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[--[65.84.65.76]--]
BANKBARODA
Bank Of Baroda

205.52 3.12 (1.54%)

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Historical option data for BANKBARODA

13 Mar 2025 04:13 PM IST
BANKBARODA 27MAR2025 210 CE
Delta: 0.36
Vega: 0.15
Theta: -0.15
Gamma: 0.04
Date Close Ltp Change IV Volume Change OI OI
13 Mar 205.52 2.4 0.4 25.28 4,918 749 2,590
12 Mar 202.40 1.95 -0.4 27.02 1,402 168 1,837
11 Mar 202.56 2.4 -0.3 28.80 1,659 165 1,656
10 Mar 204.03 2.7 -1 26.96 1,880 -125 1,490
7 Mar 205.90 3.65 -1 26.29 1,864 80 1,615
6 Mar 207.16 4.65 0.65 27.54 2,992 -65 1,535
5 Mar 205.22 4 2.35 28.02 2,742 -454 1,604
4 Mar 195.92 1.65 -0.15 29.90 2,205 156 2,057
3 Mar 195.91 1.8 -0.35 30.14 2,163 379 1,868
28 Feb 197.07 2.2 -1.7 28.30 2,023 439 1,490
27 Feb 203.18 3.8 -1.25 28.02 1,244 335 1,051
26 Feb 204.39 5.05 -2.2 28.91 766 293 715
25 Feb 204.77 5.05 -2.2 28.91 766 292 715
24 Feb 208.63 7.1 -1.15 27.98 511 122 420
21 Feb 210.27 8.2 -2.05 28.04 326 97 296
20 Feb 213.57 10.2 1.7 27.96 155 -44 197
19 Feb 208.89 8.25 1.15 30.34 188 20 241
18 Feb 206.09 7.15 -0.85 31.58 128 11 220
17 Feb 206.96 8 0.15 30.87 130 22 212
14 Feb 205.16 7.65 -2.95 32.33 182 9 190
13 Feb 210.80 10.6 -1 31.52 106 -8 181
12 Feb 212.54 11.6 0.4 30.93 173 117 188
11 Feb 210.78 10.9 -2.65 31.65 24 4 71
10 Feb 215.23 13.55 -1 30.69 20 3 66
7 Feb 216.32 14.55 -1.95 30.62 17 -8 63
6 Feb 219.71 16.5 -0.75 27.67 4 1 72
5 Feb 220.02 17.25 3.95 30.17 39 -9 71
4 Feb 212.89 13.35 2.4 31.82 149 12 81
3 Feb 207.99 10.9 -1.6 33.76 111 42 54
1 Feb 210.84 12.5 -2 32.05 11 7 11
31 Jan 213.39 14.5 -30.9 33.19 13 3 3
30 Jan 222.39 0 0 - 0 0 0
28 Jan 221.76 0 0 - 0 0 0
27 Jan 219.62 0 0 - 0 0 0
23 Jan 229.16 0 0.00 - 0 0 0
16 Jan 228.85 0 0.00 - 0 0 0
15 Jan 222.02 0 0.00 - 0 0 0
14 Jan 223.72 0 0.00 - 0 0 0
13 Jan 217.69 0 0.00 - 0 0 0
10 Jan 225.40 0 0.00 - 0 0 0
9 Jan 231.04 0 0.00 - 0 0 0
8 Jan 232.95 0 0.00 - 0 0 0
7 Jan 232.46 0 0.00 - 0 0 0
6 Jan 227.96 0 - 0 0 0


For Bank Of Baroda - strike price 210 expiring on 27MAR2025

Delta for 210 CE is 0.36

Historical price for 210 CE is as follows

On 13 Mar BANKBARODA was trading at 205.52. The strike last trading price was 2.4, which was 0.4 higher than the previous day. The implied volatity was 25.28, the open interest changed by 749 which increased total open position to 2590


On 12 Mar BANKBARODA was trading at 202.40. The strike last trading price was 1.95, which was -0.4 lower than the previous day. The implied volatity was 27.02, the open interest changed by 168 which increased total open position to 1837


On 11 Mar BANKBARODA was trading at 202.56. The strike last trading price was 2.4, which was -0.3 lower than the previous day. The implied volatity was 28.80, the open interest changed by 165 which increased total open position to 1656


On 10 Mar BANKBARODA was trading at 204.03. The strike last trading price was 2.7, which was -1 lower than the previous day. The implied volatity was 26.96, the open interest changed by -125 which decreased total open position to 1490


On 7 Mar BANKBARODA was trading at 205.90. The strike last trading price was 3.65, which was -1 lower than the previous day. The implied volatity was 26.29, the open interest changed by 80 which increased total open position to 1615


