BANKBARODA
Bank Of Baroda
Historical option data for BANKBARODA
13 Mar 2025 04:13 PM IST
| BANKBARODA 27MAR2025 212.5 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.28
Vega: 0.13
Theta: -0.14
Gamma: 0.03
|
||||||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 13 Mar | 205.52 | 1.7 | 0.3 | 25.57 | 650 | 36 | 481 | |||
| 12 Mar | 202.40 | 1.4 | -0.3 | 27.33 | 527 | 53 | 449 | |||
| 11 Mar | 202.56 | 1.65 | -0.35 | 28.03 | 379 | -63 | 402 | |||
| 10 Mar | 204.03 | 1.95 | -0.95 | 26.80 | 660 | 219 | 465 | |||
| 7 Mar | 205.90 | 2.75 | -0.9 | 26.17 | 337 | -1 | 246 | |||
| 6 Mar | 207.16 | 3.6 | 0.5 | 27.27 | 459 | -10 | 250 | |||
| 5 Mar | 205.22 | 3.05 | 1.75 | 27.77 | 436 | 19 | 254 | |||
| 4 Mar | 195.92 | 1.3 | -0.05 | 30.40 | 253 | -25 | 236 | |||
| 3 Mar | 195.91 | 1.4 | -0.3 | 30.39 | 476 | -11 | 269 | |||
| 28 Feb | 197.07 | 1.7 | -1.4 | 28.36 | 487 | 145 | 282 | |||
| 27 Feb | 203.18 | 3 | -1.1 | 27.88 | 108 | 50 | 137 | |||
| 26 Feb | 204.39 | 4 | -2.3 | 28.27 | 125 | 29 | 88 | |||
| 25 Feb | 204.77 | 4 | -2.3 | 28.27 | 125 | 30 | 88 | |||
| 24 Feb | 208.63 | 6.2 | -0.65 | 29.07 | 62 | 18 | 57 | |||
| 21 Feb | 210.27 | 6.95 | -1.8 | 28.00 | 71 | 14 | 39 | |||
| 20 Feb | 213.57 | 8.75 | 1.45 | 27.81 | 28 | 16 | 24 | |||
| 19 Feb | 208.89 | 7.3 | 1.4 | 31.16 | 8 | 2 | 8 | |||
| 18 Feb | 206.09 | 5.9 | -0.1 | 30.81 | 7 | 5 | 6 | |||
| 17 Feb | 206.96 | 6 | 0 | 0.00 | 0 | 0 | 0 | |||
|
|
||||||||||
| 14 Feb | 205.16 | 6 | -9 | 30.23 | 1 | 0 | 1 | |||
| 13 Feb | 210.80 | 15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 12 Feb | 212.54 | 15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 11 Feb | 210.78 | 15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 10 Feb | 215.23 | 15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 7 Feb | 216.32 | 15 | 0 | 0.00 | 0 | 0 | 0 | |||
| 6 Feb | 219.71 | 15 | 0 | 0.00 | 0 | -4 | 0 | |||
| 5 Feb | 220.02 | 15 | 5 | 28.05 | 4 | 0 | 5 | |||
| 4 Feb | 212.89 | 10 | 0 | 0.00 | 0 | 1 | 0 | |||
| 3 Feb | 207.99 | 10 | -4.9 | 34.48 | 1 | 0 | 4 | |||
| 1 Feb | 210.84 | 14.9 | 0 | 0.00 | 0 | 0 | 0 | |||
For Bank Of Baroda - strike price 212.5 expiring on 27MAR2025
Delta for 212.5 CE is 0.28
Historical price for 212.5 CE is as follows
On 13 Mar BANKBARODA was trading at 205.52. The strike last trading price was 1.7, which was 0.3 higher than the previous day. The implied volatity was 25.57, the open interest changed by 36 which increased total open position to 481
On 12 Mar BANKBARODA was trading at 202.40. The strike last trading price was 1.4, which was -0.3 lower than the previous day. The implied volatity was 27.33, the open interest changed by 53 which increased total open position to 449
On 11 Mar BANKBARODA was trading at 202.56. The strike last trading price was 1.65, which was -0.35 lower than the previous day. The implied volatity was 28.03, the open interest changed by -63 which decreased total open position to 402
On 10 Mar BANKBARODA was trading at 204.03. The strike last trading price was 1.95, which was -0.95 lower than the previous day. The implied volatity was 26.80, the open interest changed by 219 which increased total open position to 465
On 7 Mar BANKBARODA was trading at 205.90. The strike last trading price was 2.75, which was -0.9 lower than the previous day. The implied volatity was 26.17, the open interest changed by -1 which decreased total open position to 246
On 6 Mar BANKBARODA was trading at 207.16. The strike last trading price was 3.6, which was 0.5 higher than the previous day. The implied volatity was 27.27, the open interest changed by -10 which decreased total open position to 250
On 5 Mar BANKBARODA was trading at 205.22. The strike last trading price was 3.05, which was 1.75 higher than the previous day. The implied volatity was 27.77, the open interest changed by 19 which increased total open position to 254
