BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
13 Mar 2025 04:13 PM IST
| BANKBARODA 27MAR2025 207.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.45
Vega: 0.16
Theta: -0.17
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 205.52 | 3.4 | 0.65 | 25.54 | 2,147 | 168 | 749 | |||
| 12 Mar | 202.40 | 2.7 | -0.45 | 26.91 | 629 | 58 | 583 | |||
| 11 Mar | 202.56 | 3.2 | -0.4 | 28.69 | 695 | 41 | 528 | |||
| 10 Mar | 204.03 | 3.55 | -1.25 | 26.60 | 880 | 1 | 495 | |||
| 7 Mar | 205.90 | 4.65 | -1.2 | 25.97 | 668 | 45 | 494 | |||
| 6 Mar | 207.16 | 5.8 | 0.8 | 27.42 | 792 | 61 | 446 | |||
| 5 Mar | 205.22 | 5.05 | 2.95 | 28.32 | 934 | -7 | 388 | |||
| 4 Mar | 195.92 | 2.15 | -0.15 | 29.79 | 366 | 45 | 394 | |||
| 3 Mar | 195.91 | 2.3 | -0.5 | 29.91 | 394 | 30 | 348 | |||
| 28 Feb | 197.07 | 2.85 | -2.05 | 28.43 | 497 | 55 | 321 | |||
| 27 Feb | 203.18 | 4.75 | -1.45 | 28.19 | 299 | 89 | 266 | |||
| 26 Feb | 204.39 | 6.15 | -2.45 | 29.14 | 176 | 131 | 177 | |||
| 25 Feb | 204.77 | 6.15 | -2.45 | 29.14 | 176 | 131 | 177 | |||
| 24 Feb | 208.63 | 8.5 | -15.35 | 28.37 | 59 | 43 | 43 | |||
| 21 Feb | 210.27 | 23.85 | 0 | - | 0 | 0 | 0 | |||
| 20 Feb | 213.57 | 23.85 | 0 | - | 0 | 0 | 0 | |||
| 19 Feb | 208.89 | 23.85 | 0 | - | 0 | 0 | 0 | |||
| 18 Feb | 206.09 | 23.85 | 0 | - | 0 | 0 | 0 | |||
| 17 Feb | 206.96 | 23.85 | 0 | - | 0 | 0 | 0 | |||
| 14 Feb | 205.16 | 23.85 | 0 | 0.12 | 0 | 0 | 0 | |||
| 13 Feb | 210.80 | 23.85 | 0 | - | 0 | 0 | 0 | |||
| 12 Feb | 212.54 | 23.85 | 0 | - | 0 | 0 | 0 | |||
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| 11 Feb | 210.78 | 23.85 | 0 | - | 0 | 0 | 0 | |||
| 10 Feb | 215.23 | 23.85 | 0 | - | 0 | 0 | 0 | |||
| 7 Feb | 216.32 | 23.85 | 0 | - | 0 | 0 | 0 | |||
| 6 Feb | 219.71 | 23.85 | 0 | - | 0 | 0 | 0 | |||
| 5 Feb | 220.02 | 23.85 | 0 | - | 0 | 0 | 0 | |||
| 4 Feb | 212.89 | 23.85 | 0 | - | 0 | 0 | 0 | |||
| 3 Feb | 207.99 | 23.85 | 0 | - | 0 | 0 | 0 | |||
| 1 Feb | 210.84 | 23.85 | 0 | - | 0 | 0 | 0 | |||
For Bank Of Baroda - strike price 207.5 expiring on 27MAR2025
Delta for 207.5 CE is 0.45
Historical price for 207.5 CE is as follows
On 13 Mar BANKBARODA was trading at 205.52. The strike last trading price was 3.4, which was 0.65 higher than the previous day. The implied volatity was 25.54, the open interest changed by 168 which increased total open position to 749
On 12 Mar BANKBARODA was trading at 202.40. The strike last trading price was 2.7, which was -0.45 lower than the previous day. The implied volatity was 26.91, the open interest changed by 58 which increased total open position to 583
On 11 Mar BANKBARODA was trading at 202.56. The strike last trading price was 3.2, which was -0.4 lower than the previous day. The implied volatity was 28.69, the open interest changed by 41 which increased total open position to 528
On 10 Mar BANKBARODA was trading at 204.03. The strike last trading price was 3.55, which was -1.25 lower than the previous day. The implied volatity was 26.60, the open interest changed by 1 which increased total open position to 495
On 7 Mar BANKBARODA was trading at 205.90. The strike last trading price was 4.65, which was -1.2 lower than the previous day. The implied volatity was 25.97, the open interest changed by 45 which increased total open position to 494
On 6 Mar BANKBARODA was trading at 207.16. The strike last trading price was 5.8, which was 0.8 higher than the previous day. The implied volatity was 27.42, the open interest changed by 61 which increased total open position to 446
On 5 Mar BANKBARODA was trading at 205.22. The strike last trading price was 5.05, which was 2.95 higher than the previous day. The implied volatity was 28.32, the open interest changed by -7 which decreased total open position to 388
On 4 Mar BANKBARODA was trading at 195.92. The strike last trading price was 2.15, which was -0.15 lower than the previous day. The implied volatity was 29.79, the open interest changed by 45 which increased total open position to 394
On 3 Mar BANKBARODA was trading at 195.91. The strike last trading price was 2.3, which was -0.5 lower than the previous day. The implied volatity was 29.91, the open interest changed by 30 which increased total open position to 348
On 28 Feb BANKBARODA was trading at 197.07. The strike last trading price was 2.85, which was -2.05 lower than the previous day. The implied volatity was 28.43, the open interest changed by 55 which increased total open position to 321
On 27 Feb BANKBARODA was trading at 203.18. The strike last trading price was 4.75, which was -1.45 lower than the previous day. The implied volatity was 28.19, the open interest changed by 89 which increased total open position to 266
