BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
13 Mar 2025 04:13 PM IST
| BANKBARODA 27MAR2025 202.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.64
Vega: 0.15
Theta: -0.17
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 205.52 | 6.05 | 1 | 25.66 | 719 | -26 | 290 | |||
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| 12 Mar | 202.40 | 5 | -0.5 | 27.82 | 717 | 17 | 316 | |||
| 11 Mar | 202.56 | 5.45 | -0.6 | 28.95 | 437 | 35 | 307 | |||
| 10 Mar | 204.03 | 5.95 | -1.7 | 26.44 | 782 | 52 | 273 | |||
| 7 Mar | 205.90 | 7.7 | -1.15 | 27.87 | 128 | 0 | 221 | |||
| 6 Mar | 207.16 | 8.8 | 1.1 | 28.04 | 283 | 11 | 223 | |||
| 5 Mar | 205.22 | 7.7 | 4.2 | 28.72 | 875 | -54 | 212 | |||
| 4 Mar | 195.92 | 3.35 | -0.45 | 28.65 | 823 | 36 | 273 | |||
| 3 Mar | 195.91 | 3.8 | -0.65 | 30.20 | 527 | 94 | 239 | |||
| 28 Feb | 197.07 | 4.5 | -2.95 | 28.40 | 325 | 114 | 145 | |||
| 27 Feb | 203.18 | 7.05 | -1.9 | 28.30 | 51 | 18 | 31 | |||
| 26 Feb | 204.39 | 8.75 | -18.55 | 29.48 | 15 | 13 | 12 | |||
| 25 Feb | 204.77 | 8.75 | -18.55 | 29.48 | 15 | 12 | 12 | |||
| 24 Feb | 208.63 | 27.3 | 0 | - | 0 | 0 | 0 | |||
| 21 Feb | 210.27 | 27.3 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 213.57 | 27.3 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 208.89 | 27.3 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 206.09 | 27.3 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 206.96 | 27.3 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 205.16 | 27.3 | 0 | - | 0 | 0 | 0 | |||
| 13 Feb | 210.80 | 27.3 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 212.54 | 27.3 | 0 | - | 0 | 0 | 0 | |||
| 11 Feb | 210.78 | 27.3 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 215.23 | 27.3 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 216.32 | 27.3 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 219.71 | 27.3 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 220.02 | 27.3 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 212.89 | 27.3 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 207.99 | 27.3 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 210.84 | 27.3 | 0 | - | 0 | 0 | 0 | |||
For Bank Of Baroda - strike price 202.5 expiring on 27MAR2025
Delta for 202.5 CE is 0.64
Historical price for 202.5 CE is as follows
On 13 Mar BANKBARODA was trading at 205.52. The strike last trading price was 6.05, which was 1 higher than the previous day. The implied volatity was 25.66, the open interest changed by -26 which decreased total open position to 290
On 12 Mar BANKBARODA was trading at 202.40. The strike last trading price was 5, which was -0.5 lower than the previous day. The implied volatity was 27.82, the open interest changed by 17 which increased total open position to 316
On 11 Mar BANKBARODA was trading at 202.56. The strike last trading price was 5.45, which was -0.6 lower than the previous day. The implied volatity was 28.95, the open interest changed by 35 which increased total open position to 307
On 10 Mar BANKBARODA was trading at 204.03. The strike last trading price was 5.95, which was -1.7 lower than the previous day. The implied volatity was 26.44, the open interest changed by 52 which increased total open position to 273
On 7 Mar BANKBARODA was trading at 205.90. The strike last trading price was 7.7, which was -1.15 lower than the previous day. The implied volatity was 27.87, the open interest changed by 0 which decreased total open position to 221
On 6 Mar BANKBARODA was trading at 207.16. The strike last trading price was 8.8, which was 1.1 higher than the previous day. The implied volatity was 28.04, the open interest changed by 11 which increased total open position to 223
On 5 Mar BANKBARODA was trading at 205.22. The strike last trading price was 7.7, which was 4.2 higher than the previous day. The implied volatity was 28.72, the open interest changed by -54 which decreased total open position to 212
On 4 Mar BANKBARODA was trading at 195.92. The strike last trading price was 3.35, which was -0.45 lower than the previous day. The implied volatity was 28.65, the open interest changed by 36 which increased total open position to 273
On 3 Mar BANKBARODA was trading at 195.91. The strike last trading price was 3.8, which was -0.65 lower than the previous day. The implied volatity was 30.20, the open interest changed by 94 which increased total open position to 239
On 28 Feb BANKBARODA was trading at 197.07. The strike last trading price was 4.5, which was -2.95 lower than the previous day. The implied volatity was 28.40, the open interest changed by 114 which increased total open position to 145