On 4 Mar BANKBARODA was trading at 195.92. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was 30.40, the open interest changed by -25 which decreased total open position to 236
On 3 Mar BANKBARODA was trading at 195.91. The strike last trading price was 1.4, which was -0.3 lower than the previous day. The implied volatity was 30.39, the open interest changed by -11 which decreased total open position to 269
On 28 Feb BANKBARODA was trading at 197.07. The strike last trading price was 1.7, which was -1.4 lower than the previous day. The implied volatity was 28.36, the open interest changed by 145 which increased total open position to 282
On 27 Feb BANKBARODA was trading at 203.18. The strike last trading price was 3, which was -1.1 lower than the previous day. The implied volatity was 27.88, the open interest changed by 50 which increased total open position to 137
On 26 Feb BANKBARODA was trading at 204.39. The strike last trading price was 4, which was -2.3 lower than the previous day. The implied volatity was 28.27, the open interest changed by 29 which increased total open position to 88
On 25 Feb BANKBARODA was trading at 204.77. The strike last trading price was 4, which was -2.3 lower than the previous day. The implied volatity was 28.27, the open interest changed by 30 which increased total open position to 88
On 24 Feb BANKBARODA was trading at 208.63. The strike last trading price was 6.2, which was -0.65 lower than the previous day. The implied volatity was 29.07, the open interest changed by 18 which increased total open position to 57
On 21 Feb BANKBARODA was trading at 210.27. The strike last trading price was 6.95, which was -1.8 lower than the previous day. The implied volatity was 28.00, the open interest changed by 14 which increased total open position to 39
On 20 Feb BANKBARODA was trading at 213.57. The strike last trading price was 8.75, which was 1.45 higher than the previous day. The implied volatity was 27.81, the open interest changed by 16 which increased total open position to 24
On 19 Feb BANKBARODA was trading at 208.89. The strike last trading price was 7.3, which was 1.4 higher than the previous day. The implied volatity was 31.16, the open interest changed by 2 which increased total open position to 8
On 18 Feb BANKBARODA was trading at 206.09. The strike last trading price was 5.9, which was -0.1 lower than the previous day. The implied volatity was 30.81, the open interest changed by 5 which increased total open position to 6
On 17 Feb BANKBARODA was trading at 206.96. The strike last trading price was 6, 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 6, which was -9 lower than the previous day. The implied volatity was 30.23, the open interest changed by 0 which decreased total open position to 1
On 13 Feb BANKBARODA was trading at 210.80. The strike last trading price was 15, 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 12 Feb BANKBARODA was trading at 212.54. The strike last trading price was 15, 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 11 Feb BANKBARODA was trading at 210.78. The strike last trading price was 15, 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 10 Feb BANKBARODA was trading at 215.23. The strike last trading price was 15, 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 7 Feb BANKBARODA was trading at 216.32. The strike last trading price was 15, 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 6 Feb BANKBARODA was trading at 219.71. The strike last trading price was 15, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by -4 which decreased total open position to 0
On 5 Feb BANKBARODA was trading at 220.02. The strike last trading price was 15, which was 5 higher than the previous day. The implied volatity was 28.05, the open interest changed by 0 which decreased total open position to 5