On 6 Mar BANKBARODA was trading at 207.16. The strike last trading price was 4.65, which was 0.65 higher than the previous day. The implied volatity was 27.54, the open interest changed by -65 which decreased total open position to 1535


On 5 Mar BANKBARODA was trading at 205.22. The strike last trading price was 4, which was 2.35 higher than the previous day. The implied volatity was 28.02, the open interest changed by -454 which decreased total open position to 1604


On 4 Mar BANKBARODA was trading at 195.92. The strike last trading price was 1.65, which was -0.15 lower than the previous day. The implied volatity was 29.90, the open interest changed by 156 which increased total open position to 2057


On 3 Mar BANKBARODA was trading at 195.91. The strike last trading price was 1.8, which was -0.35 lower than the previous day. The implied volatity was 30.14, the open interest changed by 379 which increased total open position to 1868


On 28 Feb BANKBARODA was trading at 197.07. The strike last trading price was 2.2, which was -1.7 lower than the previous day. The implied volatity was 28.30, the open interest changed by 439 which increased total open position to 1490


On 27 Feb BANKBARODA was trading at 203.18. The strike last trading price was 3.8, which was -1.25 lower than the previous day. The implied volatity was 28.02, the open interest changed by 335 which increased total open position to 1051


On 26 Feb BANKBARODA was trading at 204.39. The strike last trading price was 5.05, which was -2.2 lower than the previous day. The implied volatity was 28.91, the open interest changed by 293 which increased total open position to 715


On 25 Feb BANKBARODA was trading at 204.77. The strike last trading price was 5.05, which was -2.2 lower than the previous day. The implied volatity was 28.91, the open interest changed by 292 which increased total open position to 715


On 24 Feb BANKBARODA was trading at 208.63. The strike last trading price was 7.1, which was -1.15 lower than the previous day. The implied volatity was 27.98, the open interest changed by 122 which increased total open position to 420


On 21 Feb BANKBARODA was trading at 210.27. The strike last trading price was 8.2, which was -2.05 lower than the previous day. The implied volatity was 28.04, the open interest changed by 97 which increased total open position to 296


On 20 Feb BANKBARODA was trading at 213.57. The strike last trading price was 10.2, which was 1.7 higher than the previous day. The implied volatity was 27.96, the open interest changed by -44 which decreased total open position to 197


On 19 Feb BANKBARODA was trading at 208.89. The strike last trading price was 8.25, which was 1.15 higher than the previous day. The implied volatity was 30.34, the open interest changed by 20 which increased total open position to 241


On 18 Feb BANKBARODA was trading at 206.09. The strike last trading price was 7.15, which was -0.85 lower than the previous day. The implied volatity was 31.58, the open interest changed by 11 which increased total open position to 220


On 17 Feb BANKBARODA was trading at 206.96. The strike last trading price was 8, which was 0.15 higher than the previous day. The implied volatity was 30.87, the open interest changed by 22 which increased total open position to 212


On 14 Feb BANKBARODA was trading at 205.16. The strike last trading price was 7.65, which was -2.95 lower than the previous day. The implied volatity was 32.33, the open interest changed by 9 which increased total open position to 190


On 13 Feb BANKBARODA was trading at 210.80. The strike last trading price was 10.6, which was -1 lower than the previous day. The implied volatity was 31.52, the open interest changed by -8 which decreased total open position to 181


On 12 Feb BANKBARODA was trading at 212.54. The strike last trading price was 11.6, which was 0.4 higher than the previous day. The implied volatity was 30.93, the open interest changed by 117 which increased total open position to 188


On 11 Feb BANKBARODA was trading at 210.78. The strike last trading price was 10.9, which was -2.65 lower than the previous day. The implied volatity was 31.65, the open interest changed by 4 which increased total open position to 71


On 10 Feb BANKBARODA was trading at 215.23. The strike last trading price was 13.55, which was -1 lower than the previous day. The implied volatity was 30.69, the open interest changed by 3 which increased total open position to 66


On 7 Feb BANKBARODA was trading at 216.32. The strike last trading price was 14.55, which was -1.95 lower than the previous day. The implied volatity was 30.62, the open interest changed by -8 which decreased total open position to 63


On 6 Feb BANKBARODA was trading at 219.71. The strike last trading price was 16.5, which was -0.75 lower than the previous day. The implied volatity was 27.67, the open interest changed by 1 which increased total open position to 72


On 5 Feb BANKBARODA was trading at 220.02. The strike last trading price was 17.25, which was 3.95 higher than the previous day. The implied volatity was 30.17, the open interest changed by -9 which decreased total open position to 71