On 26 Feb BANKBARODA was trading at 204.39. The strike last trading price was 6.15, which was -2.45 lower than the previous day. The implied volatity was 29.14, the open interest changed by 131 which increased total open position to 177
On 25 Feb BANKBARODA was trading at 204.77. The strike last trading price was 6.15, which was -2.45 lower than the previous day. The implied volatity was 29.14, the open interest changed by 131 which increased total open position to 177
On 24 Feb BANKBARODA was trading at 208.63. The strike last trading price was 8.5, which was -15.35 lower than the previous day. The implied volatity was 28.37, the open interest changed by 43 which increased total open position to 43
On 21 Feb BANKBARODA was trading at 210.27. The strike last trading price was 23.85, 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 23.85, 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 23.85, 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 23.85, 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 23.85, 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 23.85, which was 0 lower than the previous day. The implied volatity was 0.12, 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 23.85, 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 23.85, 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 23.85, 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 23.85, 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 23.85, 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 23.85, 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 23.85, 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 23.85, 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 23.85, 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 23.85, 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 207.5 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.54
Vega: 0.16
Theta: -0.13
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 205.52 | 5.45 | -1.55 | 28.95 | 1,742 | 74 | 427 |
| 12 Mar | 202.40 | 7.1 | -0.1 | 28.85 | 483 | 3 | 353 |
| 11 Mar | 202.56 | 7.2 | 0.25 | 29.35 | 342 | 20 | 350 |
| 10 Mar | 204.03 | 7 | 1.1 | 32.00 | 799 | -50 | 330 |
| 7 Mar | 205.90 | 6.05 | 0.6 | 29.58 | 580 | 54 | 380 |
| 6 Mar | 207.16 | 5.5 | -1.2 | 29.65 | 1,175 | 78 | 328 |
| 5 Mar | 205.22 | 6.6 | -6.5 | 29.30 | 403 | -16 | 250 |
| 4 Mar | 195.92 | 13.3 | 0.55 | 33.82 | 85 | -9 | 263 |
| 3 Mar | 195.91 | 12.75 | 0.45 | 30.33 | 84 | 13 | 271 |
| 28 Feb | 197.07 | 12.3 | 4.2 | 33.01 | 177 | 11 | 260 |
| 27 Feb | 203.18 | 8.4 | 0.95 | 28.76 | 165 | 44 | 249 |
| 26 Feb | 204.39 | 7.45 | 1.7 | 28.66 | 180 | 129 | 203 |
| 25 Feb | 204.77 | 7.45 | 1.7 | 28.66 | 180 | 127 | 203 |
| 24 Feb | 208.63 | 5.75 | -3.05 | 29.87 | 92 | 73 | 74 |
| 21 Feb | 210.27 | 8.8 | 0 | 0.00 | 0 | 0 | 0 |
| 20 Feb | 213.57 | 8.8 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Feb | 208.89 | 8.8 | 0 | 0.00 | 0 | 0 | 0 |
| 18 Feb | 206.09 | 8.8 | 0 | 0.00 | 0 | 1 | 0 |
| 17 Feb | 206.96 | 8.8 | 2.1 | 36.76 | 1 | 0 | 0 |
| 14 Feb | 205.16 | 6.7 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 210.80 | 6.7 | 0 | 2.70 | 0 | 0 | 0 |
| 12 Feb | 212.54 | 6.7 | 0 | 3.47 | 0 | 0 | 0 |
| 11 Feb | 210.78 | 6.7 | 0 | 2.68 | 0 | 0 | 0 |
| 10 Feb | 215.23 | 6.7 | 0 | 4.22 | 0 | 0 | 0 |
| 7 Feb | 216.32 | 6.7 | 0 | 4.50 | 0 | 0 | 0 |
| 6 Feb | 219.71 | 6.7 | 0 | 5.83 | 0 | 0 | 0 |
| 5 Feb | 220.02 | 6.7 | 0 | 5.74 | 0 | 0 | 0 |
| 4 Feb | 212.89 | 6.7 | 0 | 3.36 | 0 | 0 | 0 |
| 3 Feb | 207.99 | 6.7 | 0 | 1.41 | 0 | 0 | 0 |
| 1 Feb | 210.84 | 6.7 | 0 | 2.80 | 0 | 0 | 0 |
For Bank Of Baroda - strike price 207.5 expiring on 27MAR2025
Delta for 207.5 PE is -0.54
Historical price for 207.5 PE is as follows
On 13 Mar BANKBARODA was trading at 205.52. The strike last trading price was 5.45, which was -1.55 lower than the previous day. The implied volatity was 28.95, the open interest changed by 74 which increased total open position to 427
On 12 Mar BANKBARODA was trading at 202.40. The strike last trading price was 7.1, which was -0.1 lower than the previous day. The implied volatity was 28.85, the open interest changed by 3 which increased total open position to 353
On 11 Mar BANKBARODA was trading at 202.56. The strike last trading price was 7.2, which was 0.25 higher than the previous day. The implied volatity was 29.35, the open interest changed by 20 which increased total open position to 350