On 4 Feb BANKBARODA was trading at 212.89. The strike last trading price was 10, 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 3 Feb BANKBARODA was trading at 207.99. The strike last trading price was 10, which was -4.9 lower than the previous day. The implied volatity was 34.48, the open interest changed by 0 which decreased total open position to 4
On 1 Feb BANKBARODA was trading at 210.84. The strike last trading price was 14.9, 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
| BANKBARODA 27MAR2025 212.5 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.70
Vega: 0.14
Theta: -0.11
Gamma: 0.03
|
|||||||
| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 13 Mar | 205.52 | 8.7 | -2 | 29.31 | 153 | -2 | 127 |
| 12 Mar | 202.40 | 10.85 | 0.1 | 30.28 | 187 | -2 | 132 |
| 11 Mar | 202.56 | 10.6 | 0.15 | 28.63 | 91 | 15 | 136 |
| 10 Mar | 204.03 | 10.4 | 1.35 | 33.07 | 173 | -21 | 121 |
| 7 Mar | 205.90 | 9.1 | 0.95 | 29.93 | 125 | 6 | 142 |
| 6 Mar | 207.16 | 8.3 | -1.45 | 29.72 | 320 | 8 | 135 |
| 5 Mar | 205.22 | 9.65 | -7.5 | 29.27 | 85 | -9 | 127 |
| 4 Mar | 195.92 | 17.15 | 0.8 | 33.37 | 14 | -1 | 136 |
| 3 Mar | 195.91 | 16.35 | 0.3 | 27.16 | 21 | -15 | 136 |
| 28 Feb | 197.07 | 16 | 4.8 | 33.11 | 94 | 23 | 150 |
| 27 Feb | 203.18 | 11.25 | 1.05 | 26.68 | 52 | 37 | 127 |
| 26 Feb | 204.39 | 10.25 | 1.05 | 27.72 | 98 | 80 | 89 |
| 25 Feb | 204.77 | 10.25 | 1.05 | 27.72 | 98 | 79 | 89 |
| 24 Feb | 208.63 | 9.2 | 1.55 | 33.80 | 10 | 6 | 10 |
| 21 Feb | 210.27 | 7.65 | -4.85 | 28.92 | 6 | 3 | 4 |
| 20 Feb | 213.57 | 12.5 | 0 | 0.00 | 0 | 0 | 0 |
| 19 Feb | 208.89 | 12.5 | 0 | 0.00 | 0 | 1 | 0 |
| 18 Feb | 206.09 | 12.5 | 4.05 | 37.27 | 2 | 1 | 1 |
| 17 Feb | 206.96 | 8.45 | 0 | - | 0 | 0 | 0 |
| 14 Feb | 205.16 | 8.45 | 0 | - | 0 | 0 | 0 |
| 13 Feb | 210.80 | 8.45 | 0 | 0.38 | 0 | 0 | 0 |
| 12 Feb | 212.54 | 8.45 | 0 | 1.18 | 0 | 0 | 0 |
| 11 Feb | 210.78 | 8.45 | 0 | 0.43 | 0 | 0 | 0 |
| 10 Feb | 215.23 | 8.45 | 0 | 2.44 | 0 | 0 | 0 |
| 7 Feb | 216.32 | 8.45 | 0 | 2.82 | 0 | 0 | 0 |
| 6 Feb | 219.71 | 8.45 | 0 | 3.96 | 0 | 0 | 0 |
| 5 Feb | 220.02 | 8.45 | 0 | 3.93 | 0 | 0 | 0 |
| 4 Feb | 212.89 | 8.45 | 0 | 1.59 | 0 | 0 | 0 |
| 3 Feb | 207.99 | 8.45 | 0 | - | 0 | 0 | 0 |
| 1 Feb | 210.84 | 8.45 | 0 | 0.82 | 0 | 0 | 0 |
For Bank Of Baroda - strike price 212.5 expiring on 27MAR2025
Delta for 212.5 PE is -0.70
Historical price for 212.5 PE is as follows
On 13 Mar BANKBARODA was trading at 205.52. The strike last trading price was 8.7, which was -2 lower than the previous day. The implied volatity was 29.31, the open interest changed by -2 which decreased total open position to 127
On 12 Mar BANKBARODA was trading at 202.40. The strike last trading price was 10.85, which was 0.1 higher than the previous day. The implied volatity was 30.28, the open interest changed by -2 which decreased total open position to 132
On 11 Mar BANKBARODA was trading at 202.56. The strike last trading price was 10.6, which was 0.15 higher than the previous day. The implied volatity was 28.63, the open interest changed by 15 which increased total open position to 136
On 10 Mar BANKBARODA was trading at 204.03. The strike last trading price was 10.4, which was 1.35 higher than the previous day. The implied volatity was 33.07, the open interest changed by -21 which decreased total open position to 121
On 7 Mar BANKBARODA was trading at 205.90. The strike last trading price was 9.1, which was 0.95 higher than the previous day. The implied volatity was 29.93, the open interest changed by 6 which increased total open position to 142
On 6 Mar BANKBARODA was trading at 207.16. The strike last trading price was 8.3, which was -1.45 lower than the previous day. The implied volatity was 29.72, the open interest changed by 8 which increased total open position to 135