On 4 Feb BANKBARODA was trading at 212.89. The strike last trading price was 13.35, which was 2.4 higher than the previous day. The implied volatity was 31.82, the open interest changed by 12 which increased total open position to 81


On 3 Feb BANKBARODA was trading at 207.99. The strike last trading price was 10.9, which was -1.6 lower than the previous day. The implied volatity was 33.76, the open interest changed by 42 which increased total open position to 54


On 1 Feb BANKBARODA was trading at 210.84. The strike last trading price was 12.5, which was -2 lower than the previous day. The implied volatity was 32.05, the open interest changed by 7 which increased total open position to 11


On 31 Jan BANKBARODA was trading at 213.39. The strike last trading price was 14.5, which was -30.9 lower than the previous day. The implied volatity was 33.19, the open interest changed by 3 which increased total open position to 3


On 30 Jan BANKBARODA was trading at 222.39. 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 28 Jan BANKBARODA was trading at 221.76. 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 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 23 Jan BANKBARODA was trading at 229.16. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Jan BANKBARODA was trading at 228.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Jan BANKBARODA was trading at 222.02. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Jan BANKBARODA was trading at 223.72. The strike last trading price was 0, which was 0.00 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 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Jan BANKBARODA was trading at 225.40. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Jan BANKBARODA was trading at 231.04. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Jan BANKBARODA was trading at 232.95. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 7 Jan BANKBARODA was trading at 232.46. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 6 Jan BANKBARODA was trading at 227.96. 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 210 PE
Delta: -0.62
Vega: 0.15
Theta: -0.12
Gamma: 0.03
Date Close Ltp Change IV Volume Change OI OI
13 Mar 205.52 7 -1.75 29.26 619 49 892
12 Mar 202.40 8.85 0 29.21 405 -6 843
11 Mar 202.56 8.85 0.3 29.25 717 72 845
10 Mar 204.03 8.55 1.15 32.08 728 -58 767
7 Mar 205.90 7.6 0.9 30.32 399 20 825
6 Mar 207.16 6.75 -1.35 29.34 1,318 48 806
5 Mar 205.22 8.05 -7.15 29.60 504 -117 763
4 Mar 195.92 15.1 0.6 33.12 98 5 879
3 Mar 195.91 14.7 0.8 30.39 185 -53 873
28 Feb 197.07 13.9 4.05 31.04 369 -47 926
27 Feb 203.18 10.2 1.4 29.88 595 117 973
26 Feb 204.39 8.95 2.1 28.95 571 290 857
25 Feb 204.77 8.95 2.1 28.95 571 291 857
24 Feb 208.63 6.95 0.15 29.95 342 165 565
21 Feb 210.27 6.85 1.35 30.76 276 93 397
20 Feb 213.57 5.5 -2.4 30.18 214 87 302
19 Feb 208.89 7.85 -2 31.35 94 47 216
18 Feb 206.09 9.85 -0.35 32.80 13 8 169
17 Feb 206.96 10.2 -0.2 37.26 24 1 162
14 Feb 205.16 10.45 2.6 32.86 115 30 160
13 Feb 210.80 7.85 0.2 33.07 10 5 131
12 Feb 212.54 7.7 -0.3 34.77 108 41 127
11 Feb 210.78 8 1.5 33.00 57 -1 86
10 Feb 215.23 6.5 0 33.60 28 14 86
7 Feb 216.32 6.5 1 33.92 27 9 72
6 Feb 219.71 5.5 -0.05 34.32 11 0 63
5 Feb 220.02 5.55 -2.85 34.17 39 7 62
4 Feb 212.89 8.4 -2 35.81 23 4 55
3 Feb 207.99 10.55 1.45 35.01 22 0 50
1 Feb 210.84 9.1 -0.1 34.53 48 22 50
31 Jan 213.39 9.2 4.2 37.76 57 21 27
30 Jan 222.39 5 0.8 33.47 1 0 5
28 Jan 221.76 4.2 0 0.00 0 0 0
27 Jan 219.62 4.2 0 0.00 0 0 0
23 Jan 229.16 4.2 -0.75 34.17 5 4 4
16 Jan 228.85 4.95 0.00 6.87 0 0 0
15 Jan 222.02 4.95 0.00 5.21 0 0 0
14 Jan 223.72 4.95 0.00 5.38 0 0 0
13 Jan 217.69 4.95 0.00 4.34 0 0 0
10 Jan 225.40 4.95 0.00 6.44 0 0 0
9 Jan 231.04 4.95 0.00 7.33 0 0 0
8 Jan 232.95 4.95 0.00 7.23 0 0 0
7 Jan 232.46 4.95 0.00 6.88 0 0 0
6 Jan 227.96 4.95 6.43 0 0 0