On 27 Feb BANKBARODA was trading at 203.18. The strike last trading price was 7.05, which was -1.9 lower than the previous day. The implied volatity was 28.30, the open interest changed by 18 which increased total open position to 31
On 26 Feb BANKBARODA was trading at 204.39. The strike last trading price was 8.75, which was -18.55 lower than the previous day. The implied volatity was 29.48, the open interest changed by 13 which increased total open position to 12
On 25 Feb BANKBARODA was trading at 204.77. The strike last trading price was 8.75, which was -18.55 lower than the previous day. The implied volatity was 29.48, the open interest changed by 12 which increased total open position to 12
On 24 Feb BANKBARODA was trading at 208.63. The strike last trading price was 27.3, 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 27.3, 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 27.3, 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 27.3, 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 27.3, 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 27.3, 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 27.3, 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 27.3, 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 27.3, 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 11 Feb BANKBARODA was trading at 210.78. The strike last trading price was 27.3, 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 10 Feb BANKBARODA was trading at 215.23. The strike last trading price was 27.3, 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 27.3, 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 6 Feb BANKBARODA was trading at 219.71. The strike last trading price was 27.3, 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 5 Feb BANKBARODA was trading at 220.02. The strike last trading price was 27.3, 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 27.3, 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 27.3, 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 27.3, 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 202.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.37
Vega: 0.15
Theta: -0.14
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 205.52 | 3.1 | -1.2 | 29.14 | 985 | 97 | 475 |
| 12 Mar | 202.40 | 4.4 | -0.2 | 29.54 | 1,056 | 43 | 378 |
| 11 Mar | 202.56 | 4.5 | 0.1 | 29.76 | 1,206 | 42 | 342 |
| 10 Mar | 204.03 | 4.45 | 0.7 | 32.05 | 942 | -31 | 301 |
| 7 Mar | 205.90 | 3.85 | 0.4 | 30.17 | 364 | -33 | 332 |
| 6 Mar | 207.16 | 3.45 | -0.95 | 30.04 | 833 | 53 | 368 |
| 5 Mar | 205.22 | 4.3 | -5.2 | 29.84 | 1,005 | 140 | 319 |
| 4 Mar | 195.92 | 9.65 | 0.6 | 32.80 | 186 | -10 | 179 |
| 3 Mar | 195.91 | 9.2 | 0.25 | 30.13 | 147 | 29 | 190 |
| 28 Feb | 197.07 | 8.75 | 2.95 | 31.45 | 302 | 63 | 161 |
| 27 Feb | 203.18 | 6.25 | 1.1 | 31.18 | 175 | 98 | 98 |
| 26 Feb | 204.39 | 5.15 | 0 | 2.07 | 0 | 0 | 0 |
| 25 Feb | 204.77 | 5.15 | 0 | 2.07 | 0 | 0 | 0 |
| 24 Feb | 208.63 | 5.15 | 0 | 4.45 | 0 | 0 | 0 |
| 21 Feb | 210.27 | 5.15 | 0 | 4.97 | 0 | 0 | 0 |
| 20 Feb | 213.57 | 5.15 | 0 | 5.83 | 0 | 0 | 0 |
| 19 Feb | 208.89 | 5.15 | 0 | 4.16 | 0 | 0 | 0 |
| 18 Feb | 206.09 | 5.15 | 0 | 2.59 | 0 | 0 | 0 |
| 17 Feb | 206.96 | 5.15 | 0 | 3.51 | 0 | 0 | 0 |
| 14 Feb | 205.16 | 5.15 | 0 | 2.36 | 0 | 0 | 0 |
| 13 Feb | 210.80 | 5.15 | 0 | 4.56 | 0 | 0 | 0 |
| 12 Feb | 212.54 | 5.15 | 0 | 5.20 | 0 | 0 | 0 |
| 11 Feb | 210.78 | 5.15 | 0 | 4.50 | 0 | 0 | 0 |
| 10 Feb | 215.23 | 5.15 | 0 | 6.15 | 0 | 0 | 0 |
| 7 Feb | 216.32 | 5.15 | 0 | 6.36 | 0 | 0 | 0 |
| 6 Feb | 219.71 | 5.15 | 0 | 7.62 | 0 | 0 | 0 |
| 5 Feb | 220.02 | 5.15 | 0 | 7.47 | 0 | 0 | 0 |
| 4 Feb | 212.89 | 5.15 | 0 | 5.10 | 0 | 0 | 0 |
| 3 Feb | 207.99 | 5.15 | 0 | 3.14 | 0 | 0 | 0 |
| 1 Feb | 210.84 | 5.15 | 0 | 4.33 | 0 | 0 | 0 |
For Bank Of Baroda - strike price 202.5 expiring on 27MAR2025
Delta for 202.5 PE is -0.37
Historical price for 202.5 PE is as follows
On 13 Mar BANKBARODA was trading at 205.52. The strike last trading price was 3.1, which was -1.2 lower than the previous day. The implied volatity was 29.14, the open interest changed by 97 which increased total open position to 475
On 12 Mar BANKBARODA was trading at 202.40. The strike last trading price was 4.4, which was -0.2 lower than the previous day. The implied volatity was 29.54, the open interest changed by 43 which increased total open position to 378
On 11 Mar BANKBARODA was trading at 202.56. The strike last trading price was 4.5, which was 0.1 higher than the previous day. The implied volatity was 29.76, the open interest changed by 42 which increased total open position to 342
