171
On 10 Mar BANKBARODA was trading at 204.03. The strike last trading price was 9.2, which was -1.95 lower than the previous day. The implied volatity was 26.37, the open interest changed by -6 which decreased total open position to 170
On 7 Mar BANKBARODA was trading at 205.90. The strike last trading price was 10.85, which was -1.65 lower than the previous day. The implied volatity was 26.15, the open interest changed by -26 which decreased total open position to 176
On 6 Mar BANKBARODA was trading at 207.16. The strike last trading price was 12.5, which was 1.45 higher than the previous day. The implied volatity was 29.10, the open interest changed by -43 which decreased total open position to 204
On 5 Mar BANKBARODA was trading at 205.22. The strike last trading price was 11.05, which was 5.5 higher than the previous day. The implied volatity was 29.37, the open interest changed by -58 which decreased total open position to 249
On 4 Mar BANKBARODA was trading at 195.92. The strike last trading price was 5.45, which was -0.55 lower than the previous day. The implied volatity was 29.18, the open interest changed by 61 which increased total open position to 309
On 3 Mar BANKBARODA was trading at 195.91. The strike last trading price was 5.95, which was -0.9 lower than the previous day. The implied volatity was 30.78, the open interest changed by 161 which increased total open position to 248
On 28 Feb BANKBARODA was trading at 197.07. The strike last trading price was 6.9, which was -3.65 lower than the previous day. The implied volatity was 29.05, the open interest changed by 57 which increased total open position to 88
On 27 Feb BANKBARODA was trading at 203.18. The strike last trading price was 10.55, which was -20.45 lower than the previous day. The implied volatity was 31.29, the open interest changed by 31 which increased total open position to 31
On 26 Feb BANKBARODA was trading at 204.39. The strike last trading price was 31, 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 31, 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 31, 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 31, 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 31, 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 31, 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 31, 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 31, 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 31, 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 31, 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 31, 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 31, 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 31, 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 31, 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 31, 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 197.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.23
Vega: 0.12
Theta: -0.12
Gamma: 0.02
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 205.52 | 1.75 | -0.9 | 30.90 | 609 | -34 | 308 |
| 12 Mar | 202.40 | 2.65 | -0.2 | 31.28 | 544 | -17 | 340 |
| 11 Mar | 202.56 | 2.75 | 0.05 | 31.38 | 420 | -32 | 355 |
| 10 Mar | 204.03 | 2.75 | 0.45 | 33.15 | 494 | 18 | 392 |
| 7 Mar | 205.90 | 2.4 | 0.2 | 31.47 | 222 | -2 | 374 |
| 6 Mar | 207.16 | 2.15 | -0.65 | 31.36 | 749 | 70 | 378 |
| 5 Mar | 205.22 | 2.7 | -3.95 | 30.80 | 718 | 134 | 315 |
| 4 Mar | 195.92 | 6.55 | 0.3 | 31.94 | 665 | -10 | 181 |
| 3 Mar | 195.91 | 6.45 | 0.15 | 31.06 | 476 | 38 | 190 |
| 28 Feb | 197.07 | 6.2 | 2.2 | 32.13 | 628 | 98 | 151 |
| 27 Feb | 203.18 | 4.15 | 0.55 | 31.28 | 36 | 8 | 53 |
| 26 Feb | 204.39 | 3.6 | 0.85 | 30.83 | 45 | 15 | 44 |
| 25 Feb | 204.77 | 3.6 | 0.85 | 30.83 | 45 | 14 | 44 |
| 24 Feb | 208.63 | 2.7 | -1.2 | 31.80 | 47 | 29 | 29 |
| 21 Feb | 210.27 | 3.9 | 0 | 7.35 | 0 | 0 | 0 |
| 20 Feb | 213.57 | 3.9 | 0 | 8.62 | 0 | 0 | 0 |
| 19 Feb | 208.89 | 3.9 | 0 | 6.57 | 0 | 0 | 0 |
| 18 Feb | 206.09 | 3.9 | 0 | 5.07 | 0 | 0 | 0 |
| 17 Feb | 206.96 | 3.9 | 0 | 5.42 | 0 | 0 | 0 |
| 14 Feb | 205.16 | 3.9 | 0 | 4.35 | 0 | 0 | 0 |
| 13 Feb | 210.80 | 3.9 | 0 | 6.58 | 0 | 0 | 0 |
| 12 Feb | 212.54 | 3.9 | 0 | 7.25 | 0 | 0 | 0 |
| 7 Feb | 216.32 | 3.9 | 0 | 8.17 | 0 | 0 | 0 |
| 4 Feb | 212.89 | 3.9 | 0 | 6.95 | 0 | 0 | 0 |
| 3 Feb | 207.99 | 3.9 | 0 | 5.13 | 0 | 0 | 0 |
| 1 Feb | 210.84 | 3.9 | 0 | 6.20 | 0 | 0 | 0 |
For Bank Of Baroda - strike price 197.5 expiring on 27MAR2025
Delta for 197.5 PE is -0.23
Historical price for 197.5 PE is as follows
On 13 Mar BANKBARODA was trading at 205.52. The strike last trading price was 1.75, which was -0.9 lower than the previous day. The implied volatity was 30.90, the open interest changed by -34 which decreased total open position to 308