For Bank Of Baroda - strike price 210 expiring on 27MAR2025

Delta for 210 PE is -0.62

Historical price for 210 PE is as follows

On 13 Mar BANKBARODA was trading at 205.52. The strike last trading price was 7, which was -1.75 lower than the previous day. The implied volatity was 29.26, the open interest changed by 49 which increased total open position to 892


On 12 Mar BANKBARODA was trading at 202.40. The strike last trading price was 8.85, which was 0 lower than the previous day. The implied volatity was 29.21, the open interest changed by -6 which decreased total open position to 843


On 11 Mar BANKBARODA was trading at 202.56. The strike last trading price was 8.85, which was 0.3 higher than the previous day. The implied volatity was 29.25, the open interest changed by 72 which increased total open position to 845


On 10 Mar BANKBARODA was trading at 204.03. The strike last trading price was 8.55, which was 1.15 higher than the previous day. The implied volatity was 32.08, the open interest changed by -58 which decreased total open position to 767


On 7 Mar BANKBARODA was trading at 205.90. The strike last trading price was 7.6, which was 0.9 higher than the previous day. The implied volatity was 30.32, the open interest changed by 20 which increased total open position to 825


On 6 Mar BANKBARODA was trading at 207.16. The strike last trading price was 6.75, which was -1.35 lower than the previous day. The implied volatity was 29.34, the open interest changed by 48 which increased total open position to 806


On 5 Mar BANKBARODA was trading at 205.22. The strike last trading price was 8.05, which was -7.15 lower than the previous day. The implied volatity was 29.60, the open interest changed by -117 which decreased total open position to 763


On 4 Mar BANKBARODA was trading at 195.92. The strike last trading price was 15.1, which was 0.6 higher than the previous day. The implied volatity was 33.12, the open interest changed by 5 which increased total open position to 879


On 3 Mar BANKBARODA was trading at 195.91. The strike last trading price was 14.7, which was 0.8 higher than the previous day. The implied volatity was 30.39, the open interest changed by -53 which decreased total open position to 873


On 28 Feb BANKBARODA was trading at 197.07. The strike last trading price was 13.9, which was 4.05 higher than the previous day. The implied volatity was 31.04, the open interest changed by -47 which decreased total open position to 926


On 27 Feb BANKBARODA was trading at 203.18. The strike last trading price was 10.2, which was 1.4 higher than the previous day. The implied volatity was 29.88, the open interest changed by 117 which increased total open position to 973


On 26 Feb BANKBARODA was trading at 204.39. The strike last trading price was 8.95, which was 2.1 higher than the previous day. The implied volatity was 28.95, the open interest changed by 290 which increased total open position to 857


On 25 Feb BANKBARODA was trading at 204.77. The strike last trading price was 8.95, which was 2.1 higher than the previous day. The implied volatity was 28.95, the open interest changed by 291 which increased total open position to 857


On 24 Feb BANKBARODA was trading at 208.63. The strike last trading price was 6.95, which was 0.15 higher than the previous day. The implied volatity was 29.95, the open interest changed by 165 which increased total open position to 565


On 21 Feb BANKBARODA was trading at 210.27. The strike last trading price was 6.85, which was 1.35 higher than the previous day. The implied volatity was 30.76, the open interest changed by 93 which increased total open position to 397


On 20 Feb BANKBARODA was trading at 213.57. The strike last trading price was 5.5, which was -2.4 lower than the previous day. The implied volatity was 30.18, the open interest changed by 87 which increased total open position to 302


On 19 Feb BANKBARODA was trading at 208.89. The strike last trading price was 7.85, which was -2 lower than the previous day. The implied volatity was 31.35, the open interest changed by 47 which increased total open position to 216


On 18 Feb BANKBARODA was trading at 206.09. The strike last trading price was 9.85, which was -0.35 lower than the previous day. The implied volatity was 32.80, the open interest changed by 8 which increased total open position to 169


On 17 Feb BANKBARODA was trading at 206.96. The strike last trading price was 10.2, which was -0.2 lower than the previous day. The implied volatity was 37.26, the open interest changed by 1 which increased total open position to 162


On 14 Feb BANKBARODA was trading at 205.16. The strike last trading price was 10.45, which was 2.6 higher than the previous day. The implied volatity was 32.86, the open interest changed by 30 which increased total open position to 160