On 5 Mar BANKBARODA was trading at 205.22. The strike last trading price was 9.65, which was -7.5 lower than the previous day. The implied volatity was 29.27, the open interest changed by -9 which decreased total open position to 127
On 4 Mar BANKBARODA was trading at 195.92. The strike last trading price was 17.15, which was 0.8 higher than the previous day. The implied volatity was 33.37, the open interest changed by -1 which decreased total open position to 136
On 3 Mar BANKBARODA was trading at 195.91. The strike last trading price was 16.35, which was 0.3 higher than the previous day. The implied volatity was 27.16, the open interest changed by -15 which decreased total open position to 136
On 28 Feb BANKBARODA was trading at 197.07. The strike last trading price was 16, which was 4.8 higher than the previous day. The implied volatity was 33.11, the open interest changed by 23 which increased total open position to 150
On 27 Feb BANKBARODA was trading at 203.18. The strike last trading price was 11.25, which was 1.05 higher than the previous day. The implied volatity was 26.68, the open interest changed by 37 which increased total open position to 127
On 26 Feb BANKBARODA was trading at 204.39. The strike last trading price was 10.25, which was 1.05 higher than the previous day. The implied volatity was 27.72, the open interest changed by 80 which increased total open position to 89
On 25 Feb BANKBARODA was trading at 204.77. The strike last trading price was 10.25, which was 1.05 higher than the previous day. The implied volatity was 27.72, the open interest changed by 79 which increased total open position to 89
On 24 Feb BANKBARODA was trading at 208.63. The strike last trading price was 9.2, which was 1.55 higher than the previous day. The implied volatity was 33.80, the open interest changed by 6 which increased total open position to 10
On 21 Feb BANKBARODA was trading at 210.27. The strike last trading price was 7.65, which was -4.85 lower than the previous day. The implied volatity was 28.92, the open interest changed by 3 which increased total open position to 4
On 20 Feb BANKBARODA was trading at 213.57. The strike last trading price was 12.5, 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 12.5, 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 18 Feb BANKBARODA was trading at 206.09. The strike last trading price was 12.5, which was 4.05 higher than the previous day. The implied volatity was 37.27, the open interest changed by 1 which increased total open position to 1
On 17 Feb BANKBARODA was trading at 206.96. The strike last trading price was 8.45, 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 8.45, 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 8.45, which was 0 lower than the previous day. The implied volatity was 0.38, 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 8.45, which was 0 lower than the previous day. The implied volatity was 1.18, 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 8.45, which was 0 lower than the previous day. The implied volatity was 0.43, 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 8.45, which was 0 lower than the previous day. The implied volatity was 2.44, 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 8.45, which was 0 lower than the previous day. The implied volatity was 2.82, 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 8.45, which was 0 lower than the previous day. The implied volatity was 3.96, 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 8.45, which was 0 lower than the previous day. The implied volatity was 3.93, 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 8.45, which was 0 lower than the previous day. The implied volatity was 1.59, 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 8.45, 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 8.45, which was 0 lower than the previous day. The implied volatity was 0.82, the open interest changed by 0 which decreased total open position to 0