On 10 Mar BANKBARODA was trading at 204.03. The strike last trading price was 7, which was 1.1 higher than the previous day. The implied volatity was 32.00, the open interest changed by -50 which decreased total open position to 330
On 7 Mar BANKBARODA was trading at 205.90. The strike last trading price was 6.05, which was 0.6 higher than the previous day. The implied volatity was 29.58, the open interest changed by 54 which increased total open position to 380
On 6 Mar BANKBARODA was trading at 207.16. The strike last trading price was 5.5, which was -1.2 lower than the previous day. The implied volatity was 29.65, the open interest changed by 78 which increased total open position to 328
On 5 Mar BANKBARODA was trading at 205.22. The strike last trading price was 6.6, which was -6.5 lower than the previous day. The implied volatity was 29.30, the open interest changed by -16 which decreased total open position to 250
On 4 Mar BANKBARODA was trading at 195.92. The strike last trading price was 13.3, which was 0.55 higher than the previous day. The implied volatity was 33.82, the open interest changed by -9 which decreased total open position to 263
On 3 Mar BANKBARODA was trading at 195.91. The strike last trading price was 12.75, which was 0.45 higher than the previous day. The implied volatity was 30.33, the open interest changed by 13 which increased total open position to 271
On 28 Feb BANKBARODA was trading at 197.07. The strike last trading price was 12.3, which was 4.2 higher than the previous day. The implied volatity was 33.01, the open interest changed by 11 which increased total open position to 260
On 27 Feb BANKBARODA was trading at 203.18. The strike last trading price was 8.4, which was 0.95 higher than the previous day. The implied volatity was 28.76, the open interest changed by 44 which increased total open position to 249
On 26 Feb BANKBARODA was trading at 204.39. The strike last trading price was 7.45, which was 1.7 higher than the previous day. The implied volatity was 28.66, the open interest changed by 129 which increased total open position to 203
On 25 Feb BANKBARODA was trading at 204.77. The strike last trading price was 7.45, which was 1.7 higher than the previous day. The implied volatity was 28.66, the open interest changed by 127 which increased total open position to 203
On 24 Feb BANKBARODA was trading at 208.63. The strike last trading price was 5.75, which was -3.05 lower than the previous day. The implied volatity was 29.87, the open interest changed by 73 which increased total open position to 74
On 21 Feb BANKBARODA was trading at 210.27. The strike last trading price was 8.8, 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 20 Feb BANKBARODA was trading at 213.57. The strike last trading price was 8.8, 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 19 Feb BANKBARODA was trading at 208.89. The strike last trading price was 8.8, 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 18 Feb BANKBARODA was trading at 206.09. The strike last trading price was 8.8, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 17 Feb BANKBARODA was trading at 206.96. The strike last trading price was 8.8, which was 2.1 higher than the previous day. The implied volatity was 36.76, 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 6.7, 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 6.7, which was 0 lower than the previous day. The implied volatity was 2.70, 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 6.7, which was 0 lower than the previous day. The implied volatity was 3.47, 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 6.7, which was 0 lower than the previous day. The implied volatity was 2.68, 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 6.7, which was 0 lower than the previous day. The implied volatity was 4.22, 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 6.7, 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 6 Feb BANKBARODA was trading at 219.71. The strike last trading price was 6.7, 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 5 Feb BANKBARODA was trading at 220.02. The strike last trading price was 6.7, which was 0 lower than the previous day. The implied volatity was 5.74, 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 6.7, which was 0 lower than the previous day. The implied volatity was 3.36, 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 6.7, which was 0 lower than the previous day. The implied volatity was 1.41, 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 6.7, which was 0 lower than the previous day. The implied volatity was 2.80, the open interest changed by 0 which decreased total open position to 0