On 13 Feb BANKBARODA was trading at 210.80. The strike last trading price was 7.85, which was 0.2 higher than the previous day. The implied volatity was 33.07, the open interest changed by 5 which increased total open position to 131


On 12 Feb BANKBARODA was trading at 212.54. The strike last trading price was 7.7, which was -0.3 lower than the previous day. The implied volatity was 34.77, the open interest changed by 41 which increased total open position to 127


On 11 Feb BANKBARODA was trading at 210.78. The strike last trading price was 8, which was 1.5 higher than the previous day. The implied volatity was 33.00, the open interest changed by -1 which decreased total open position to 86


On 10 Feb BANKBARODA was trading at 215.23. The strike last trading price was 6.5, which was 0 lower than the previous day. The implied volatity was 33.60, the open interest changed by 14 which increased total open position to 86


On 7 Feb BANKBARODA was trading at 216.32. The strike last trading price was 6.5, which was 1 higher than the previous day. The implied volatity was 33.92, the open interest changed by 9 which increased total open position to 72


On 6 Feb BANKBARODA was trading at 219.71. The strike last trading price was 5.5, which was -0.05 lower than the previous day. The implied volatity was 34.32, the open interest changed by 0 which decreased total open position to 63


On 5 Feb BANKBARODA was trading at 220.02. The strike last trading price was 5.55, which was -2.85 lower than the previous day. The implied volatity was 34.17, the open interest changed by 7 which increased total open position to 62


On 4 Feb BANKBARODA was trading at 212.89. The strike last trading price was 8.4, which was -2 lower than the previous day. The implied volatity was 35.81, the open interest changed by 4 which increased total open position to 55


On 3 Feb BANKBARODA was trading at 207.99. The strike last trading price was 10.55, which was 1.45 higher than the previous day. The implied volatity was 35.01, the open interest changed by 0 which decreased total open position to 50


On 1 Feb BANKBARODA was trading at 210.84. The strike last trading price was 9.1, which was -0.1 lower than the previous day. The implied volatity was 34.53, the open interest changed by 22 which increased total open position to 50


On 31 Jan BANKBARODA was trading at 213.39. The strike last trading price was 9.2, which was 4.2 higher than the previous day. The implied volatity was 37.76, the open interest changed by 21 which increased total open position to 27


On 30 Jan BANKBARODA was trading at 222.39. The strike last trading price was 5, which was 0.8 higher than the previous day. The implied volatity was 33.47, the open interest changed by 0 which decreased total open position to 5


On 28 Jan BANKBARODA was trading at 221.76. The strike last trading price was 4.2, 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 27 Jan BANKBARODA was trading at 219.62. The strike last trading price was 4.2, 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 23 Jan BANKBARODA was trading at 229.16. The strike last trading price was 4.2, which was -0.75 lower than the previous day. The implied volatity was 34.17, the open interest changed by 4 which increased total open position to 4


On 16 Jan BANKBARODA was trading at 228.85. The strike last trading price was 4.95, which was 0.00 lower than the previous day. The implied volatity was 6.87, the open interest changed by 0 which decreased total open position to 0


On 15 Jan BANKBARODA was trading at 222.02. The strike last trading price was 4.95, which was 0.00 lower than the previous day. The implied volatity was 5.21, the open interest changed by 0 which decreased total open position to 0


On 14 Jan BANKBARODA was trading at 223.72. The strike last trading price was 4.95, which was 0.00 lower than the previous day. The implied volatity was 5.38, 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 4.95, which was 0.00 lower than the previous day. The implied volatity was 4.34, the open interest changed by 0 which decreased total open position to 0


On 10 Jan BANKBARODA was trading at 225.40. The strike last trading price was 4.95, which was 0.00 lower than the previous day. The implied volatity was 6.44, the open interest changed by 0 which decreased total open position to 0


On 9 Jan BANKBARODA was trading at 231.04. The strike last trading price was 4.95, which was 0.00 lower than the previous day. The implied volatity was 7.33, the open interest changed by 0 which decreased total open position to 0


On 8 Jan BANKBARODA was trading at 232.95. The strike last trading price was 4.95, which was 0.00 lower than the previous day. The implied volatity was 7.23, the open interest changed by 0 which decreased total open position to 0


On 7 Jan BANKBARODA was trading at 232.46. The strike last trading price was 4.95, which was 0.00 lower than the previous day. The implied volatity was 6.88, the open interest changed by 0 which decreased total open position to 0


On 6 Jan BANKBARODA was trading at 227.96. The strike last trading price was 4.95, which was lower than the previous day. The implied volatity was 6.43, the open interest changed by 0 which decreased total open position to 0