On 12 Mar BANKBARODA was trading at 202.40. The strike last trading price was 2.65, which was -0.2 lower than the previous day. The implied volatity was 31.28, the open interest changed by -17 which decreased total open position to 340
On 11 Mar BANKBARODA was trading at 202.56. The strike last trading price was 2.75, which was 0.05 higher than the previous day. The implied volatity was 31.38, the open interest changed by -32 which decreased total open position to 355
On 10 Mar BANKBARODA was trading at 204.03. The strike last trading price was 2.75, which was 0.45 higher than the previous day. The implied volatity was 33.15, the open interest changed by 18 which increased total open position to 392
On 7 Mar BANKBARODA was trading at 205.90. The strike last trading price was 2.4, which was 0.2 higher than the previous day. The implied volatity was 31.47, the open interest changed by -2 which decreased total open position to 374
On 6 Mar BANKBARODA was trading at 207.16. The strike last trading price was 2.15, which was -0.65 lower than the previous day. The implied volatity was 31.36, the open interest changed by 70 which increased total open position to 378
On 5 Mar BANKBARODA was trading at 205.22. The strike last trading price was 2.7, which was -3.95 lower than the previous day. The implied volatity was 30.80, the open interest changed by 134 which increased total open position to 315
On 4 Mar BANKBARODA was trading at 195.92. The strike last trading price was 6.55, which was 0.3 higher than the previous day. The implied volatity was 31.94, the open interest changed by -10 which decreased total open position to 181
On 3 Mar BANKBARODA was trading at 195.91. The strike last trading price was 6.45, which was 0.15 higher than the previous day. The implied volatity was 31.06, the open interest changed by 38 which increased total open position to 190
On 28 Feb BANKBARODA was trading at 197.07. The strike last trading price was 6.2, which was 2.2 higher than the previous day. The implied volatity was 32.13, the open interest changed by 98 which increased total open position to 151
On 27 Feb BANKBARODA was trading at 203.18. The strike last trading price was 4.15, which was 0.55 higher than the previous day. The implied volatity was 31.28, the open interest changed by 8 which increased total open position to 53
On 26 Feb BANKBARODA was trading at 204.39. The strike last trading price was 3.6, which was 0.85 higher than the previous day. The implied volatity was 30.83, the open interest changed by 15 which increased total open position to 44
On 25 Feb BANKBARODA was trading at 204.77. The strike last trading price was 3.6, which was 0.85 higher than the previous day. The implied volatity was 30.83, the open interest changed by 14 which increased total open position to 44
On 24 Feb BANKBARODA was trading at 208.63. The strike last trading price was 2.7, which was -1.2 lower than the previous day. The implied volatity was 31.80, the open interest changed by 29 which increased total open position to 29
On 21 Feb BANKBARODA was trading at 210.27. The strike last trading price was 3.9, which was 0 lower than the previous day. The implied volatity was 7.35, 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 3.9, which was 0 lower than the previous day. The implied volatity was 8.62, 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 3.9, which was 0 lower than the previous day. The implied volatity was 6.57, 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 3.9, which was 0 lower than the previous day. The implied volatity was 5.07, 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 3.9, which was 0 lower than the previous day. The implied volatity was 5.42, 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 3.9, which was 0 lower than the previous day. The implied volatity was 4.35, 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 3.9, which was 0 lower than the previous day. The implied volatity was 6.58, 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 3.9, which was 0 lower than the previous day. The implied volatity was 7.25, 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 3.9, which was 0 lower than the previous day. The implied volatity was 8.17, 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 3.9, 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 3 Feb BANKBARODA was trading at 207.99. The strike last trading price was 3.9, which was 0 lower than the previous day. The implied volatity was 5.13, 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 3.9, which was 0 lower than the previous day. The implied volatity was 6.20, the open interest changed by 0 which decreased total open position to 0