On 10 Mar BANKBARODA was trading at 204.03. The strike last trading price was 4.45, which was 0.7 higher than the previous day. The implied volatity was 32.05, the open interest changed by -31 which decreased total open position to 301
On 7 Mar BANKBARODA was trading at 205.90. The strike last trading price was 3.85, which was 0.4 higher than the previous day. The implied volatity was 30.17, the open interest changed by -33 which decreased total open position to 332
On 6 Mar BANKBARODA was trading at 207.16. The strike last trading price was 3.45, which was -0.95 lower than the previous day. The implied volatity was 30.04, the open interest changed by 53 which increased total open position to 368
On 5 Mar BANKBARODA was trading at 205.22. The strike last trading price was 4.3, which was -5.2 lower than the previous day. The implied volatity was 29.84, the open interest changed by 140 which increased total open position to 319
On 4 Mar BANKBARODA was trading at 195.92. The strike last trading price was 9.65, which was 0.6 higher than the previous day. The implied volatity was 32.80, the open interest changed by -10 which decreased total open position to 179
On 3 Mar BANKBARODA was trading at 195.91. The strike last trading price was 9.2, which was 0.25 higher than the previous day. The implied volatity was 30.13, the open interest changed by 29 which increased total open position to 190
On 28 Feb BANKBARODA was trading at 197.07. The strike last trading price was 8.75, which was 2.95 higher than the previous day. The implied volatity was 31.45, the open interest changed by 63 which increased total open position to 161
On 27 Feb BANKBARODA was trading at 203.18. The strike last trading price was 6.25, which was 1.1 higher than the previous day. The implied volatity was 31.18, the open interest changed by 98 which increased total open position to 98
On 26 Feb BANKBARODA was trading at 204.39. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 2.07, 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 5.15, which was 0 lower than the previous day. The implied volatity was 2.07, 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 5.15, which was 0 lower than the previous day. The implied volatity was 4.45, 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 5.15, which was 0 lower than the previous day. The implied volatity was 4.97, 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 5.15, which was 0 lower than the previous day. The implied volatity was 5.83, 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 5.15, which was 0 lower than the previous day. The implied volatity was 4.16, 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 5.15, which was 0 lower than the previous day. The implied volatity was 2.59, 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 5.15, which was 0 lower than the previous day. The implied volatity was 3.51, 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 5.15, which was 0 lower than the previous day. The implied volatity was 2.36, 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 5.15, which was 0 lower than the previous day. The implied volatity was 4.56, 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 5.15, which was 0 lower than the previous day. The implied volatity was 5.20, the open interest changed by 0 which decreased total open position to 0
On 11 Feb BANKBARODA was trading at 210.78. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 4.50, the open interest changed by 0 which decreased total open position to 0
On 10 Feb BANKBARODA was trading at 215.23. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 6.15, 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 5.15, which was 0 lower than the previous day. The implied volatity was 6.36, the open interest changed by 0 which decreased total open position to 0
On 6 Feb BANKBARODA was trading at 219.71. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 7.62, the open interest changed by 0 which decreased total open position to 0
On 5 Feb BANKBARODA was trading at 220.02. The strike last trading price was 5.15, which was 0 lower than the previous day. The implied volatity was 7.47, 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 5.15, which was 0 lower than the previous day. The implied volatity was 5.10, 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 5.15, which was 0 lower than the previous day. The implied volatity was 3.14, 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 5.15, which was 0 lower than the previous day. The implied volatity was 4.33, the open interest changed by 0 which decreased total open position to 0
